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 2,081 37,322 40,437 864 13,069 19,445 2,945 50,391 59,882
US dollar (USX) 0 0 0 0 0 0 0 0 0
S&P/TSX 60 index (SXO) 2 25 217 1 50 525 3 75 742
ETF 64 769 569 60 2,288 1,435 124 3,057 2,004
Total 2,147 38,116 41,223 925 15,407 21,405 3,072 53,523 62,628

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   95,521 653,141
April 2015 0 0 0 0 0 0 0
May 2015 0 0 0 0 0 0 0
June 2015 99.085 99.095 99.075 99.075 -0.005 7,237 114,184
September 2015 99.165 99.185 99.150 99.160 0 9,774 129,607
December 2015 99.200 99.230 99.200 99.210 0.005 25,179 147,969
March 2016 99.195 99.235 99.195 99.205 0 21,647 94,166
June 2016 99.150 99.210 99.140 99.170 0 11,764 61,484
September 2016 99.090 99.150 99.070 99.110 0 8,083 41,073
December 2016 99.000 99.080 99.000 99.040 -0.010 8,751 41,805
March 2017 98.950 99.010 98.950 98.980 -0.010 2,515 13,130
June 2017 98.900 98.940 98.900 98.940 0.060 445 5,833
September 2017 98.860 98.870 98.860 98.870 0.050 64 2,364
December 2017 98.780 98.780 98.780 98.780 0.020 2 1,435
March 2018 98.730 98.750 98.730 98.750 0.040 60 91

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.
8 1,100 46 107,926 26 14,150 478 60,408 34 15,250 524 168,334

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
April 2015 0 0 0 0 0 0 0
May 2015 0 0 0 0 0 0 0
June 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
December 2015 0 0 0 0 0 0 0
March 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
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   50 70
June 2015 109.335 109.335 109.335 109.335 0.055 50 70
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

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   219 3,618
June 2015 123.920 124.120 123.920 124.010 0.210 219 3,618
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

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   52,640 360,430
June 2015 142.700 143.550 142.700 143.340 0.080 52,640 360,430
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

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
June 2015 0 0 0 0 0 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

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   16,807 147,110
June 2015 868.300 870.600 862.500 864.500 -0.800 16,807 147,110
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

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   113 711
June 2015 866.000 867.000 863.200 866.700 1.400 113 711
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

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 1
June 2015 0 0 0 0 0 0 1
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