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 1,561 25,422 26,692 887 16,422 24,746 2,448 41,844 51,438
ETF 49 2,261 808 36 99,536 22,967 85 101,797 23,775
US dollar (USX) 2 51 34 0 0 0 2 51 34
S&P/TSX 60 index (SXO) 0 0 0 0 0 0 0 0 0
Sector index (SXJ) 0 0 0 0 0 0 0 0 0
Sector index (SXV) 0 0 0 0 0 0 0 0 0
Total 1,612 27,734 27,534 923 115,958 47,713 2,535 143,692 75,247

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   64,794 928,530
March 2017 99.045 99.050 99.040 99.040 -0.005 8,673 156,117
April 2017 0 0 0 0 0 0 0
May 2017 0 0 0 0 0 0 0
June 2017 99.025 99.035 99.020 99.030 0.005 8,917 208,414
September 2017 98.985 99.000 98.980 98.990 0.005 14,287 161,114
December 2017 98.940 98.955 98.930 98.940 0.005 12,053 163,187
March 2018 98.880 98.900 98.870 98.880 0.010 5,312 97,275
June 2018 98.800 98.820 98.790 98.800 0.010 3,105 47,189
September 2018 98.720 98.740 98.700 98.710 0.010 5,907 65,325
December 2018 98.630 98.660 98.620 98.620 0 5,053 16,212
March 2019 98.560 98.580 98.550 98.550 0 1,139 6,056
June 2019 98.490 98.500 98.480 98.480 0.010 277 2,681
September 2019 98.430 98.430 98.410 98.410 0.010 47 3,551
December 2019 98.350 98.350 98.330 98.330 0 24 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.
0 0 0 212,779 0 0 0 100,631 0 0 0 313,410

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
February 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
June 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
December 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
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
March 2017 0 0 0 0 0 0 0
June 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
December 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   2,334 11,920
March 2017 123.670 123.800 123.620 123.620 0.030 1,651 10,232
June 2017 122.030 122.050 122.030 122.050 0.180 683 1,688
September 2017 0 0 0 0 0 0 0
December 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   295,590 556,473
March 2017 138.160 138.540 138.020 138.060 0.040 160,988 367,425
June 2017 136.550 136.820 136.300 136.340 0.050 134,602 189,048
September 2017 0 0 0 0 0 0 0
December 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
March 2017 0 0 0 0 0 0 0
June 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
December 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   6,764 244,500
March 2017 936.600 937.200 933.400 934.400 -2.600 6,714 244,499
June 2017 0 0 0 0 0 50 1
September 2017 0 0 0 0 0 0 0
December 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   195 1,619
March 2017 935.900 936.100 933.900 934.300 -2.700 195 1,619
June 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
December 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 2
March 2017 0 0 0 0 0 0 2
June 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0

Sector Index Futures (SXA, SXB, SXH, SXK, SXU, SXY)

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 0 0 0 0
SXA 0 0 0 0
SXB 0 0 0 0
SXH 0 0 0 0
SXK 0 0 0 0
SXU 0 0 0 0
SXY 0 0 0 0

Share Futures

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 42 42 1,973 31,666
FBC 0 0 0 38
FBO 0 0 0 10,000
FCB 0 0 0 0
FCN 0 0 0 25
FEA 0 0 0 3
FEB 0 0 0 36
FFS 0 0 0 1
FLF 0 0 0 6,300
FMA 0 0 0 6
FMF 0 0 0 30
FNB 0 0 0 23
FNS 0 0 0 30
FPL 5 5 142 157
FPP 32 32 1,344 6
FPW 0 0 0 0
FRP 0 0 0 10
FRT 0 0 0 1
FRY 5 5 487 0
FTC 0 0 0 0
FTD 0 0 0 15,000