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 1,878 26,431 23,901 1,162 29,308 40,769 3,040 55,739 64,670
ETF 56 972 314 62 3,138 1,506 118 4,110 1,820
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
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 1,934 27,403 24,215 1,224 32,446 42,275 3,158 59,849 66,490

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   49,906 812,938
June 2017 99.100 99.100 99.095 99.095 0 7,677 111,150
July 2017 0 0 0 0 0 0 0
August 2017 0 0 0 0 0 0 0
September 2017 99.080 99.080 99.070 99.070 -0.005 6,170 138,831
December 2017 99.050 99.050 99.030 99.030 -0.005 10,509 184,069
March 2018 99.000 99.000 98.975 98.980 0 8,358 122,490
June 2018 98.930 98.930 98.910 98.910 0 5,939 87,460
September 2018 98.860 98.870 98.830 98.830 -0.010 3,338 102,467
December 2018 98.780 98.790 98.760 98.760 0 5,894 39,245
March 2019 98.720 98.730 98.690 98.690 0 1,623 12,885
June 2019 98.650 98.670 98.620 98.620 -0.010 348 5,182
September 2019 98.610 98.610 98.590 98.590 0.010 50 6,813
December 2019 0 0 0 0 0 0 1,975
March 2020 0 0 0 0 0 0 371

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 0 130,174 0 0 0 77,816 0 0 0 207,990

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
May 2017 0 0 0 0 0 0 0
June 2017 0 0 0 0 0 0 0
July 2017 0 0 0 0 0 0 0
August 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 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
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
June 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 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   957 7,473
June 2017 123.200 123.330 123.200 123.280 0.040 499 2,787
September 2017 124.450 124.510 124.390 124.420 0 458 4,686
December 2017 0 0 0 0 0 0 0
March 2018 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   160,418 728,393
June 2017 140.720 140.840 140.560 140.600 -0.040 50,609 287,905
September 2017 145.050 145.240 144.960 145.030 -0.040 109,809 440,488
December 2017 0 0 0 0 0 0 0
March 2018 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 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 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   18,687 244,252
June 2017 906.400 908.600 903.900 907.700 0.400 14,687 238,759
September 2017 903.500 903.500 900.900 903.000 0.600 4,000 5,393
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 100

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   509 970
June 2017 907.800 908.200 904.800 907.500 0.200 509 970
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 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   10 11
June 2017 15,380.000 15,380.000 15,350.000 15,350.000 -35.000 10 11
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 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 64
SXA 0 0 0 0
SXB 0 0 0 0
SXH 0 0 0 0
SXK 0 0 0 19
SXU 0 0 0 0
SXY 0 0 0 45

Share Futures

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 28 2,568 229,218 92,523
FAE 0 0 0 0
FAX 0 0 0 121
FBA 0 0 0 18
FBB 2 14 217 341
FBC 0 0 0 2,001
FBD 0 0 0 3,043
FBM 0 0 0 0
FBO 2 2,500 226,287 59
FCB 0 0 0 279
FCG 0 0 0 2,498
FCL 0 0 0 59
FCN 0 0 0 29
FCP 0 0 0 0
FCQ 0 0 0 5
FCT 2 2 304 22
FDO 3 6 729 2,033
FEA 0 0 0 499
FEB 1 10 510 132
FEL 1 10 45 207
FFS 0 0 0 0
FFV 0 0 0 2
FGA 0 0 0 82
FGG 0 0 0 480
FGI 0 0 0 2
FGW 0 0 0 1
FHS 0 0 0 1
FIR 0 0 0 0
FKK 0 0 0 515
FLF 0 0 0 2,980
FLL 0 0 0 2
FMA 0 0 0 7
FMF 0 0 0 325
FMI 0 0 0 183
FMO 0 0 0 34
FMQ 0 0 0 0
FMU 0 0 0 108
FNB 0 0 0 3,971
FNS 0 0 0 152
FOC 0 0 0 1,557
FPL 1 1 25 10
FPO 0 0 0 166
FPP 0 0 0 20
FPW 1 10 276 0
FQR 0 0 0 4,503
FRP 0 0 0 38
FRT 0 0 0 2
FRV 0 0 0 3
FRY 0 0 0 7,848
FSA 5 5 215 70
FSJ 0 0 0 12
FSU 0 0 0 0
FTA 10 10 610 103
FTC 0 0 0 0
FTD 0 0 0 56,280
FTK 0 0 0 228
FVE 0 0 0 1,177
FWN 0 0 0 0
FYR 0 0 0 315