Canadian Derivatives Exchange*

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Intra-Session Summary

Sections

Equity, currency, index and ETF options
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Options on Three-Month Canadian Bankers' Acceptance Futures (OBX)
30-Day Overnight Repo Rate Futures (ONX)
Overnight Index Swap Futures (OIS)
Two-Year Government of Canada Bond Futures (CGZ)

Five-Year Government of Canada Bond Futures (CGF)
Ten-Year Government of Canada Bond Futures (CGB)
30-Year Government of Canada Bond Futures (LGB)
S&P/TSX 60 Index Standard Futures (SXF)
S&P/TSX 60 Index Mini Futures (SXM)
S&P/TSX Composite Index Mini Futures (SCF)

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	1,697	27,728	28,650	763	12,038	19,608	2,460	39,766	48,258
US dollar (USX)	2	16	27	1	6	2	3	22	29
S&P/TSX 60 index (SXO)	0	0	0	0	0	0	0	0	0
ETF	37	2,103	1,664	30	650	356	67	2,753	2,020
Total	1,736	29,847	30,341	794	12,694	19,966	2,530	42,541	50,307

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						31,887	670,659
June 2013	98.725	98.725	98.720	98.720	-0.005	2,169	92,278
July 2013	0	0	0	0	0	0	0
August 2013	0	0	0	0	0	0	0
September 2013	98.710	98.710	98.700	98.700	-0.010	4,753	118,303
December 2013	98.680	98.690	98.680	98.680	-0.010	3,923	143,975
March 2014	98.670	98.670	98.650	98.660	0	7,863	137,915
June 2014	98.620	98.630	98.610	98.620	0.010	4,370	87,495
September 2014	98.560	98.580	98.550	98.560	0	3,377	38,098
December 2014	98.500	98.510	98.490	98.500	0	2,183	21,262
March 2015	98.420	98.440	98.420	98.430	0.010	1,717	13,948
June 2015	98.360	98.360	98.350	98.350	0	255	5,526
September 2015	98.280	98.290	98.280	98.280	0	301	4,226
December 2015	98.200	98.220	98.200	98.200	-0.020	188	3,622
March 2016	98.120	98.140	98.120	98.120	-0.020	788	4,011

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	89,070	0	0	0	47,119	0	0	0	136,189

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 2013	0	0	0	0	0	0	0
June 2013	0	0	0	0	0	0	0
July 2013	0	0	0	0	0	0	0
August 2013	0	0	0	0	0	0	0
September 2013	0	0	0	0	0	0	0
December 2013	0	0	0	0	0	0	0
March 2014	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 2013	0	0	0	0	0	0	0
July 2013	0	0	0	0	0	0	0
September 2013	0	0	0	0	0	0	0
October 2013	0	0	0	0	0	0	0
December 2013	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						2,915	1,488
June 2013	108.405	108.405	108.395	108.400	-0.005	1,782	1,487
September 2013	108.370	108.375	108.370	108.375	0.005	1,133	1
December 2013	0	0	0	0	0	0	0
March 2014	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						836	7,560
June 2013	120.640	120.680	120.620	120.650	0.040	827	7,560
September 2013	0	0	0	0	0	9	0
December 2013	0	0	0	0	0	0	0
March 2014	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						312,256	463,073
June 2013	134.050	134.220	133.910	134.000	0.030	173,828	366,688
September 2013	136.740	136.940	136.610	136.740	0.050	138,428	96,385
December 2013	0	0	0	0	0	0	0
March 2014	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 2013	0	0	0	0	0	0	0
September 2013	0	0	0	0	0	0	0
December 2013	0	0	0	0	0	0	0
March 2014	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						9,931	150,098
June 2013	722.900	726.600	719.500	726.300	1.700	9,931	150,098
September 2013	0	0	0	0	0	0	0
December 2013	0	0	0	0	0	0	0
March 2014	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						683	1,709
June 2013	721.300	726.600	721.300	726.300	1.700	683	1,709
September 2013	0	0	0	0	0	0	0
December 2013	0	0	0	0	0	0	0
March 2014	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 2013	0	0	0	0	0	0	0
September 2013	0	0	0	0	0	0	0
December 2013	0	0	0	0	0	0	0
March 2014	0	0	0	0	0	0	0