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 2,321 46,626 41,616 1,464 31,839 42,081 3,785 78,465 83,697
US dollar (USX) 0 0 0 0 0 0 0 0 0
S&P/TSX 60 index (SXO) 5 340 4,923 5 340 5,342 10 680 10,265
ETF 69 1,930 909 74 2,332 1,199 143 4,262 2,108
Total 2,395 48,896 47,448 1,543 34,511 48,622 3,938 83,407 96,070

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   105,072 796,448
May 2016 0 0 0 0 0 0 0
June 2016 99.060 99.065 99.045 99.055 -0.005 12,804 152,640
July 2016 0 0 0 0 0 0 0
September 2016 99.050 99.055 99.035 99.050 0 22,999 185,298
December 2016 99.060 99.065 99.035 99.060 0 25,431 173,270
March 2017 99.055 99.065 99.035 99.060 0 19,629 74,141
June 2017 99.040 99.060 99.030 99.050 0 7,143 69,872
September 2017 99.030 99.050 99.010 99.040 0 8,560 55,829
December 2017 99.010 99.040 99.000 99.020 0 4,452 41,817
March 2018 98.990 99.010 98.990 99.000 0 2,862 20,301
June 2018 98.970 98.990 98.960 98.990 0 1,014 14,947
September 2018 98.960 98.970 98.960 98.970 0 113 5,514
December 2018 98.950 98.950 98.950 98.950 0.010 64 2,427
March 2019 98.900 98.900 98.900 98.900 0 1 392

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 45,033 0 0 0 61,354 0 0 0 106,387

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 2016 0 0 0 0 0 0 0
June 2016 0 0 0 0 0 0 0
July 2016 0 0 0 0 0 0 0
August 2016 0 0 0 0 0 0 0
September 2016 0 0 0 0 0 0 0
December 2016 0 0 0 0 0 0 0
March 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
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
June 2016 0 0 0 0 0 0 0
September 2016 0 0 0 0 0 0 0
December 2016 0 0 0 0 0 0 0
March 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   150 4,136
June 2016 124.280 124.420 124.270 124.420 0.100 150 4,136
September 2016 0 0 0 0 0 0 0
December 2016 0 0 0 0 0 0 0
March 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   75,630 450,607
June 2016 140.220 141.020 140.180 140.990 0.030 75,630 450,607
September 2016 0 0 0 0 0 0 0
December 2016 0 0 0 0 0 0 0
March 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
June 2016 0 0 0 0 0 0 0
September 2016 0 0 0 0 0 0 0
December 2016 0 0 0 0 0 0 0
March 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   15,019 212,478
June 2016 797.800 802.200 790.600 792.300 -2.100 15,019 212,473
September 2016 0 0 0 0 0 0 0
December 2016 0 0 0 0 0 0 5
March 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   20 652
June 2016 800.200 800.500 793.700 793.700 -0.700 20 652
September 2016 0 0 0 0 0 0 0
December 2016 0 0 0 0 0 0 0
March 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 0
June 2016 0 0 0 0 0 0 0
September 2016 0 0 0 0 0 0 0
December 2016 0 0 0 0 0 0 0
March 2017 0 0 0 0 0 0 0