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 4,437 159,193 174,821 1,561 39,660 34,200 5,998 198,853 209,021
US dollar (USX) 0 0 0 0 0 0 0 0 0
S&P/TSX 60 index (SXO) 1 50 575 2 20 262 3 70 837
ETF 166 1,856 2,061 76 2,012 1,397 242 3,868 3,458
Total 4,604 161,099 177,457 1,639 41,692 35,859 6,243 202,791 213,316

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   111,876 706,870
December 2014 98.715 98.720 98.710 98.715 0 3,874 99,641
January 2015 0 0 0 0 0 0 0
February 2015 0 0 0 0 0 0 0
March 2015 98.705 98.710 98.700 98.705 0.005 9,889 139,325
June 2015 98.690 98.695 98.665 98.670 0 26,905 148,911
September 2015 98.645 98.650 98.610 98.620 0.005 27,546 119,023
December 2015 98.570 98.570 98.520 98.530 0 22,116 73,625
March 2016 98.470 98.480 98.420 98.440 0.010 9,442 48,825
June 2016 98.370 98.370 98.300 98.330 0.010 6,250 30,204
September 2016 98.270 98.270 98.200 98.230 0.010 3,425 24,699
December 2016 98.130 98.140 98.090 98.130 0.020 1,991 13,893
March 2017 97.990 98.030 97.990 98.030 -0.020 293 5,654
June 2017 97.900 97.950 97.900 97.950 0 120 2,696
September 2017 97.860 97.860 97.860 97.860 0 25 374

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.
9 2,600 103 67,254 4 1,250 99 34,571 13 3,850 202 101,825

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
November 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
February 2015 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
September 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
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   0 512
December 2014 0 0 0 0 0 0 512
March 2015 0 0 0 0 0 0 0
June 2015 0 0 0 0 0 0 0
September 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   2,660 11,282
December 2014 120.100 120.140 120.050 120.140 0.010 1,555 10,264
March 2015 0 0 0 0 0 1,105 1,018
June 2015 0 0 0 0 0 0 0
September 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   315,538 395,525
December 2014 137.340 137.500 137.190 137.470 -0.020 177,204 383,041
March 2015 136.000 136.000 135.660 135.940 -0.020 138,334 12,484
June 2015 0 0 0 0 0 0 0
September 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
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
September 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   11,531 136,641
December 2014 878.400 882.500 876.000 878.100 2.400 11,531 136,641
March 2015 0 0 0 0 0 0 0
June 2015 0 0 0 0 0 0 0
September 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   93 3,264
December 2014 879.200 880.100 877.100 877.700 2.000 93 3,264
March 2015 0 0 0 0 0 0 0
June 2015 0 0 0 0 0 0 0
September 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 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
September 2015 0 0 0 0 0 0 0