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 429 7,430 6,643 241 3,394 6,283 670 10,824 12,926
US dollar (USX) 0 0 0 1 4 0 1 4 0
S&P/TSX 60 index (SXO) 0 0 0 0 0 0 0 0 0
ETF 9 475 216 6 48 30 15 523 246
Total 438 7,905 6,859 248 3,446 6,313 686 11,351 13,172

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   28,911 690,688
August 2015 0 0 0 0 0 0 0
September 2015 99.275 99.280 99.270 99.280 0 3,653 122,136
October 2015 0 0 0 0 0 0 0
December 2015 99.315 99.330 99.310 99.325 0 8,537 156,256
March 2016 99.310 99.330 99.310 99.325 0.005 4,061 134,693
June 2016 99.285 99.295 99.275 99.285 -0.005 4,990 75,634
September 2016 99.220 99.230 99.210 99.220 -0.010 3,207 66,105
December 2016 99.130 99.140 99.110 99.130 -0.010 3,382 78,261
March 2017 99.040 99.040 99.010 99.030 -0.020 701 30,639
June 2017 98.930 98.940 98.920 98.930 -0.030 153 18,759
September 2017 98.840 98.840 98.840 98.840 -0.030 110 5,259
December 2017 98.750 98.750 98.750 98.750 -0.020 107 1,593
March 2018 98.660 98.660 98.660 98.660 -0.020 10 1,131
June 2018 0 0 0 0 0 0 222

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 54,247 0 0 0 57,855 0 0 0 112,102

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
July 2015 0 0 0 0 0 0 0
August 2015 0 0 0 0 0 0 0
September 2015 0 0 0 0 0 0 0
October 2015 0 0 0 0 0 0 0
December 2015 0 0 0 0 0 0 0
March 2016 0 0 0 0 0 0 0
June 2016 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
September 2015 0 0 0 0 0 0 0
October 2015 0 0 0 0 0 0 0
December 2015 0 0 0 0 0 0 0
January 2016 0 0 0 0 0 0 0
March 2016 0 0 0 0 0 0 0
April 2016 0 0 0 0 0 0 0
May 2016 0 0 0 0 0 0 0
July 2016 0 0 0 0 0 0 0
September 2016 0 0 0 0 0 0 0
October 2016 0 0 0 0 0 0 0
December 2016 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
September 2015 0 0 0 0 0 0 0
December 2015 0 0 0 0 0 0 0
March 2016 0 0 0 0 0 0 0
June 2016 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   74 7,594
September 2015 125.350 125.460 125.350 125.460 -0.010 74 7,594
December 2015 0 0 0 0 0 0 0
March 2016 0 0 0 0 0 0 0
June 2016 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   26,890 361,016
September 2015 141.860 142.350 141.720 142.230 0.150 26,890 361,016
December 2015 0 0 0 0 0 0 0
March 2016 0 0 0 0 0 0 0
June 2016 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
September 2015 0 0 0 0 0 0 0
December 2015 0 0 0 0 0 0 0
March 2016 0 0 0 0 0 0 0
June 2016 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   3,942 189,304
September 2015 838.400 842.700 834.500 837.400 -2.000 3,942 189,304
December 2015 0 0 0 0 0 0 0
March 2016 0 0 0 0 0 0 0
June 2016 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   32 1,261
September 2015 839.500 839.500 834.600 836.500 -2.900 32 1,261
December 2015 0 0 0 0 0 0 0
March 2016 0 0 0 0 0 0 0
June 2016 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 0
September 2015 0 0 0 0 0 0 0
December 2015 0 0 0 0 0 0 0
March 2016 0 0 0 0 0 0 0
June 2016 0 0 0 0 0 0 0