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 3,670 128,009 71,430 1,156 31,700 44,492 4,826 159,709 115,922
US dollar (USX) 0 0 0 0 0 0 0 0 0
S&P/TSX 60 index (SXO) 7 750 5,855 4 610 13,863 11 1,360 19,718
ETF 96 7,922 3,171 77 14,721 22,097 173 22,643 25,268
Total 3,773 136,681 80,456 1,237 47,031 80,452 5,010 183,712 160,908

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   68,939 697,006
November 2014 0 0 0 0 0 0 0
December 2014 98.730 98.735 98.725 98.730 -0.005 4,527 108,730
January 2015 0 0 0 0 0 0 0
March 2015 98.720 98.735 98.720 98.735 0 24,618 158,842
June 2015 98.715 98.735 98.715 98.730 0 11,366 132,118
September 2015 98.690 98.720 98.680 98.710 0 12,624 106,858
December 2015 98.620 98.670 98.620 98.660 0 7,432 66,057
March 2016 98.550 98.590 98.550 98.580 -0.010 3,948 55,764
June 2016 98.470 98.500 98.460 98.490 -0.010 2,537 31,174
September 2016 98.360 98.390 98.360 98.380 -0.010 1,212 19,368
December 2016 98.250 98.280 98.250 98.280 0 617 10,193
March 2017 98.170 98.180 98.170 98.180 0.030 58 5,161
June 2017 0 0 0 0 0 0 2,258
September 2017 0 0 0 0 0 0 483

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 64,021 0 0 0 43,665 0 0 0 107,686

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
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
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
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   0 627
December 2014 0 0 0 0 0 0 627
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

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   1,035 17,905
December 2014 120.500 120.600 120.470 120.560 -0.030 1,035 17,905
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

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   46,097 361,476
December 2014 137.920 138.290 137.820 138.110 -0.070 46,097 361,476
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

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
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   11,786 137,473
December 2014 820.600 826.800 814.900 826.700 8.200 11,786 137,473
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   217 3,393
December 2014 817.500 826.700 815.700 826.700 0.300 217 3,393
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   1 24
December 2014 14,300.000 14,300.000 14,300.000 14,300.000 115.000 1 24
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