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 1,600 32,819 24,604 637 12,685 14,812 2,237 45,504 39,416
US dollar (USX) 0 0 0 1 10 4 1 10 4
S&P/TSX 60 index (SXO) 2 200 335 1 100 1,120 3 300 1,455
ETF 45 3,738 635 19 246 226 64 3,984 861
Total 1,647 36,757 25,574 658 13,041 16,162 2,305 49,798 41,736

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   55,874 632,292
June 2015 99.005 99.005 99.000 99.005 0 2,212 108,737
July 2015 0 0 0 0 0 0 0
August 2015 0 0 0 0 0 0 0
September 2015 99.025 99.030 99.015 99.025 0 8,771 131,509
December 2015 99.035 99.040 99.010 99.020 0 11,485 125,063
March 2016 99.005 99.015 98.975 98.995 0.005 12,628 87,902
June 2016 98.960 98.970 98.920 98.950 0.010 7,001 56,927
September 2016 98.890 98.900 98.850 98.860 -0.010 6,103 43,461
December 2016 98.800 98.810 98.760 98.770 -0.010 3,059 48,864
March 2017 98.730 98.730 98.680 98.690 0 3,610 17,497
June 2017 98.640 98.640 98.590 98.590 -0.020 685 7,556
September 2017 98.550 98.560 98.520 98.520 0 140 2,910
December 2017 98.470 98.470 98.440 98.440 0.010 50 955
March 2018 98.380 98.380 98.350 98.350 0.010 130 911

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 0 126,480 0 0 0 99,412 0 0 0 225,892

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 2015 0 0 0 0 0 0 0
June 2015 0 0 0 0 0 0 0
July 2015 0 0 0 0 0 0 0
August 2015 0 0 0 0 0 0 0
September 2015 0 0 0 0 0 0 0
December 2015 0 0 0 0 0 0 0
March 2016 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 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   0 245
June 2015 0 0 0 0 0 0 245
September 2015 0 0 0 0 0 0 0
December 2015 0 0 0 0 0 0 0
March 2016 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   2,719 4,327
June 2015 122.780 122.780 122.500 122.580 -0.010 1,883 4,327
September 2015 0 0 0 0 0 836 0
December 2015 0 0 0 0 0 0 0
March 2016 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   400,103 360,993
June 2015 138.890 138.980 138.080 138.370 0.110 223,854 325,888
September 2015 139.470 139.530 138.560 138.880 0.110 176,249 35,105
December 2015 0 0 0 0 0 0 0
March 2016 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 2015 0 0 0 0 0 0 0
September 2015 0 0 0 0 0 0 0
December 2015 0 0 0 0 0 0 0
March 2016 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   7,199 143,513
June 2015 883.600 886.300 880.500 883.200 -0.100 7,199 143,513
September 2015 0 0 0 0 0 0 0
December 2015 0 0 0 0 0 0 0
March 2016 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   129 1,958
June 2015 886.400 886.400 881.000 883.000 -0.300 129 1,958
September 2015 0 0 0 0 0 0 0
December 2015 0 0 0 0 0 0 0
March 2016 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 2015 0 0 0 0 0 0 0
September 2015 0 0 0 0 0 0 0
December 2015 0 0 0 0 0 0 0
March 2016 0 0 0 0 0 0 0