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 1,960 57,455 45,853 1,126 117,317 143,161 3,086 174,772 189,014
US dollar (USX) 4 45 170 4 16 9 8 61 179
S&P/TSX 60 index (SXO) 13 300 12,016 16 1,153 3,473 29 1,453 15,489
ETF 88 1,958 986 76 61,929 21,499 164 63,887 22,485
Total 2,065 59,758 59,025 1,222 180,415 168,142 3,287 240,173 227,167

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   180,865 647,830
July 2015 0 0 0 0 0 0 0
August 2015 0 0 0 0 0 0 0
September 2015 99.185 99.210 99.175 99.180 -0.015 32,707 132,823
December 2015 99.245 99.285 99.225 99.235 -0.020 34,533 137,952
March 2016 99.240 99.290 99.220 99.225 -0.020 38,597 120,465
June 2016 99.220 99.260 99.185 99.195 -0.015 23,415 74,791
September 2016 99.160 99.200 99.120 99.130 -0.020 21,247 62,215
December 2016 99.090 99.120 99.040 99.050 -0.020 15,713 59,993
March 2017 99.000 99.040 98.960 98.970 -0.020 6,986 36,368
June 2017 98.920 98.960 98.880 98.890 -0.020 5,128 14,597
September 2017 98.830 98.890 98.810 98.830 0 1,452 5,749
December 2017 98.740 98.780 98.740 98.740 0 330 1,521
March 2018 98.640 98.690 98.640 98.660 0.010 552 1,103
June 2018 98.570 98.570 98.570 98.570 0.010 205 253

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.
2 375 21 55,122 2 375 31 58,155 4 750 52 113,277

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
July 2015 0 0 0 0 0 0 0
August 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
March 2016 0 0 0 0 0 0 0
June 2016 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 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 0
September 2015 0 0 0 0 0 0 0
December 2015 0 0 0 0 0 0 0
March 2016 0 0 0 0 0 0 0
June 2016 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   1,290 4,865
September 2015 125.240 125.720 125.210 125.280 -0.080 1,290 4,865
December 2015 0 0 0 0 0 0 0
March 2016 0 0 0 0 0 0 0
June 2016 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   68,831 329,529
September 2015 140.890 142.040 140.890 141.260 -0.280 68,831 329,529
December 2015 0 0 0 0 0 0 0
March 2016 0 0 0 0 0 0 0
June 2016 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 2015 0 0 0 0 0 0 0
December 2015 0 0 0 0 0 0 0
March 2016 0 0 0 0 0 0 0
June 2016 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   17,747 167,052
September 2015 851.900 852.000 836.100 850.700 3.000 17,747 167,052
December 2015 0 0 0 0 0 0 0
March 2016 0 0 0 0 0 0 0
June 2016 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   89 1,171
September 2015 847.000 851.600 836.800 850.500 2.800 89 1,171
December 2015 0 0 0 0 0 0 0
March 2016 0 0 0 0 0 0 0
June 2016 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 2015 0 0 0 0 0 0 0
December 2015 0 0 0 0 0 0 0
March 2016 0 0 0 0 0 0 0
June 2016 0 0 0 0 0 0 0