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 0 0 0 0 0 0 0 0 0
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 0 0 0 0 0 0 0 0 0
Total 0 0 0 0 0 0 0 0 0

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   4,865 763,454
February 2016 0 0 0 0 0 0 0
March 2016 99.225 99.230 99.225 99.225 0.005 722 173,829
April 2016 0 0 0 0 0 0 0
June 2016 99.355 99.360 99.350 99.355 0.015 871 170,938
September 2016 99.400 99.415 99.400 99.405 0.020 952 122,748
December 2016 99.415 99.430 99.415 99.420 0.020 903 107,068
March 2017 99.410 99.430 99.410 99.410 0.020 485 62,797
June 2017 99.410 99.410 99.380 99.380 0.020 51 40,927
September 2017 99.350 99.350 99.330 99.330 0.020 490 38,148
December 2017 99.290 99.290 99.280 99.280 0.020 390 34,169
March 2018 99.240 99.240 99.240 99.240 0.030 1 8,403
June 2018 0 0 0 0 0 0 2,896
September 2018 0 0 0 0 0 0 1,233
December 2018 0 0 0 0 0 0 298

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 53,842 0 0 0 23,930 0 0 0 77,772

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 2016 0 0 0 0 0 0 0
March 2016 0 0 0 0 0 0 0
April 2016 0 0 0 0 0 0 0
May 2016 0 0 0 0 0 0 0
June 2016 0 0 0 0 0 0 0
September 2016 0 0 0 0 0 0 0
December 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
March 2016 0 0 0 0 0 0 0
April 2016 0 0 0 0 0 0 0
May 2016 0 0 0 0 0 0 0
July 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

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 2016 0 0 0 0 0 0 0
June 2016 0 0 0 0 0 0 0
September 2016 0 0 0 0 0 0 0
December 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   0 4,843
March 2016 0 0 0 0 0 0 4,843
June 2016 0 0 0 0 0 0 0
September 2016 0 0 0 0 0 0 0
December 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   3,408 443,062
March 2016 144.190 144.280 144.120 144.270 0.490 3,404 443,020
June 2016 142.530 142.530 142.490 142.490 0.390 4 42
September 2016 0 0 0 0 0 0 0
December 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
March 2016 0 0 0 0 0 0 0
June 2016 0 0 0 0 0 0 0
September 2016 0 0 0 0 0 0 0
December 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   394 218,313
March 2016 741.300 744.400 739.400 744.100 -5.800 394 218,305
June 2016 0 0 0 0 0 0 8
September 2016 0 0 0 0 0 0 0
December 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   1 616
March 2016 742.100 742.100 742.100 742.100 -7.800 1 616
June 2016 0 0 0 0 0 0 0
September 2016 0 0 0 0 0 0 0
December 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   0 2
March 2016 0 0 0 0 0 0 2
June 2016 0 0 0 0 0 0 0
September 2016 0 0 0 0 0 0 0
December 2016 0 0 0 0 0 0 0