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 328 8,542 6,793 138 1,638 1,674 466 10,180 8,467
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
ETF 6 475 83 1 5 6 7 480 89
Total 334 9,017 6,876 139 1,643 1,680 473 10,660 8,556

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   35,826 727,833
May 2014 0 0 0 0 0 0 0
June 2014 98.730 98.730 98.725 98.725 -0.005 759 147,090
July 2014 0 0 0 0 0 0 0
September 2014 98.730 98.730 98.720 98.730 0 8,565 162,717
December 2014 98.710 98.720 98.710 98.710 -0.010 879 132,166
March 2015 98.680 98.690 98.670 98.690 0.010 9,916 92,712
June 2015 98.600 98.620 98.600 98.610 0.010 5,698 79,742
September 2015 98.490 98.510 98.480 98.510 0.030 6,036 52,542
December 2015 98.360 98.370 98.360 98.370 0.020 3,157 28,183
March 2016 98.210 98.220 98.210 98.220 0.020 751 19,826
June 2016 98.070 98.080 98.070 98.080 0.030 65 8,799
September 2016 0 0 0 0 0 0 1,993
December 2016 0 0 0 0 0 0 1,579
March 2017 0 0 0 0 0 0 484

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 0 120,140 6 1,200 48 43,973 6 1,200 48 164,113

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
April 2014 0 0 0 0 0 0 0
May 2014 0 0 0 0 0 0 0
June 2014 0 0 0 0 0 0 0
July 2014 0 0 0 0 0 0 0
August 2014 0 0 0 0 0 0 0
September 2014 0 0 0 0 0 0 0
December 2014 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
June 2014 0 0 0 0 0 0 0
July 2014 0 0 0 0 0 0 0
September 2014 0 0 0 0 0 0 0
October 2014 0 0 0 0 0 0 0
December 2014 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   0 828
June 2014 0 0 0 0 0 0 828
September 2014 0 0 0 0 0 0 0
December 2014 0 0 0 0 0 0 0
March 2015 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   90 8,030
June 2014 119.510 119.560 119.510 119.560 0.130 90 8,030
September 2014 0 0 0 0 0 0 0
December 2014 0 0 0 0 0 0 0
March 2015 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   17,009 306,043
June 2014 130.430 130.630 130.420 130.590 0.300 17,009 306,032
September 2014 0 0 0 0 0 0 11
December 2014 0 0 0 0 0 0 0
March 2015 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
June 2014 0 0 0 0 0 0 0
September 2014 0 0 0 0 0 0 0
December 2014 0 0 0 0 0 0 0
March 2015 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   2,583 138,822
June 2014 828.500 831.000 828.400 829.100 -0.100 2,583 138,822
September 2014 0 0 0 0 0 0 0
December 2014 0 0 0 0 0 0 0
March 2015 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   36 1,297
June 2014 829.500 831.000 829.200 830.000 0.800 36 1,297
September 2014 0 0 0 0 0 0 0
December 2014 0 0 0 0 0 0 0
March 2015 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
June 2014 0 0 0 0 0 0 2
September 2014 0 0 0 0 0 0 0
December 2014 0 0 0 0 0 0 0
March 2015 0 0 0 0 0 0 0