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 2,526 54,958 63,222 1,009 24,026 18,895 3,535 78,984 82,117
US dollar (USX) 0 0 0 1 2 4 1 2 4
S&P/TSX 60 index (SXO) 0 0 0 1 750 40,575 1 750 40,575
ETF 62 2,530 2,199 34 1,597 545 96 4,127 2,744
Total 2,588 57,488 65,421 1,045 26,375 60,019 3,633 83,863 125,440

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   112,470 703,168
August 2014 0 0 0 0 0 0 0
September 2014 98.730 98.730 98.725 98.725 0 4,929 110,898
October 2014 0 0 0 0 0 0 0
December 2014 98.740 98.740 98.720 98.720 -0.010 15,519 133,861
March 2015 98.720 98.720 98.700 98.700 0 11,621 119,506
June 2015 98.680 98.680 98.650 98.650 0 22,735 105,476
September 2015 98.600 98.600 98.550 98.570 0 16,253 89,972
December 2015 98.490 98.490 98.430 98.450 0 19,308 63,572
March 2016 98.360 98.360 98.300 98.320 0 13,922 31,775
June 2016 98.240 98.240 98.180 98.180 0 5,258 25,713
September 2016 98.100 98.110 98.050 98.070 -0.040 1,435 12,064
December 2016 97.990 97.990 97.940 97.950 -0.050 1,177 7,289
March 2017 97.890 97.900 97.860 97.860 -0.050 284 2,759
June 2017 97.800 97.820 97.770 97.770 -0.060 29 283

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.
1 250 6 76,149 1 250 18 47,839 2 500 24 123,988

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 2014 0 0 0 0 0 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   0 952
September 2014 0 0 0 0 0 0 952
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   329 7,735
September 2014 120.930 120.930 120.770 120.790 -0.020 329 7,735
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   61,929 322,290
September 2014 137.760 137.790 136.900 137.000 0.010 61,929 322,290
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

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   14,875 143,556
September 2014 888.700 896.000 888.700 895.500 7.500 14,875 143,556
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   337 1,044
September 2014 892.000 895.700 891.800 895.700 7.700 337 1,044
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