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 1,971 28,576 27,673 656 26,870 15,389 2,627 55,446 43,062
US dollar (USX) 1 2 1 0 0 0 1 2 1
S&P/TSX 60 index (SXO) 4 60 707 4 80 710 8 140 1,417
ETF 80 11,169 2,673 30 8,730 5,229 110 19,899 7,902
Total 2,056 39,807 31,054 690 35,680 21,328 2,746 75,487 52,382

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   59,245 708,594
October 2016 0 0 0 0 0 0 0
November 2016 0 0 0 0 0 0 0
December 2016 99.125 99.140 99.115 99.135 0.010 9,095 176,689
March 2017 99.150 99.170 99.130 99.170 0.020 14,471 206,834
June 2017 99.160 99.175 99.140 99.175 0.015 11,935 120,521
September 2017 99.155 99.180 99.140 99.180 0.020 8,687 65,818
December 2017 99.150 99.170 99.120 99.170 0.020 4,114 55,496
March 2018 99.130 99.160 99.110 99.160 0.030 6,405 35,184
June 2018 99.120 99.140 99.100 99.140 0.020 3,216 22,359
September 2018 99.100 99.120 99.080 99.120 0.020 821 11,862
December 2018 99.090 99.100 99.080 99.100 0.020 381 9,334
March 2019 99.080 99.080 99.080 99.080 0.010 120 3,220
June 2019 0 0 0 0 0 0 678
September 2019 0 0 0 0 0 0 599

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 21,041 0 0 0 8,849 0 0 0 29,890

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
September 2016 0 0 0 0 0 0 0
October 2016 0 0 0 0 0 0 0
November 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
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
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
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
September 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   81 2,975
December 2016 124.980 125.050 124.980 125.050 0 81 2,975
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

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   48,340 405,476
December 2016 147.250 147.540 147.090 147.530 0.150 48,340 405,476
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

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
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
September 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   9,017 242,768
December 2016 854.900 859.800 853.000 858.300 4.200 9,017 242,768
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

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   41 350
December 2016 854.900 859.600 854.900 859.300 5.200 41 350
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

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 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
September 2017 0 0 0 0 0 0 0