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 2,035 41,326 37,577 1,031 13,710 22,489 3,066 55,036 60,066
US dollar (USX) 0 0 0 0 0 0 0 0 0
S&P/TSX 60 index (SXO) 0 0 0 1 2 75 1 2 75
ETF 93 2,779 1,800 54 12,062 5,580 147 14,841 7,380
Total 2,128 44,105 39,377 1,086 25,774 28,144 3,214 69,879 67,521

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   63,342 676,212
November 2014 0 0 0 0 0 0 0
December 2014 98.725 98.725 98.720 98.725 0 1,467 102,629
January 2015 0 0 0 0 0 0 0
March 2015 98.710 98.715 98.705 98.710 0 8,240 129,998
June 2015 98.685 98.690 98.680 98.680 -0.005 16,533 133,463
September 2015 98.640 98.650 98.635 98.640 -0.005 12,976 113,690
December 2015 98.560 98.580 98.550 98.560 -0.010 14,587 70,195
March 2016 98.460 98.480 98.440 98.460 -0.010 4,791 56,087
June 2016 98.340 98.360 98.330 98.340 -0.020 3,331 31,211
September 2016 98.220 98.240 98.200 98.220 -0.020 1,336 20,162
December 2016 98.110 98.110 98.100 98.100 -0.010 68 10,429
March 2017 97.990 97.990 97.990 97.990 0 13 5,497
June 2017 0 0 0 0 0 0 2,533
September 2017 0 0 0 0 0 0 318

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 66,771 0 0 0 43,540 0 0 0 110,311

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
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   50 642
December 2014 108.450 108.450 108.435 108.445 -0.030 50 642
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   2,639 17,175
December 2014 119.930 120.000 119.830 119.940 0 2,639 17,175
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

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   42,122 357,425
December 2014 136.910 137.260 136.800 136.970 -0.040 42,122 357,425
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

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   14,279 138,437
December 2014 836.500 843.300 833.800 838.200 -0.600 14,279 138,437
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   253 3,772
December 2014 837.900 842.600 836.200 839.300 0.500 253 3,772
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 12
December 2014 0 0 0 0 0 0 12
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