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   4,495 772,704
June 2016 99.080 99.085 99.080 99.085 0.005 209 116,312
July 2016 0 0 0 0 0 0 0
August 2016 0 0 0 0 0 0 0
September 2016 99.025 99.025 99.015 99.025 0 1,309 191,055
December 2016 98.990 98.990 98.980 98.990 -0.005 926 179,904
March 2017 98.970 98.970 98.960 98.970 -0.005 723 77,822
June 2017 98.950 98.950 98.930 98.950 -0.010 733 58,691
September 2017 98.930 98.930 98.930 98.930 -0.010 137 53,084
December 2017 98.910 98.910 98.900 98.910 -0.010 88 48,870
March 2018 98.900 98.900 98.880 98.890 -0.020 150 20,539
June 2018 98.860 98.860 98.860 98.860 -0.020 94 16,786
September 2018 98.860 98.860 98.860 98.860 0 89 6,913
December 2018 0 0 0 0 0 37 2,084
March 2019 0 0 0 0 0 0 644

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 49,308 0 0 0 61,779 0 0 0 111,087

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
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
June 2016 0 0 0 0 0 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

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 3,279
June 2016 0 0 0 0 0 0 85
September 2016 0 0 0 0 0 0 3,194
December 2016 0 0 0 0 0 0 0
March 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   6,995 408,207
June 2016 141.240 141.490 141.140 141.490 0.030 48 21,001
September 2016 144.390 144.410 144.130 144.340 -0.110 6,947 387,206
December 2016 0 0 0 0 0 0 0
March 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
June 2016 0 0 0 0 0 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

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   219 215,246
June 2016 823.100 824.600 822.400 824.500 1.700 219 215,240
September 2016 0 0 0 0 0 0 0
December 2016 0 0 0 0 0 0 6
March 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   0 753
June 2016 0 0 0 0 0 0 753
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

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 2016 0 0 0 0 0 0 1
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