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 1,968 37,199 49,805 715 8,971 10,592 2,683 46,170 60,397
US dollar (USX) 0 0 0 0 0 0 0 0 0
S&P/TSX 60 index (SXO) 0 0 0 4 40 2,204 4 40 2,204
ETF 72 1,511 1,485 64 12,433 3,037 136 13,944 4,522
Total 2,040 38,710 51,290 783 21,444 15,833 2,823 60,154 67,123

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   54,366 690,848
November 2014 0 0 0 0 0 0 0
December 2014 98.730 98.730 98.725 98.725 -0.005 1,944 100,097
January 2015 0 0 0 0 0 0 0
March 2015 98.725 98.725 98.715 98.715 -0.005 9,717 143,522
June 2015 98.715 98.720 98.700 98.705 0 12,995 134,843
September 2015 98.690 98.700 98.670 98.675 0 8,601 112,193
December 2015 98.620 98.640 98.600 98.610 0 10,559 72,700
March 2016 98.540 98.550 98.520 98.520 0 6,367 57,909
June 2016 98.430 98.440 98.410 98.420 0 2,289 30,236
September 2016 98.320 98.340 98.300 98.310 0 1,142 20,408
December 2016 98.210 98.220 98.200 98.200 -0.010 752 11,002
March 2017 0 0 0 0 0 0 5,162
June 2017 0 0 0 0 0 0 2,333
September 2017 0 0 0 0 0 0 443

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 64,022 1 100 0 43,665 1 100 0 107,687

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
September 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
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   0 632
December 2014 0 0 0 0 0 0 632
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   395 17,947
December 2014 120.380 120.390 120.170 120.170 -0.030 395 17,947
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   31,047 364,054
December 2014 137.610 137.840 137.310 137.310 -0.090 31,047 364,054
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   7,390 130,013
December 2014 834.500 841.700 832.400 839.000 2.400 7,390 130,013
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   170 3,434
December 2014 836.100 840.500 834.200 839.200 2.600 170 3,434
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   0 12
December 2014 0 0 0 0 0 0 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