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 4,775 183,740 145,885 1,542 23,644 27,720 6,317 207,384 173,605
US dollar (USX) 0 0 0 0 0 0 0 0 0
S&P/TSX 60 index (SXO) 7 430 2,273 11 104 1,656 18 534 3,929
ETF 119 1,999 1,284 81 1,239 815 200 3,238 2,099
Total 4,901 186,169 149,442 1,634 24,987 30,191 6,535 211,156 179,633

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   133,174 773,109
May 2014 0 0 0 0 0 0 0
June 2014 98.730 98.735 98.725 98.730 0 36,677 178,841
July 2014 0 0 0 0 0 0 0
September 2014 98.730 98.740 98.730 98.730 0 15,523 154,015
December 2014 98.720 98.730 98.710 98.710 -0.010 16,462 149,415
March 2015 98.700 98.700 98.670 98.680 -0.010 31,473 93,577
June 2015 98.630 98.640 98.590 98.610 0 18,026 90,052
September 2015 98.520 98.520 98.480 98.490 -0.020 8,959 48,334
December 2015 98.390 98.390 98.340 98.340 -0.010 4,138 26,842
March 2016 98.240 98.240 98.180 98.180 -0.050 1,256 19,507
June 2016 98.080 98.080 98.030 98.030 -0.060 454 8,686
September 2016 97.920 97.920 97.890 97.890 -0.050 131 1,797
December 2016 97.780 97.780 97.750 97.750 -0.030 75 1,559
March 2017 0 0 0 0 0 0 484

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 0 116,890 0 0 0 41,073 0 0 0 157,963

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 2014 0 0 0 0 0 0 0
May 2014 0 0 0 0 0 0 0
June 2014 0 0 0 0 0 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
December 2014 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
June 2014 0 0 0 0 0 0 0
July 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
December 2014 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   0 841
June 2014 0 0 0 0 0 0 841
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

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   614 8,080
June 2014 119.720 119.720 119.390 119.410 -0.310 614 8,080
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

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   34,387 298,713
June 2014 130.930 131.000 130.200 130.240 -0.130 34,387 298,702
September 2014 0 0 0 0 0 0 11
December 2014 0 0 0 0 0 0 0
March 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
June 2014 0 0 0 0 0 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

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   8,921 136,371
June 2014 820.200 825.900 820.000 824.600 2.600 8,921 136,371
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

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   190 1,246
June 2014 821.100 825.700 821.000 824.700 2.700 190 1,246
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

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
June 2014 0 0 0 0 0 0 2
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