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 2,549 42,076 46,300 1,395 37,891 36,028 3,944 79,967 82,328
US dollar (USX) 1 2 2 3 15 15 4 17 17
S&P/TSX 60 index (SXO) 0 0 0 1 10 205 1 10 205
ETF 95 76,134 96,511 45 1,968 781 140 78,102 97,292
Total 2,645 118,212 142,813 1,444 39,884 37,029 4,089 158,096 179,842

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   90,563 638,343
August 2016 0 0 0 0 0 0 0
September 2016 99.080 99.095 99.075 99.095 0.005 13,003 128,769
October 2016 0 0 0 0 0 0 0
December 2016 99.050 99.075 99.045 99.075 0 21,319 155,448
March 2017 99.045 99.080 99.040 99.080 0.005 20,763 123,126
June 2017 99.045 99.095 99.045 99.090 0 11,708 73,333
September 2017 99.050 99.100 99.040 99.090 0 6,350 45,254
December 2017 99.040 99.090 99.030 99.090 0 3,803 48,703
March 2018 99.040 99.090 99.020 99.080 0 7,048 26,939
June 2018 99.030 99.080 99.020 99.080 0.010 3,955 19,259
September 2018 99.010 99.070 99.010 99.070 0.010 1,761 10,745
December 2018 99.010 99.070 99.010 99.060 0.010 620 4,729
March 2019 99.010 99.060 98.990 99.050 0.010 232 1,629
June 2019 98.980 98.980 98.980 98.980 0 1 409

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.
1 250 10 35,772 0 0 0 52,984 1 250 10 88,756

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
August 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
March 2017 0 0 0 0 0 0 0
June 2017 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 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
January 2017 0 0 0 0 0 0 0
March 2017 0 0 0 0 0 0 0
April 2017 0 0 0 0 0 0 0
May 2017 0 0 0 0 0 0 0
July 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
October 2017 0 0 0 0 0 0 0
December 2017 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 2016 0 0 0 0 0 0 0
December 2016 0 0 0 0 0 0 0
March 2017 0 0 0 0 0 0 0
June 2017 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   404 4,260
September 2016 126.080 126.440 126.020 126.440 0.340 404 4,260
December 2016 0 0 0 0 0 0 0
March 2017 0 0 0 0 0 0 0
June 2017 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   52,450 408,094
September 2016 147.860 148.510 147.610 148.420 -0.060 52,450 408,094
December 2016 0 0 0 0 0 0 0
March 2017 0 0 0 0 0 0 0
June 2017 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 2016 0 0 0 0 0 0 0
December 2016 0 0 0 0 0 0 0
March 2017 0 0 0 0 0 0 0
June 2017 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   16,890 238,668
September 2016 844.500 846.300 841.300 846.300 1.200 16,890 238,662
December 2016 0 0 0 0 0 0 6
March 2017 0 0 0 0 0 0 0
June 2017 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   27 575
September 2016 841.800 845.500 841.800 844.500 -0.600 27 575
December 2016 0 0 0 0 0 0 0
March 2017 0 0 0 0 0 0 0
June 2017 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 2016 0 0 0 0 0 0 1
December 2016 0 0 0 0 0 0 0
March 2017 0 0 0 0 0 0 0
June 2017 0 0 0 0 0 0 0