Canadian Derivatives Exchange*

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 3,117 71,694 86,736 1,393 25,976 45,192 4,510 97,670 131,928
ETF 178 63,997 193,294 117 40,456 43,495 295 104,453 236,789
US dollar (USX) 1 15 3 0 0 0 1 15 3
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 3,296 135,706 280,033 1,510 66,432 88,687 4,806 202,138 368,720

Three-Month Canadian Bankers' Acceptance Futures (BAX)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   81,561 961,124
December 2016 99.095 99.100 99.090 99.100 0.005 8,023 138,108
January 2017 0 0 0 0 0 0 0
February 2017 0 0 0 0 0 0 0
March 2017 99.080 99.085 99.075 99.080 0 14,598 293,449
June 2017 99.040 99.050 99.030 99.040 0 13,540 176,731
September 2017 98.985 98.995 98.975 98.980 -0.005 16,573 110,023
December 2017 98.920 98.930 98.910 98.920 0 7,928 97,459
March 2018 98.860 98.870 98.840 98.840 -0.010 8,311 65,087
June 2018 98.790 98.810 98.770 98.770 -0.010 4,369 36,467
September 2018 98.720 98.740 98.690 98.700 -0.010 3,465 27,505
December 2018 98.640 98.660 98.610 98.620 -0.010 3,210 10,145
March 2019 98.590 98.590 98.540 98.550 -0.010 972 3,249
June 2019 98.500 98.520 98.460 98.460 -0.080 335 952
September 2019 98.460 98.460 98.460 98.460 -0.020 237 1,949

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

Session start: 8 a.m.
Call Put Total
Trans. Volume Value Open int. Trans. Volume Value Open int. Trans. Volume Value Open int.
0 0 0 134,860 0 0 0 50,215 0 0 0 185,075

30-Day Overnight Repo Rate Futures (ONX)

Session start: 8 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
December 2016 0 0 0 0 0 0 0
January 2017 0 0 0 0 0 0 0
February 2017 0 0 0 0 0 0 0
March 2017 0 0 0 0 0 0 0
April 2017 0 0 0 0 0 0 0
June 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0

Overnight Index Swap Futures (OIS)

Session start: 8 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
January 2017 0 0 0 0 0 0 0
March 2017 0 0 0 0 0 0 0
April 2017 0 0 0 0 0 0 0
May 2017 0 0 0 0 0 0 0
July 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
October 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0

Two-Year Government of Canada Bond Futures (CGZ)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
December 2016 0 0 0 0 0 0 0
March 2017 0 0 0 0 0 0 0
June 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0

Five-Year Government of Canada Bond Futures (CGF)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   1,632 3,629
December 2016 0 0 0 0 0 0 502
March 2017 123.710 123.840 123.440 123.540 -0.380 1,632 3,127
June 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0

Ten-Year Government of Canada Bond Futures (CGB)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   109,790 433,617
December 2016 139.570 139.570 139.570 139.570 -0.330 1,092 5,755
March 2017 137.830 137.990 136.970 137.310 -0.060 108,698 427,862
June 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0

30-Year Government of Canada Bond Futures (LGB)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
December 2016 0 0 0 0 0 0 0
March 2017 0 0 0 0 0 0 0
June 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0

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

Session start: 9:30 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   105,703 274,428
December 2016 901.400 904.700 901.000 901.600 0.400 56,794 233,080
March 2017 897.200 900.000 896.200 896.800 0.300 48,909 41,348
June 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0

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

Session start: 9:30 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   348 1,452
December 2016 901.700 904.300 901.700 902.700 1.500 202 1,446
March 2017 0 0 0 0 0 146 6
June 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0

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

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 2
December 2016 0 0 0 0 0 0 2
March 2017 0 0 0 0 0 0 0
June 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0

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

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 0 0 0 10
SXA 0 0 0 0
SXB 0 0 0 0
SXH 0 0 0 0
SXK 0 0 0 0
SXU 0 0 0 10
SXY 0 0 0 0

Share Futures

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 0 0 0 18
FBC 0 0 0 0
FBO 0 0 0 7
FCB 0 0 0 1
FCN 0 0 0 10
FEA 0 0 0 0
FEB 0 0 0 0
FFS 0 0 0 0
FLF 0 0 0 0
FMA 0 0 0 0
FMF 0 0 0 0
FNB 0 0 0 0
FNS 0 0 0 0
FPL 0 0 0 0
FPP 0 0 0 0
FPW 0 0 0 0
FRP 0 0 0 0
FRT 0 0 0 0
FRY 0 0 0 0
FTC 0 0 0 0
FTD 0 0 0 0