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 1,537 50,001 38,333 616 14,413 23,651 2,153 64,414 61,984
US dollar (USX) 0 0 0 0 0 0 0 0 0
S&P/TSX 60 index (SXO) 1 60 66 1 60 300 2 120 366
ETF 87 1,494 633 74 4,912 7,233 161 6,406 7,866
Total 1,625 51,555 39,032 691 19,385 31,184 2,316 70,940 70,216

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   60,557 734,475
September 2015 99.295 99.305 99.285 99.285 0 6,246 117,652
October 2015 0 0 0 0 0 0 0
November 2015 0 0 0 0 0 0 0
December 2015 99.385 99.395 99.365 99.370 0 12,020 159,272
March 2016 99.405 99.415 99.375 99.380 -0.005 15,687 159,119
June 2016 99.380 99.395 99.355 99.360 -0.005 10,057 84,604
September 2016 99.330 99.360 99.310 99.320 0 6,218 80,124
December 2016 99.270 99.290 99.240 99.240 -0.010 4,053 76,155
March 2017 99.190 99.210 99.170 99.170 -0.010 3,930 28,772
June 2017 99.100 99.130 99.090 99.090 -0.010 1,693 18,243
September 2017 99.060 99.060 99.020 99.020 -0.020 546 6,772
December 2017 98.950 98.950 98.940 98.940 -0.020 92 2,404
March 2018 98.900 98.900 98.900 98.900 0.020 15 1,069
June 2018 0 0 0 0 0 0 289

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 63,410 0 0 0 62,609 0 0 0 126,019

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
September 2015 0 0 0 0 0 0 0
October 2015 0 0 0 0 0 0 0
November 2015 0 0 0 0 0 0 0
December 2015 0 0 0 0 0 0 0
January 2016 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
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
January 2016 0 0 0 0 0 0 0
March 2016 0 0 0 0 0 0 0
April 2016 0 0 0 0 0 0 0
May 2016 0 0 0 0 0 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
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   1,782 8,223
September 2015 0 0 0 0 0 387 487
December 2015 124.300 124.300 124.080 124.140 0.020 1,395 7,736
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   52,730 392,059
September 2015 143.230 143.230 142.920 142.970 -0.180 310 5,460
December 2015 141.560 141.820 141.080 141.390 0.070 52,420 386,599
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   17,839 194,187
September 2015 798.700 804.700 794.100 798.400 2.600 17,837 194,186
December 2015 793.400 793.400 793.400 793.400 2.600 2 1
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   96 1,453
September 2015 796.800 803.400 795.000 798.500 2.700 96 1,453
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 1
September 2015 0 0 0 0 0 0 1
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