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   323 703,517
September 2014 0 0 0 0 0 0 104,310
October 2014 0 0 0 0 0 0 0
November 2014 0 0 0 0 0 0 0
December 2014 98.720 98.720 98.720 98.720 0 23 117,212
March 2015 0 0 0 0 0 141 123,423
June 2015 98.690 98.690 98.690 98.690 0.010 146 101,165
September 2015 98.630 98.630 98.630 98.630 0 4 102,809
December 2015 98.530 98.530 98.530 98.530 0 7 67,145
March 2016 98.410 98.410 98.410 98.410 0 1 34,627
June 2016 98.290 98.290 98.290 98.290 0 1 27,722
September 2016 0 0 0 0 0 0 14,092
December 2016 0 0 0 0 0 0 7,929
March 2017 0 0 0 0 0 0 2,659
June 2017 0 0 0 0 0 0 424

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 75,055 0 0 0 51,464 0 0 0 126,519

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 2014 0 0 0 0 0 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
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   0 958
September 2014 0 0 0 0 0 0 958
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

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   0 6,533
September 2014 0 0 0 0 0 0 6,533
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

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   507 336,725
September 2014 137.990 137.990 137.880 137.910 -0.030 410 336,131
December 2014 136.390 136.390 136.340 136.350 -0.030 97 594
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   8 148,773
September 2014 886.500 887.400 886.500 887.100 -0.100 8 148,773
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 Mini Futures (SXM)

Session start: 9:30 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 2,031
September 2014 0 0 0 0 0 0 2,031
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