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Intra-Session Summary

Sections

Equity, Currency, Index and ETF Options

Session start: 9:30 a.m.
  Call Put Total
Options Trans. Volume Value Trans. Volume Value Trans. Volume Value
Equity 5,514 194,890 219,042 2,504 26,647 39,293 8,018 221,537 258,335
ETF 512 41,171 17,440 211 14,833 4,232 723 56,004 21,672
US dollar (USX) 0 0 0 0 0 0 0 0 0
S&P/TSX 60 index (SXO) 0 0 0 0 0 0 0 0 0
Sector index (SXJ) 0 0 0 0 0 0 0 0 0
Sector index (SXV) 0 0 0 0 0 0 0 0 0
Total 6,026 236,061 236,482 2,715 41,480 43,525 8,741 277,541 280,007

Three-Month CORRA Futures (CRA)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   100 1,945
September 2021 99.815 99.815 99.815 0 0 100 944
December 2021 0 0 0 0 0 0 649
March 2022 0 0 0 0 0 0 352
June 2022 0 0 0 0 0 0 0
September 2022 0 0 0 0 0 0 0
December 2022 0 0 0 0 0 0 0
March 2023 0 0 0 0 0 0 0
June 2023 0 0 0 0 0 0 0
September 2023 0 0 0 0 0 0 0
December 2023 0 0 0 0 0 0 0
March 2024 0 0 0 0 0 0 0
June 2024 0 0 0 0 0 0 0

Three-Month Canadian Bankers' Acceptance Futures (BAX)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   135,782 1,330,226
October 2021 0 0 0 0 0 0 0
November 2021 0 0 0 0 0 0 0
December 2021 99.495 99.495 99.480 0 0 24,671 229,741
March 2022 99.345 99.345 99.320 0 0 22,827 272,123
June 2022 99.085 99.085 99.040 0 0 20,575 171,187
September 2022 98.830 98.840 98.775 0 0.010 19,135 164,850
December 2022 98.620 98.630 98.560 0 0.010 16,121 151,136
March 2023 98.420 98.430 98.365 0 0.020 16,412 139,134
June 2023 98.280 98.280 98.235 0 0.005 8,022 68,704
September 2023 98.180 98.180 98.145 0 0 4,735 60,170
December 2023 98.100 98.130 98.100 0 0.010 2,365 55,623
March 2024 98.050 98.055 98.050 0 0.010 458 12,476
June 2024 98.010 98.010 98.005 0 0.015 233 4,341
September 2024 97.960 97.965 97.935 0 -0.010 228 741

Options on Three-Month Canadian Bankers' Acceptance Futures (OBX)

Session start: 8 p.m. (t-1)
  Call Put Total
Symbol Trans. Volume Value Open int. Trans. Volume Value Open int. Trans. Volume Value Open int.
Total 2 1,000 130 118,272 0 0 0 36,825 2 1,000 130 155,097
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 2 1,000 130 118,270 0 0 0 36,825 2 1,000 130 155,095
OBY 0 0 0 2 0 0 0 0 0 0 0 2
OBZ 0 0 0 0 0 0 0 0 0 0 0 0

Two-Year Government of Canada Bond Futures (CGZ)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   15,862 81,251
December 2021 109.045 109.045 108.975 108.975 0 15,862 81,251
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
September 2022 0 0 0 0 0 0 0

Five-Year Government of Canada Bond Futures (CGF)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   30,037 88,867
December 2021 124.260 124.280 123.920 124.010 -0.020 30,037 88,867
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
September 2022 0 0 0 0 0 0 0

Ten-Year Government of Canada Bond Futures (CGB)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   103,432 663,847
December 2021 142.900 142.960 142.220 142.380 -0.040 103,432 663,847
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
September 2022 0 0 0 0 0 0 0

30-Year Government of Canada Bond Futures (LGB)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
September 2022 0 0 0 0 0 0 0

Options on Ten-Year Government of Canada Bond Futures (OGZ)

Session start: 8 p.m. (t-1)
  Call Put Total
Symbol Trans. Volume Value Open int. Trans. Volume Value Open int. Trans. Volume Value Open int.
Total 0 0 0 0 0 0 0 0 0 0 0 0
OGZ 0 0 0 0 0 0 0 0 0 0 0 0

Options on Ten-Year Government of Canada Bond Futures (OGF)

Session start: 8 p.m. (t-1)
  Call Put Total
Symbol Trans. Volume Value Open int. Trans. Volume Value Open int. Trans. Volume Value Open int.
Total 0 0 0 0 0 0 0 0 0 0 0 0
OGF 0 0 0 0 0 0 0 0 0 0 0 0

Options on Ten-Year Government of Canada Bond Futures (OGB)

Session start: 8 p.m. (t-1)
  Call Put Total
Symbol Trans. Volume Value Open int. Trans. Volume Value Open int. Trans. Volume Value Open int.
Total 0 0 0 0 0 0 0 450 0 0 0 450
OGB 0 0 0 0 0 0 0 450 0 0 0 450

S&P/TSX 60 Index Standard Futures (SXF)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   20,050 280,881
December 2021 1,242.400 1,253.500 1,239.300 1,250.600 -0.300 20,050 280,881
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
September 2022 0 0 0 0 0 0 0
December 2022 0 0 0 0 0 0 0
December 2023 0 0 0 0 0 0 0
December 2024 0 0 0 0 0 0 0
December 2025 0 0 0 0 0 0 0

Basis Trade on Close on S&P/TSX 60 Index Standard Futures (BSF)

Session start: 9:30 a.m.
Month Open price High price Low price Last price Change Volume
Total   38
December 2021 -5.800 -5.400 -5.800 -5.400 -5.400 38
March 2022 0 0 0 0 0 0
June 2022 0 0 0 0 0 0
September 2022 0 0 0 0 0 0

S&P/TSX 60 Index Mini Futures (SXM)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   2 521
December 2021 1,250.600 1,250.600 1,250.600 1,250.600 8.500 2 521
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
September 2022 0 0 0 0 0 0 0

S&P/TSX 60 ESG Index Futures (SEG)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
September 2022 0 0 0 0 0 0 0

S&P/TSX Composite ESG Index Futures (SCG)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
September 2022 0 0 0 0 0 0 0

S&P/TSX 60 Dividend Index Futures (SDV)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   0 6,971
December 2021 0 0 0 0 0 0 4,051
December 2022 0 0 0 0 0 0 1,880
December 2023 0 0 0 0 0 0 445
December 2024 0 0 0 0 0 0 325
December 2025 0 0 0 0 0 0 270

S&P/MX International Cannabis Index Futures (SMJ)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
September 2022 0 0 0 0 0 0 0

S&P/TSX Composite Index Mini Futures (SCF)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   0 1
December 2021 0 0 0 0 0 0 1
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
September 2022 0 0 0 0 0 0 0

Sector Index Futures (SXA, SXB, SXH, SXK, SXU, SXY)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
SXA
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
September 2022 0 0 0 0 0 0 0
SXB
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
September 2022 0 0 0 0 0 0 0
SXH
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
September 2022 0 0 0 0 0 0 0
SXK
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
September 2022 0 0 0 0 0 0 0
SXU
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
September 2022 0 0 0 0 0 0 0
SXY
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
September 2022 0 0 0 0 0 0 0

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 3 10,300 201,300
FAA 0 0 0
FAC 0 0 0
FAE 0 0 0
FAL 0 0 0
FAX 0 0 0
FBA 0 0 0
FBB 0 0 0
FBC 0 0 2,000
FBH 0 0 0
FBO 0 0 2,800
FCB 0 0 2,300
FCG 0 0 0
FCI 0 0 0
FCL 0 0 0
FCN 0 0 0
FCP 0 0 0
FCQ 0 0 0
FCT 0 0 0
FCX 0 0 0
FDO 0 0 0
FEB 0 0 0
FEF 0 0 0
FEI 0 0 0
FEL 0 0 0
FEM 0 0 0
FFL 0 0 0
FFQ 0 0 0
FFR 0 0 0
FFS 0 0 4,700
FFV 0 0 0
FGI 0 0 0
FGN 0 0 0
FGW 0 0 0
FHO 0 0 0
FHX 0 0 0
FIA 0 0 0
FIF 0 0 0
FIR 0 0 1,000
FJS 0 0 0
FKH 0 0 0
FKJ 0 0 0
FKK 0 0 0
FKY 0 0 0
FLC 0 0 0
FLF 0 0 0
FLL 0 0 0
FLN 0 0 0
FMA 0 0 2,400
FMF 0 0 20,000
FMI 0 0 0
FMO 0 0 0
FMQ 0 0 0
FMU 0 0 0
FMX 0 0 0
FNB 0 0 0
FNN 0 0 0
FNO 0 0 0
FNS 2 4,300 12,000
FNT 0 0 0
FNU 0 0 0
FOA 0 0 0
FOC 0 0 0
FON 0 0 0
FOO 0 0 0
FOP 0 0 0
FOU 0 0 0
FPK 0 0 0
FPL 0 0 0
FPM 0 0 0
FPP 0 0 55,500
FPV 0 0 0
FPW 0 0 2,000
FQB 0 0 0
FQN 0 0 0
FQR 0 0 0
FRP 0 0 5,500
FRQ 0 0 0
FRT 0 0 0
FRW 0 0 0
FRY 0 0 91,100
FSA 0 0 0
FSH 0 0 0
FSJ 0 0 0
FSO 0 0 0
FSU 0 0 0
FTA 0 0 0
FTC 0 0 0
FTD 1 6,000 0
FTE 0 0 0
FTF 0 0 0
FTK 0 0 0
FTL 0 0 0
FUE 0 0 0
FVE 0 0 0
FVH 0 0 0
FVM 0 0 0
FVV 0 0 0
FWA 0 0 0
FWC 0 0 0
FWD 0 0 0
FWG 0 0 0
FWL 0 0 0
FWN 0 0 0
FWP 0 0 0
FXJ 0 0 0
FYR 0 0 0
FZC 0 0 0

Futures on Exchange-Traded Funds

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 0
FEG 0 0 0
FIC 0 0 0
FIU 0 0 0
FMJ 0 0 0
FXB 0 0 0
FXE 0 0 0
FXG 0 0 0
FXN 0 0 0
FXT 0 0 0
FZB 0 0 0
FZN 0 0 0

Basis Trade on Close (BTC) on Share Futures

Session start: 9:30 a.m.
Symbol Transactions Volume
Total 1 10,000
BAA 0 0
BAB 0 0
BAE 0 0
BBH 0 0
BBY 0 0
BCG 0 0
BCL 0 0
BCQ 0 0
BCV 0 0
BCW 0 0
BCY 0 0
BCZ 0 0
BDA 0 0
BEB 0 0
BEC 0 0
BEF 0 0
BEG 0 0
BFI 0 0
BFO 0 0
BFQ 0 0
BFT 0 0
BGW 0 0
BHH 0 0
BHP 0 0
BHQ 0 0
BHX 0 0
BIA 0 0
BIB 0 0
BIC 0 0
BIE 0 0
BIF 0 0
BII 0 0
BIM 0 0
BIQ 0 0
BJR 0 0
BJS 0 0
BJX 0 0
BKE 0 0
BKO 0 0
BKP 0 0
BKQ 0 0
BLA 0 0
BLF 0 0
BLI 0 0
BLQ 0 0
BLW 0 0
BMC 0 0
BMI 0 0
BMJ 0 0
BMN 0 0
BMP 0 0
BMU 0 0
BNB 0 0
BNO 0 0
BNR 0 0
BNU 0 0
BOA 0 0
BOM 0 0
BON 0 0
BOO 0 0
BOP 0 0
BPG 0 0
BPI 0 0
BPP 1 10,000
BPQ 0 0
BPR 0 0
BPU 0 0
BPW 0 0
BQA 0 0
BQC 0 0
BQD 0 0
BQM 0 0
BQR 0 0
BRA 0 0
BRI 0 0
BRP 0 0
BRT 0 0
BRX 0 0
BSA 0 0
BSJ 0 0
BSL 0 0
BSN 0 0
BSQ 0 0
BSU 0 0
BTA 0 0
BTD 0 0
BTF 0 0
BTJ 0 0
BTK 0 0
BTN 0 0
BTS 0 0
BTW 0 0
BUC 0 0
BUO 0 0
BUQ 0 0
BVF 0 0
BVT 0 0
BVV 0 0
BWC 0 0
BWD 0 0
BWG 0 0
BWN 0 0
BWO 0 0
BWQ 0 0
BXG 0 0
BXW 0 0
BYE 0 0
BYI 0 0
BYR 0 0
BZA 0 0
BZB 0 0
BZC 0 0
BZE 0 0
BZH 0 0
BZK 0 0
BZQ 0 0
BZU 0 0
BZY 0 0