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 2,830 54,984 49,498 1,723 30,623 48,262 4,553 85,607 97,760
ETF 104 22,733 3,797 106 392,520 132,448 210 415,253 136,245
US dollar (USX) 3 13 41 0 0 0 3 13 41
S&P/TSX 60 index (SXO) 0 0 0 1 4 63 1 4 63
Sector index (SXJ) 0 0 0 0 0 0 0 0 0
Sector index (SXV) 0 0 0 0 0 0 0 0 0
Total 2,937 77,730 53,336 1,830 423,147 180,773 4,767 500,877 234,109

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   127,451 811,690
April 2017 0 0 0 0 0 0 0
May 2017 0 0 0 0 0 0 0
June 2017 99.060 99.060 99.050 99.055 0 14,563 181,244
September 2017 99.015 99.030 99.005 99.020 0 24,310 154,041
December 2017 98.950 98.970 98.940 98.965 0.005 28,296 181,843
March 2018 98.860 98.885 98.850 98.875 0.005 22,500 110,962
June 2018 98.760 98.790 98.750 98.770 0 17,597 54,295
September 2018 98.660 98.700 98.660 98.670 0 9,436 80,477
December 2018 98.560 98.590 98.560 98.580 0.010 6,982 29,108
March 2019 98.480 98.500 98.470 98.490 0.010 2,363 8,526
June 2019 98.400 98.420 98.390 98.400 0 1,177 4,437
September 2019 98.330 98.330 98.320 98.320 0 155 5,039
December 2019 98.250 98.250 98.250 98.250 0.010 21 1,711
March 2020 98.180 98.190 98.180 98.190 0.040 51 7

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.
2 500 6 165,524 2 500 6 78,141 4 1,000 12 243,665

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 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
June 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
December 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
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
March 2017 0 0 0 0 0 0 0
June 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
December 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   960 5,364
March 2017 0 0 0 0 0 0 0
June 2017 122.000 122.220 122.000 122.090 -0.010 960 5,364
September 2017 0 0 0 0 0 0 0
December 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   79,815 450,585
March 2017 0 0 0 0 0 0 0
June 2017 136.710 137.040 136.590 136.820 -0.030 79,815 450,585
September 2017 0 0 0 0 0 0 0
December 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
March 2017 0 0 0 0 0 0 0
June 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
December 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   19,803 239,274
June 2017 895.500 901.200 892.800 899.500 3.200 19,803 239,274
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 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   165 282
June 2017 895.400 901.300 893.100 899.600 3.300 165 282
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 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
June 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0

Sector Index Futures (SXA, SXB, SXH, SXK, SXU, SXY)

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 0 0 0 0
SXA 0 0 0 0
SXB 0 0 0 0
SXH 0 0 0 0
SXK 0 0 0 0
SXU 0 0 0 0
SXY 0 0 0 0

Share Futures

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 17 71 3,615 27,586
FAE 0 0 0 5
FAX 0 0 0 0
FBA 0 0 0 0
FBB 0 0 0 0
FBC 0 0 0 10
FBD 0 0 0 5,000
FBM 0 0 0 1
FBO 0 0 0 5
FCB 0 0 0 3
FCG 0 0 0 450
FCL 0 0 0 0
FCN 0 0 0 1
FCP 0 0 0 0
FCQ 0 0 0 6
FCT 0 0 0 0
FDO 0 0 0 49
FEA 0 0 0 2
FEB 0 0 0 20
FEL 0 0 0 0
FFS 0 0 0 2
FFV 0 0 0 0
FGA 0 0 0 45
FGG 0 0 0 0
FGI 1 1 62 3
FGW 5 5 167 2
FHS 0 0 0 0
FIR 0 0 0 2
FKK 0 0 0 0
FLF 0 0 0 6,300
FLL 0 0 0 0
FLW 0 0 0 3
FMA 0 0 0 6
FMF 0 0 0 15
FMI 0 0 0 0
FMO 0 0 0 1
FMQ 0 0 0 7
FMU 0 0 0 0
FNB 6 60 3,294 128
FNS 0 0 0 34
FOC 0 0 0 400
FPL 0 0 0 15
FPO 0 0 0 0
FPP 0 0 0 47
FPW 0 0 0 0
FQR 0 0 0 1
FRP 0 0 0 11
FRT 0 0 0 3
FRV 0 0 0 0
FRY 0 0 0 2
FSA 0 0 0 3
FSJ 0 0 0 0
FSU 0 0 0 4
FTA 0 0 0 0
FTC 0 0 0 0
FTD 0 0 0 15,000
FTK 1 1 28 0
FVE 4 4 64 0
FWN 0 0 0 0
FYR 0 0 0 0