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 1,405 23,557 23,615 688 10,978 15,558 2,093 34,535 39,173
US dollar (USX) 2 35 99 1 25 46 3 60 145
S&P/TSX 60 index (SXO) 5 340 3,710 24 4,355 41,764 29 4,695 45,474
ETF 59 868 508 45 582 399 104 1,450 907
Total 1,471 24,800 27,932 758 15,940 57,767 2,229 40,740 85,699

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   110,184 695,390
October 2014 0 0 0 0 0 0 0
November 2014 0 0 0 0 0 0 0
December 2014 98.725 98.730 98.720 98.730 0 5,074 111,533
March 2015 98.725 98.725 98.720 98.725 0 8,768 177,612
June 2015 98.685 98.690 98.675 98.685 -0.005 20,974 128,261
September 2015 98.610 98.615 98.590 98.600 -0.010 29,721 97,696
December 2015 98.490 98.500 98.460 98.490 0 20,254 70,973
March 2016 98.340 98.360 98.320 98.350 0 7,950 47,981
June 2016 98.210 98.220 98.190 98.210 0 6,950 29,625
September 2016 98.060 98.070 98.040 98.070 0 9,212 18,244
December 2016 97.940 97.950 97.920 97.940 -0.010 1,095 8,872
March 2017 97.820 97.840 97.820 97.840 0 186 2,132
June 2017 0 0 0 0 0 0 2,079
September 2017 0 0 0 0 0 0 382

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.
2 1,500 33 65,496 0 0 0 40,540 2 1,500 33 106,036

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
October 2014 0 0 0 0 0 0 0
November 2014 0 0 0 0 0 0 0
December 2014 0 0 0 0 0 0 0
January 2015 0 0 0 0 0 0 0
March 2015 0 0 0 0 0 0 0
June 2015 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
October 2014 0 0 0 0 0 0 0
December 2014 0 0 0 0 0 0 0
January 2015 0 0 0 0 0 0 0
March 2015 0 0 0 0 0 0 0
April 2015 0 0 0 0 0 0 0
May 2015 0 0 0 0 0 0 0
July 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

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   0 721
December 2014 0 0 0 0 0 0 721
March 2015 0 0 0 0 0 0 0
June 2015 0 0 0 0 0 0 0
September 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   570 12,762
December 2014 119.410 119.440 119.390 119.420 -0.020 570 12,762
March 2015 0 0 0 0 0 0 0
June 2015 0 0 0 0 0 0 0
September 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   43,433 323,339
December 2014 135.660 135.870 135.600 135.710 -0.140 43,433 323,339
March 2015 0 0 0 0 0 0 0
June 2015 0 0 0 0 0 0 0
September 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
December 2014 0 0 0 0 0 0 0
March 2015 0 0 0 0 0 0 0
June 2015 0 0 0 0 0 0 0
September 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   17,477 134,801
December 2014 862.700 865.800 855.700 857.900 -2.900 17,477 134,801
March 2015 0 0 0 0 0 0 0
June 2015 0 0 0 0 0 0 0
September 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   316 2,409
December 2014 858.200 865.500 856.200 861.000 0.200 316 2,409
March 2015 0 0 0 0 0 0 0
June 2015 0 0 0 0 0 0 0
September 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   10 12
December 2014 14,900.000 14,900.000 14,900.000 14,900.000 15.000 10 12
March 2015 0 0 0 0 0 0 0
June 2015 0 0 0 0 0 0 0
September 2015 0 0 0 0 0 0 0