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 2,037 43,499 33,987 841 22,817 30,796 2,878 66,316 64,783
US dollar (USX) 0 0 0 0 0 0 0 0 0
S&P/TSX 60 index (SXO) 0 0 0 0 0 0 0 0 0
ETF 49 776 430 32 1,148 508 81 1,924 938
Total 2,086 44,275 34,417 873 23,965 31,304 2,959 68,240 65,721

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   73,864 667,243
May 2015 0 0 0 0 0 0 0
June 2015 99.015 99.020 99.010 99.020 0.005 9,863 117,197
July 2015 0 0 0 0 0 0 0
September 2015 99.035 99.045 99.030 99.045 0.005 14,066 149,147
December 2015 99.035 99.050 99.030 99.045 0 22,769 134,093
March 2016 99.020 99.035 99.015 99.035 0.005 7,811 94,761
June 2016 98.970 99.010 98.970 99.010 0.010 5,488 53,676
September 2016 98.920 98.960 98.910 98.960 0.010 7,973 44,927
December 2016 98.850 98.900 98.840 98.900 0.010 4,205 49,208
March 2017 98.800 98.830 98.780 98.830 0 1,226 13,016
June 2017 98.730 98.770 98.730 98.770 0.040 271 6,961
September 2017 98.670 98.720 98.670 98.720 0.050 192 2,547
December 2017 0 0 0 0 0 0 1,360
March 2018 0 0 0 0 0 0 350

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.
1 500 42 121,956 0 0 0 95,783 1 500 42 217,739

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 2015 0 0 0 0 0 0 0
May 2015 0 0 0 0 0 0 0
June 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
December 2015 0 0 0 0 0 0 0
March 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
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   0 220
June 2015 0 0 0 0 0 0 220
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

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   72 4,231
June 2015 123.140 123.380 123.140 123.360 0 72 4,231
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

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   40,270 323,283
June 2015 141.360 142.040 141.290 141.980 -0.020 40,270 323,283
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

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 2015 0 0 0 0 0 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

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   7,561 154,663
June 2015 898.400 900.300 895.300 900.100 2.300 7,561 154,663
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

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   107 393
June 2015 898.700 899.900 895.600 899.300 1.500 107 393
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

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   1 1
June 2015 15,350.000 15,350.000 15,350.000 15,350.000 -10.000 1 1
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