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 3,162 86,088 82,339 1,401 45,527 51,154 4,563 131,615 133,493
US dollar (USX) 2 2 3 1 2 2 3 4 5
S&P/TSX 60 index (SXO) 3 350 4,890 14 3,160 16,082 17 3,510 20,972
ETF 251 69,644 38,891 172 55,260 42,424 423 124,904 81,315
Total 3,418 156,084 126,123 1,588 103,949 109,662 5,006 260,033 235,785

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   143,280 665,720
January 2015 0 0 0 0 0 0 0
February 2015 0 0 0 0 0 0 0
March 2015 98.720 98.720 98.700 98.705 0 23,441 122,046
June 2015 98.720 98.725 98.695 98.700 0.005 43,736 168,931
September 2015 98.705 98.710 98.670 98.675 0 27,681 135,171
December 2015 98.660 98.665 98.610 98.615 -0.005 23,069 84,292
March 2016 98.580 98.600 98.530 98.540 0 12,561 64,435
June 2016 98.500 98.510 98.430 98.440 0 5,885 35,262
September 2016 98.400 98.420 98.330 98.330 -0.010 3,243 24,683
December 2016 98.300 98.320 98.240 98.240 -0.010 2,695 21,022
March 2017 98.210 98.230 98.190 98.190 -0.030 653 6,378
June 2017 98.140 98.140 98.110 98.110 -0.030 176 2,842
September 2017 98.060 98.060 98.060 98.060 -0.020 50 648
December 2017 98.000 98.000 97.970 97.970 0 90 10

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 32,825 4 6 0 30,108 4 6 0 62,933

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
December 2014 0 0 0 0 0 0 0
January 2015 0 0 0 0 0 0 0
February 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
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
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   0 484
March 2015 0 0 0 0 0 0 484
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   2,494 6,812
March 2015 121.920 121.990 121.690 121.690 -0.100 2,494 6,812
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   66,490 403,993
March 2015 138.600 138.750 138.050 138.100 -0.060 66,490 403,993
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
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   55,512 192,239
December 2014 812.100 833.600 807.000 833.100 25.500 21,988 85,665
March 2015 806.400 829.300 802.600 829.300 26.000 33,524 106,574
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   1,125 3,401
December 2014 809.300 833.400 807.900 832.800 25.200 450 2,737
March 2015 808.100 829.000 803.300 828.900 25.600 675 664
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   5 2
December 2014 0 0 0 0 0 0 0
March 2015 14,155.000 14,155.000 14,155.000 14,155.000 365.000 5 2
June 2015 0 0 0 0 0 0 0
September 2015 0 0 0 0 0 0 0