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 2,389 64,213 49,142 1,293 22,584 39,477 3,682 86,797 88,619
US dollar (USX) 0 0 0 0 0 0 0 0 0
S&P/TSX 60 index (SXO) 0 0 0 1 10 14 1 10 14
ETF 55 1,723 1,611 26 370 406 81 2,093 2,017
Total 2,444 65,936 50,753 1,320 22,964 39,897 3,764 88,900 90,650

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   109,713 721,768
March 2015 98.975 98.980 98.970 98.975 -0.005 8,987 123,145
April 2015 0 0 0 0 0 0 0
May 2015 0 0 0 0 0 0 0
June 2015 99.035 99.055 99.030 99.050 0 22,989 126,377
September 2015 99.075 99.095 99.065 99.090 0 27,638 140,715
December 2015 99.075 99.095 99.055 99.085 0 19,951 106,517
March 2016 99.050 99.060 99.020 99.050 0 15,917 86,973
June 2016 99.000 99.010 98.960 98.990 0 7,980 52,200
September 2016 98.920 98.930 98.870 98.900 -0.010 3,117 30,132
December 2016 98.830 98.850 98.780 98.810 -0.040 2,059 37,366
March 2017 98.750 98.770 98.720 98.730 -0.060 599 10,408
June 2017 98.700 98.700 98.650 98.680 -0.050 264 5,130
September 2017 98.600 98.600 98.600 98.600 -0.060 62 1,441
December 2017 98.550 98.550 98.540 98.550 -0.050 150 1,364

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.
2 350 14 79,153 0 0 0 49,222 2 350 14 128,375

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
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
June 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
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
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   0 574
March 2015 0 0 0 0 0 0 165
June 2015 0 0 0 0 0 0 409
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   947 6,140
March 2015 124.560 124.560 124.430 124.560 -0.070 129 2,042
June 2015 122.940 123.000 122.720 122.900 0.020 818 4,098
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   75,024 379,784
March 2015 142.150 142.650 142.150 142.650 0.150 820 9,777
June 2015 141.120 141.160 140.330 140.860 0.040 74,204 370,007
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   14,085 157,941
March 2015 878.700 887.000 878.700 883.700 4.900 14,072 157,887
June 2015 876.100 881.500 876.100 880.000 5.800 13 54
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   125 443
March 2015 883.200 886.600 882.000 882.400 3.600 125 443
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 5
March 2015 0 0 0 0 0 0 5
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