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 2,896 44,922 52,351 1,689 43,360 81,139 4,585 88,282 133,490
US dollar (USX) 2 30 122 3 8 19 5 38 141
S&P/TSX 60 index (SXO) 2 150 1,542 1 2,000 32,500 3 2,150 34,042
ETF 141 5,590 4,077 92 6,920 5,615 233 12,510 9,692
Total 3,041 50,692 58,092 1,785 52,288 119,273 4,826 102,980 177,365

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   93,697 646,948
February 2015 0 0 0 0 0 0 0
March 2015 99.140 99.155 99.125 99.140 0 11,657 121,672
April 2015 0 0 0 0 0 0 0
June 2015 99.200 99.235 99.185 99.220 0.005 20,647 146,768
September 2015 99.215 99.275 99.215 99.270 0.010 21,079 114,346
December 2015 99.220 99.280 99.210 99.275 0.010 16,765 81,037
March 2016 99.200 99.270 99.190 99.270 0.030 11,083 67,243
June 2016 99.140 99.210 99.130 99.200 0 8,057 42,097
September 2016 99.080 99.150 99.070 99.140 0 2,071 26,602
December 2016 99.020 99.090 99.000 99.090 0.020 1,934 31,267
March 2017 98.970 99.020 98.950 99.020 0.010 245 8,546
June 2017 98.910 98.960 98.910 98.960 0.090 131 5,089
September 2017 98.850 98.890 98.850 98.890 0.080 20 1,393
December 2017 98.790 98.790 98.790 98.790 0.030 8 888

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.
7 3,500 211 59,353 0 0 0 42,298 7 3,500 211 101,651

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
February 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
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

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
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   0 473
March 2015 0 0 0 0 0 0 473
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

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   1,844 5,679
March 2015 125.330 125.680 125.330 125.630 0.380 1,844 5,679
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

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   71,842 354,746
March 2015 144.880 145.850 144.700 145.840 0.160 71,842 354,746
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

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
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
December 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   23,398 151,342
March 2015 852.500 865.900 846.400 0 0.600 23,398 151,342
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

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   604 615
March 2015 850.100 864.000 847.000 0 0.400 604 615
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

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 1
March 2015 0 0 0 0 0 0 1
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