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 2,033 47,688 56,525 979 16,719 14,170 3,012 64,407 70,695
US dollar (USX) 2 16 47 0 0 0 2 16 47
S&P/TSX 60 index (SXO) 1 50 187 0 0 0 1 50 187
ETF 42 777 415 37 1,331 731 79 2,108 1,146
Total 2,078 48,531 57,174 1,016 18,050 14,901 3,094 66,581 72,075

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   66,749 675,515
September 2016 99.090 99.100 99.090 99.095 0 3,069 108,843
October 2016 0 0 0 0 0 0 0
November 2016 0 0 0 0 0 0 0
December 2016 99.070 99.080 99.065 99.075 0.010 10,580 162,211
March 2017 99.070 99.085 99.050 99.080 0.020 15,577 153,789
June 2017 99.070 99.075 99.040 99.070 0.015 12,845 82,794
September 2017 99.050 99.080 99.040 99.070 0 8,769 49,553
December 2017 99.050 99.070 99.030 99.060 0.020 5,237 53,711
March 2018 99.030 99.060 99.020 99.060 0.030 2,472 27,833
June 2018 99.020 99.050 99.010 99.050 0.010 3,454 16,287
September 2018 99.010 99.040 99.010 99.040 0.040 1,373 11,306
December 2018 99.000 99.030 99.000 99.030 0.040 2,870 6,263
March 2019 99.000 99.020 99.000 99.020 0.040 502 2,507
June 2019 99.000 99.000 99.000 99.000 0.030 1 418

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 36,467 0 0 0 52,859 0 0 0 89,326

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
August 2016 0 0 0 0 0 0 0
September 2016 0 0 0 0 0 0 0
October 2016 0 0 0 0 0 0 0
November 2016 0 0 0 0 0 0 0
December 2016 0 0 0 0 0 0 0
March 2017 0 0 0 0 0 0 0
June 2017 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 2016 0 0 0 0 0 0 0
October 2016 0 0 0 0 0 0 0
December 2016 0 0 0 0 0 0 0
January 2017 0 0 0 0 0 0 0
March 2017 0 0 0 0 0 0 0
April 2017 0 0 0 0 0 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
September 2016 0 0 0 0 0 0 0
December 2016 0 0 0 0 0 0 0
March 2017 0 0 0 0 0 0 0
June 2017 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   176 5,096
September 2016 126.130 126.220 126.130 126.220 0.300 74 1,253
December 2016 124.250 124.470 124.250 124.470 0.280 102 3,843
March 2017 0 0 0 0 0 0 0
June 2017 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   61,608 436,161
September 2016 147.830 148.520 147.650 148.440 -0.060 4,516 50,891
December 2016 145.910 146.740 145.870 146.650 -0.070 57,092 385,270
March 2017 0 0 0 0 0 0 0
June 2017 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 2016 0 0 0 0 0 0 0
December 2016 0 0 0 0 0 0 0
March 2017 0 0 0 0 0 0 0
June 2017 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   9,997 241,763
September 2016 852.200 856.800 850.700 854.500 2.400 9,938 241,616
December 2016 0 0 0 0 0 59 147
March 2017 0 0 0 0 0 0 0
June 2017 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   93 652
September 2016 852.400 856.600 851.200 854.400 2.300 93 651
December 2016 0 0 0 0 0 0 1
March 2017 0 0 0 0 0 0 0
June 2017 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 6
September 2016 0 0 0 0 0 0 6
December 2016 0 0 0 0 0 0 0
March 2017 0 0 0 0 0 0 0
June 2017 0 0 0 0 0 0 0