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 1,334 40,150 38,567 548 13,858 11,171 1,882 54,008 49,738
US dollar (USX) 0 0 0 0 0 0 0 0 0
S&P/TSX 60 index (SXO) 1 100 700 0 0 0 1 100 700
ETF 51 5,848 5,103 38 1,186 434 89 7,034 5,537
Total 1,386 46,098 44,370 586 15,044 11,605 1,972 61,142 55,975

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   130,911 694,861
September 2014 98.725 98.730 98.725 98.725 0 2,313 98,908
October 2014 0 0 0 0 0 0 0
November 2014 0 0 0 0 0 0 0
December 2014 98.710 98.720 98.700 98.710 0 11,550 119,197
March 2015 98.690 98.700 98.680 98.680 -0.010 13,846 122,071
June 2015 98.660 98.670 98.630 98.640 -0.020 22,407 91,176
September 2015 98.580 98.600 98.560 98.560 -0.030 34,912 100,520
December 2015 98.490 98.500 98.450 98.460 -0.030 29,984 72,099
March 2016 98.360 98.380 98.340 98.340 -0.030 10,981 35,925
June 2016 98.260 98.260 98.220 98.230 -0.030 3,629 27,610
September 2016 98.150 98.150 98.110 98.110 -0.040 982 15,697
December 2016 98.020 98.020 98.000 98.000 -0.050 173 8,864
March 2017 97.920 97.920 97.900 97.900 -0.060 133 2,361
June 2017 97.810 97.810 97.810 97.810 -0.070 1 433

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.
2 21 0 75,456 5 31 0 51,464 7 52 0 126,920

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
September 2014 0 0 0 0 0 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

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
September 2014 0 0 0 0 0 0 0
October 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
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   52 936
September 2014 108.290 108.290 108.290 108.290 -0.030 51 124
December 2014 0 0 0 0 0 1 812
March 2015 0 0 0 0 0 0 0
June 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   242 8,129
September 2014 0 0 0 0 0 1 13
December 2014 119.740 119.740 119.600 119.600 -0.310 241 8,116
March 2015 0 0 0 0 0 0 0
June 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   56,569 350,968
September 2014 138.290 138.460 137.920 137.920 -0.980 787 4,168
December 2014 137.010 137.010 136.310 136.320 -1.010 55,782 346,800
March 2015 0 0 0 0 0 0 0
June 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
September 2014 0 0 0 0 0 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

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   9,585 151,191
September 2014 899.100 899.500 893.600 897.100 -0.200 9,585 151,189
December 2014 0 0 0 0 0 0 2
March 2015 0 0 0 0 0 0 0
June 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   162 2,125
September 2014 896.500 897.600 894.100 895.700 -1.600 162 2,125
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

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 2
September 2014 0 0 0 0 0 0 2
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