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 3,812 108,147 103,335 2,147 33,213 76,390 5,959 141,360 179,725
ETF 117 52,613 11,364 155 127,146 15,528 272 179,759 26,892
US dollar (USX) 5 56 33 0 0 0 5 56 33
S&P/TSX 60 index (SXO) 11 110 346 0 0 0 11 110 346
Sector index (SXJ) 0 0 0 0 0 0 0 0 0
Sector index (SXV) 0 0 0 0 0 0 0 0 0
Total 3,945 160,926 115,078 2,302 160,359 91,918 6,247 321,285 206,996

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   110,497 752,581
May 2017 0 0 0 0 0 0 0
June 2017 99.065 99.075 99.065 99.070 0 23,090 148,374
July 2017 0 0 0 0 0 0 0
September 2017 99.030 99.040 99.025 99.030 -0.005 21,818 130,000
December 2017 98.975 99.000 98.975 98.990 0 17,185 166,121
March 2018 98.925 98.955 98.920 98.940 0 22,044 112,974
June 2018 98.870 98.910 98.860 98.890 0 8,721 48,036
September 2018 98.790 98.850 98.790 98.820 -0.010 9,384 77,511
December 2018 98.730 98.780 98.730 98.760 0 5,785 42,372
March 2019 98.670 98.720 98.670 98.690 -0.010 1,539 13,948
June 2019 98.620 98.670 98.620 98.640 -0.010 745 4,626
September 2019 98.580 98.610 98.580 98.610 0.040 147 5,866
December 2019 98.560 98.560 98.560 98.560 0.040 35 2,394
March 2020 98.490 98.490 98.490 98.490 0.020 4 359

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.
13 10,000 102 170,424 8 5,500 120 86,043 21 15,500 222 256,467

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
April 2017 0 0 0 0 0 0 0
May 2017 0 0 0 0 0 0 0
June 2017 0 0 0 0 0 0 0
July 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 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 2017 0 0 0 0 0 0 0
July 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
October 2017 0 0 0 0 0 0 0
December 2017 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 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 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   974 5,961
June 2017 122.840 122.980 122.840 122.930 0.130 974 5,961
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 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   74,974 425,682
June 2017 139.130 139.440 139.020 139.200 -0.030 74,974 425,682
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 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 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 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   11,913 234,494
June 2017 919.100 920.000 915.900 917.300 -0.600 11,913 234,394
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 100

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   167 804
June 2017 917.400 919.600 916.300 917.700 -0.200 167 804
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 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   13 13
June 2017 15,540.000 15,540.000 15,535.000 15,535.000 -30.000 13 13
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0

Sector Index Futures (SXA, SXB, SXH, SXK, SXU, SXY)

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 0 0 0 64
SXA 0 0 0 0
SXB 0 0 0 0
SXH 0 0 0 0
SXK 0 0 0 19
SXU 0 0 0 0
SXY 0 0 0 45

Share Futures

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 164 196 6,983 60,987
FAE 2 2 122 5
FAX 5 5 90 1
FBA 7 7 180 13
FBB 3 3 36 101
FBC 0 0 0 2,013
FBD 0 0 0 5,000
FBM 5 5 240 2
FBO 5 5 492 61
FCB 2 16 1,790 98
FCG 5 5 65 769
FCL 5 5 270 1
FCN 0 0 0 21
FCP 0 0 0 0
FCQ 5 5 219 27
FCT 0 0 0 20
FDO 1 1 119 64
FEA 2 2 28 30
FEB 0 0 0 21
FEL 10 10 40 10
FFS 2 2 88 2
FFV 0 0 0 1
FGA 0 0 0 45
FGG 5 5 100 0
FGI 0 0 0 2
FGW 5 5 185 38
FHS 5 5 75 2
FIR 0 0 0 2
FKK 10 10 50 0
FLF 0 0 0 9,102
FLL 0 0 0 0
FLW 5 5 140 2
FMA 0 0 0 7
FMF 0 0 0 215
FMI 1 1 55 182
FMO 5 5 200 3
FMQ 5 5 65 5
FMU 0 0 0 5
FNB 2 2 108 188
FNS 4 4 306 66
FOC 3 3 42 677
FPL 0 0 0 15
FPO 5 5 105 1
FPP 0 0 0 153
FPW 0 0 0 1
FQR 2 4 305 8
FRP 6 6 378 27
FRT 2 2 114 35
FRV 4 4 44 0
FRY 1 1 95 254
FSA 1 1 44 2
FSJ 5 5 140 1
FSU 5 5 200 8
FTA 1 1 61 21
FTC 0 0 0 6
FTD 1 1 65 41,571
FTK 5 5 145 2
FVE 5 5 70 81
FWN 0 0 0 0
FYR 12 28 112 0