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 0 0 0 0 0 0 0 0 0
US dollar (USX) 0 0 0 0 0 0 0 0 0
S&P/TSX 60 index (SXO) 0 0 0 0 0 0 0 0 0
ETF 0 0 0 0 0 0 0 0 0
Total 0 0 0 0 0 0 0 0 0

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   4,606 616,611
July 2016 0 0 0 0 0 0 0
August 2016 0 0 0 0 0 0 0
September 2016 99.120 99.125 99.115 99.125 -0.005 913 151,736
December 2016 99.140 99.145 99.135 99.140 -0.010 739 169,584
March 2017 99.150 99.150 99.145 99.145 -0.015 711 88,792
June 2017 99.145 99.145 99.135 99.135 -0.020 1,120 61,349
September 2017 99.130 99.130 99.120 99.130 -0.010 114 44,094
December 2017 99.110 99.110 99.110 99.110 -0.020 51 47,333
March 2018 99.100 99.110 99.090 99.100 -0.020 918 24,972
June 2018 99.080 99.080 99.080 99.080 -0.020 40 16,768
September 2018 0 0 0 0 0 0 7,050
December 2018 0 0 0 0 0 0 2,952
March 2019 0 0 0 0 0 0 1,929
June 2019 0 0 0 0 0 0 52

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 32,170 0 0 0 49,409 0 0 0 81,579

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
June 2016 0 0 0 0 0 0 0
July 2016 0 0 0 0 0 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
December 2016 0 0 0 0 0 0 0
March 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
July 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
December 2016 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   25 3,851
September 2016 126.510 126.510 126.510 126.510 -0.050 25 3,851
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

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   4,128 404,486
September 2016 147.500 147.520 147.270 147.480 -0.210 4,128 404,486
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

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   916 219,987
September 2016 796.500 797.700 792.400 792.800 3.200 916 219,978
December 2016 0 0 0 0 0 0 9
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   1 245
September 2016 795.300 795.300 795.300 795.300 5.700 1 245
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 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
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