Canadian Derivatives Exchange*

Transaction Report

Interest rate derivative trading will cease at 1:30 p.m. today, September 4, 2015. Furthermore, the Exchange's offices and markets will be closed on September 7, 2015 (Labour Day).

Note: Data contained in this Web page is offered on a general information basis only. These files are not the official source data for contingent trades. For more information, contact Market Monitoring at 1-888-693-6366 or via email at info@m-x.ca.

Latest five business days

September 4, 2015
Time Transaction Instrument Series Strategy Volume Price
9:05 a.m. EFP CGF CGFZ15 24 124.130
September 3, 2015
Time Transaction Instrument Series Strategy Volume Price
10:17 a.m. Delta Options CPG I16 4 1.300
11:00 a.m. EFR CGB CGFZ15 496 124.120
1:30 p.m. OPT Options TD I50.50(W) / I51(W) 20 0.200
2:15 p.m. Delta Options HCG V30/J30 300 -2.670
2:18 p.m. Delta Options ACQ O24 300 2.850
September 2, 2015
Time Transaction Instrument Series Strategy Volume Price
7:54 a.m. EFP CGB CGBZ15 385 141.790
8:33 a.m. EFR CGB CGBZ15 750 141.600
8:48 a.m. EFR CGB CGBZ15 600 141.600
11:15 a.m. EFP CGB CGBZ15 192 141.380
11:28 a.m. Delta Options POT J36 100 0.530
12:23 p.m. Delta Options BNS V52/J60 256 0.430
September 1, 2015
Time Transaction Instrument Series Strategy Volume Price
10:16 a.m. Delta Options CVE18 A23 5 1.300
10:50 a.m. OPT Options TD U52(W)/U52 100 0.400
11:07 a.m. EFP CGB CGBZ15 503 141.370
11:17 a.m. EFP CGB CGBZ15 1,139 141.330
1:12 p.m. EFP CGB CGBZ15 73 141.440
1:25 p.m. OPT SXF vs Options SXO X740/L840 2,000 -12.000
2:03 p.m. EFP CGB CGBZ15 385 141.470
2:06 p.m. EFP CGB CGBZ15 154 141.450
2:52 p.m. OPT Options BCB V13/V14 200 0.490
3:02 p.m. OPT Options BCB U13/U14 100 0.470
3:55 p.m. Delta Options CCO V20 6,900 2.750
4:05 p.m. EFP CGB CGBZ15 32 141.740
4:11 p.m. EFP CGB CGBZ15 28 141.470
August 31, 2015
Time Transaction Instrument Series Strategy Volume Price
8:15 a.m. EFP CGB CGBZ15 130 141.950
8:22 a.m. EFP CGB CGBZ15 494 141.990
11:12 a.m. EFP CGB CGBZ15 120 141.870
11:12 a.m. EFP CGB CGBZ15 100 141.870
11:40 a.m. Delta Options ESI U10 300 0.325
1:09 p.m. EFP CGB CGBZ15 309 141.670
2:13 p.m. Delta Options DOL U74 300 1.800
2:24 p.m. EFP CGB CGBZ15 500 141.470
2:31 p.m. Delta Options TA17 M5 500 0.770
3:15 p.m. Delta Options AGU17 M94 100 3.800
3:26 p.m. EFP CGB CGBZ15 100 141.210
3:56 p.m. EFP CGB CGBZ15 130 141.180