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 1,355 60,592 66,343 702 25,359 22,029 2,057 85,951 88,372
ETF 23 6,645 3,379 12 346 112 35 6,991 3,491
US dollar (USX) 3 30 19 0 0 0 3 30 19
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 1,381 67,267 69,741 714 25,705 22,141 2,095 92,972 91,882

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   99,555 989,355
February 2017 0 0 0 0 0 0 0
March 2017 99.045 99.055 99.035 99.050 0 15,428 236,709
April 2017 0 0 0 0 0 0 0
June 2017 99.015 99.025 99.005 99.020 -0.010 15,870 223,242
September 2017 98.975 98.985 98.965 98.980 -0.015 17,210 160,488
December 2017 98.925 98.935 98.910 98.920 -0.025 21,215 149,474
March 2018 98.860 98.870 98.840 98.850 -0.040 9,476 87,006
June 2018 98.790 98.790 98.770 98.770 -0.050 8,053 46,494
September 2018 98.700 98.710 98.680 98.690 -0.050 9,208 62,056
December 2018 98.630 98.630 98.590 98.610 -0.060 2,657 15,214
March 2019 98.550 98.560 98.530 98.530 -0.070 349 4,196
June 2019 98.460 98.460 98.460 98.460 -0.080 45 1,919
September 2019 98.420 98.420 98.420 98.420 -0.050 44 2,396
December 2019 0 0 0 0 0 0 161

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 0 197,686 0 0 0 87,881 0 0 0 285,567

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
January 2017 0 0 0 0 0 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
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   539 4,038
March 2017 123.510 123.510 123.320 123.320 -0.400 539 4,038
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

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   55,236 451,989
March 2017 137.750 137.920 137.240 137.330 -0.870 55,236 451,989
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

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   5,630 242,344
March 2017 907.100 912.400 907.000 911.600 3.000 5,630 242,343
June 2017 0 0 0 0 0 0 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   164 1,772
March 2017 909.800 912.200 909.400 910.500 1.900 164 1,772
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 1
March 2017 0 0 0 0 0 0 1
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 14 44,403 1,905,227 40,227
FBC 1 1 57 37
FBO 0 0 0 41
FCB 0 0 0 33
FCN 2 2 184 33
FEA 0 0 0 17
FEB 0 0 0 60
FFS 0 0 0 1
FLF 1 5,300 279,999 29
FMA 0 0 0 194
FMF 2 17,100 417,291 24
FNB 2 4,900 268,774 24
FNS 2 6,200 474,628 8,047
FPL 0 0 0 14
FPP 0 0 0 3,629
FPW 2 6,600 197,656 2
FRP 2 4,300 266,638 26
FRT 0 0 0 8
FRY 0 0 0 13,008
FTC 0 0 0 0
FTD 0 0 0 15,000