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 7,504 97,895 129,859 2,467 26,873 59,737 9,971 124,768 189,596
ETF 237 32,387 13,658 111 1,106 679 348 33,493 14,337
US dollar (USX) 0 0 0 3 265 300 3 265 300
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 7,741 130,282 143,517 2,581 28,244 60,716 10,322 158,526 204,233

Three-Month CORRA Futures (CRA)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   5 8,954
December 2020 0 0 0 0 0 0 2,304
March 2021 0 0 0 0 0 0 5,647
June 2021 0 0 0 0 0 0 592
September 2021 99.755 99.755 99.755 99.755 -0.005 5 261
December 2021 0 0 0 0 0 0 150
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
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

Three-Month Canadian Bankers' Acceptance Futures (BAX)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   184,972 1,449,795
March 2021 99.555 99.560 99.550 99.555 0 15,094 169,683
April 2021 0 0 0 0 0 0 0
May 2021 0 0 0 0 0 0 0
June 2021 99.535 99.540 99.530 99.535 0 12,133 213,881
September 2021 99.535 99.535 99.525 99.525 0 10,292 212,833
December 2021 99.505 99.510 99.495 99.500 -0.005 13,552 204,255
March 2022 99.475 99.480 99.465 99.470 -0.005 25,742 243,879
June 2022 99.405 99.405 99.385 99.395 -0.010 20,246 136,517
September 2022 99.320 99.320 99.290 99.295 -0.025 28,896 97,099
December 2022 99.230 99.230 99.175 99.180 -0.050 37,262 110,698
March 2023 99.120 99.125 99.055 99.055 -0.065 11,633 34,337
June 2023 99.005 99.010 98.920 98.935 -0.060 6,521 13,534
September 2023 98.875 98.875 98.785 98.815 -0.055 2,700 6,711
December 2023 98.750 98.750 98.655 98.695 -0.050 901 6,368

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

Session start: 2 a.m.
  Call Put Total
Symbol Trans. Volume Value Open int. Trans. Volume Value Open int. Trans. Volume Value Open int.
Total 2 1,000 64 63,513 2 1,000 50 11,125 4 2,000 114 74,638
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 2 1,000 64 63,013 2 1,000 50 9,875 4 2,000 114 72,888
OBY 0 0 0 0 0 0 0 750 0 0 0 750
OBZ 0 0 0 500 0 0 0 500 0 0 0 1,000

Two-Year Government of Canada Bond Futures (CGZ)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   40,124 71,954
March 2021 109.955 110.000 109.945 109.980 0.020 20,775 47,468
June 2021 109.890 109.890 109.870 109.870 -0.020 19,349 24,486
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0

Five-Year Government of Canada Bond Futures (CGF)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   61,852 104,223
March 2021 126.310 126.310 125.810 125.910 -0.300 16,922 49,131
June 2021 127.330 127.330 126.810 126.910 0.030 44,930 55,092
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0

Ten-Year Government of Canada Bond Futures (CGB)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   340,981 986,437
March 2021 143.980 144.010 142.710 143.150 0.040 83,795 310,390
June 2021 142.200 142.240 140.920 141.330 0.040 257,186 676,047
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0

30-Year Government of Canada Bond Futures (LGB)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0

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

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   13,703 307,215
March 2021 1,082.800 1,101.900 1,081.500 1,098.800 11.100 13,703 307,215
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 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   123
March 2021 -2.300 -2.300 -2.600 -2.600 -2.600 123
June 2021 0 0 0 0 0 0
September 2021 0 0 0 0 0 0
December 2021 0 0 0 0 0 0

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

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   11 284
March 2021 1,084.000 1,087.800 1,084.000 1,087.800 0.100 11 284
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0

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

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0

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

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 2,710
December 2021 0 0 0 0 0 0 520
December 2022 0 0 0 0 0 0 1,310
December 2023 0 0 0 0 0 0 310
December 2024 0 0 0 0 0 0 300
December 2025 0 0 0 0 0 0 270

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

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0

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

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0

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

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 10,000
SXA
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
SXB
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
SXH
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
SXK
March 2021 0 0 0 0 0 0 10,000
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
SXU
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
SXY
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 428,730
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 64,600
FBH 0 0 0
FBM 0 0 0
FBO 0 0 3,000
FCB 0 0 12,000
FCG 0 0 0
FCH 0 0 0
FCI 0 0 0
FCL 0 0 0
FCM 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 31,400
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 31,500
FFV 0 0 0
FGI 0 0 0
FGN 0 0 0
FGW 0 0 0
FHO 0 0 2,800
FHX 0 0 0
FIA 0 0 0
FIF 0 0 0
FIR 0 0 2,000
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 63,000
FLL 0 0 0
FLN 0 0 0
FMA 0 0 2,400
FMF 0 0 177,200
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 0 0 5,000
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
FPA 0 0 0
FPK 0 0 0
FPL 0 0 0
FPM 0 0 0
FPP 0 0 0
FPV 0 0 0
FPW 0 0 4,800
FQB 0 0 0
FQN 0 0 5,000
FQR 0 0 0
FRP 0 0 5,500
FRQ 0 0 0
FRT 0 0 0
FRW 0 0 0
FRY 0 0 0
FSA 0 0 0
FSG 0 0 0
FSH 0 0 0
FSJ 0 0 3,000
FSO 0 0 0
FSU 0 0 0
FTA 0 0 0
FTC 0 0 0
FTD 0 0 6,000
FTE 0 0 0
FTF 0 0 0
FTK 0 0 0
FTL 0 0 700
FUE 0 0 1,200
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 7,630
FWG 0 0 0
FWL 0 0 0
FWN 0 0 0
FWP 0 0 0
FXJ 0 0 0
FYP 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
FZU 0 0 0

Basis Trade on Close (BTC) on Share Futures

Session start: 9:30 a.m.
Symbol Transactions Volume
Total 10 100,100
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 2 10,600
BEC 0 0
BEF 0 0
BEG 0 0
BFI 1 20,000
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 2 10,000
BIB 0 0
BIC 0 0
BIE 0 0
BIF 0 0
BII 0 0
BIM 0 0
BIQ 0 0
BIX 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 1 10,000
BLI 0 0
BLQ 0 0
BLW 0 0
BMC 0 0
BMD 0 0
BMI 0 0
BMJ 0 0
BMN 2 28,500
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
BPA 0 0
BPG 0 0
BPI 0 0
BPJ 0 0
BPP 0 0
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
BVI 0 0
BVT 0 0
BVV 0 0
BWC 0 0
BWD 0 0
BWG 2 21,000
BWN 0 0
BWO 0 0
BWQ 0 0
BXC 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