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 3,869 162,348 179,723 1,979 54,993 52,527 5,848 217,341 232,250
US dollar (USX) 0 0 0 0 0 0 0 0 0
S&P/TSX 60 index (SXO) 14 590 6,549 12 360 11,641 26 950 18,190
ETF 128 33,129 30,108 156 28,461 2,754 284 61,590 32,862
Total 4,011 196,067 216,380 2,147 83,814 66,922 6,158 279,881 283,302

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   177,956 676,657
October 2014 0 0 0 0 0 0 0
November 2014 0 0 0 0 0 0 0
December 2014 98.720 98.725 98.715 98.720 0 21,910 119,763
March 2015 98.700 98.705 98.685 98.695 0.005 40,291 167,795
June 2015 98.630 98.640 98.610 98.620 -0.005 38,766 117,970
September 2015 98.520 98.535 98.490 98.515 0 26,451 89,953
December 2015 98.380 98.410 98.350 98.390 0.010 29,500 74,252
March 2016 98.250 98.270 98.200 98.250 0 12,165 44,660
June 2016 98.110 98.130 98.070 98.110 0.010 4,680 34,309
September 2016 97.980 97.980 97.940 97.980 0.010 3,190 16,833
December 2016 97.840 97.870 97.810 97.860 0.010 620 8,343
March 2017 97.720 97.760 97.720 97.750 0.010 321 2,349
June 2017 97.640 97.640 97.640 97.640 0 50 420
September 2017 97.550 97.550 97.550 97.550 0.010 12 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 65,427 0 0 0 39,564 0 0 0 104,991

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 2014 0 0 0 0 0 0 0
October 2014 0 0 0 0 0 0 0
November 2014 0 0 0 0 0 0 0
December 2014 0 0 0 0 0 0 0
January 2015 0 0 0 0 0 0 0
March 2015 0 0 0 0 0 0 0
June 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
October 2014 0 0 0 0 0 0 0
December 2014 0 0 0 0 0 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   5 861
December 2014 108.095 108.095 108.095 108.095 -0.010 5 861
March 2015 0 0 0 0 0 0 0
June 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   326 11,910
December 2014 118.900 118.940 118.790 118.940 0.070 326 11,910
March 2015 0 0 0 0 0 0 0
June 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   40,108 305,888
December 2014 133.980 134.530 133.930 134.470 0.020 40,108 305,888
March 2015 0 0 0 0 0 0 0
June 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
December 2014 0 0 0 0 0 0 0
March 2015 0 0 0 0 0 0 0
June 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   25,566 130,346
December 2014 894.200 895.100 876.600 879.800 -11.300 25,566 130,346
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 Mini Futures (SXM)

Session start: 9:30 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   516 203
December 2014 896.700 896.700 876.700 879.200 -11.900 516 203
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 Composite Index Mini Futures (SCF)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   4 0
December 2014 15,200.000 15,200.000 15,200.000 15,200.000 -195.000 4 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