Intra-Session Summary
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Equity, Currency, Index and ETF Options Session: 9:30 a.m.
Call Put Total Options Trans. Volume Value Trans. Volume Value Trans. Volume Value Equity 1,034 13,587 33,665 557 7,123 12,480 1,591 20,710 46,145 CDR 89 527 700 25 183 244 114 710 944 CEF 7 91 151 6 50 56 13 141 207 ETF 98 902 2,219 43 373 309 141 1,275 2,528 US dollar (USX) 0 0 0 1 10 10 1 10 10 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 1,228 15,107 36,735 632 7,739 13,099 1,860 22,846 49,834 -
One-Month CORRA Futures (COA) Session: 2:00 a.m.
Month Open High Low Last Change Volume Open Interest Total 5 235 October 2025 0 0 0 0 0 0 100 November 2025 97.690 97.690 97.690 97.690 0.005 5 35 December 2025 0 0 0 0 0 0 100 January 2026 0 0 0 0 0 0 0 -
Three-Month CORRA Futures (CRA) Session: 2:00 a.m.
Month Open High Low Last Change Volume Open Interest Total 63,685 1,538,762 September 2025 97.585 97.585 97.578 97.580 -0.003 2,960 248,827 December 2025 97.805 97.815 97.790 97.810 0 9,984 263,808 March 2026 97.845 97.875 97.840 97.875 0.015 10,125 251,070 June 2026 97.855 97.875 97.835 97.870 0.010 12,138 220,817 September 2026 97.805 97.840 97.800 97.835 0.010 12,337 178,384 December 2026 97.760 97.790 97.745 97.785 0.015 4,761 165,066 March 2027 97.685 97.730 97.685 97.725 0.015 4,885 96,711 June 2027 97.650 97.685 97.640 97.680 0.020 2,791 60,031 September 2027 97.600 97.635 97.585 97.635 0.025 3,414 32,940 December 2027 97.550 97.575 97.530 97.570 0.010 132 16,821 March 2028 0 0 0 0 0 158 4,186 June 2028 0 0 0 0 0 0 101 -
Options on Three-Month CORRA Futures (OCR) Session: 2:00 a.m.
Call Put Total Symbol Trans. Volume Value Open Int. Trans. Volume Value Open Int. Trans. Volume Value Open Int. Total 0 0 0 7,001 0 0 0 5,625 0 0 0 12,626 OCR 0 0 0 7,001 0 0 0 5,625 0 0 0 12,626 -
Two-Year Government of Canada Bond Futures (CGZ) Session: 8:00 p.m. (t-1)
Month Open High Low Last Change Volume Open Interest Total 25,282 331,712 December 2025 106.005 106.040 105.970 106.040 0.015 25,282 331,712 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 -
Five-Year Government of Canada Bond Futures (CGF) Session: 8:00 p.m. (t-1)
Month Open High Low Last Change Volume Open Interest Total 20,911 297,879 December 2025 115.650 115.780 115.550 115.770 0.020 20,911 297,879 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 -
Ten-Year Government of Canada Bond Futures (CGB) Session: 8:00 p.m. (t-1)
Month Open High Low Last Change Volume Open Interest Total 55,166 845,549 December 2025 123.110 123.270 122.870 123.250 0.020 55,166 845,549 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 -
30-Year Government of Canada Bond Futures (LGB) Session: 7:00 a.m.
Month Open High Low Last Change Volume Open Interest Total 0 768 December 2025 0 0 0 0 0 0 768 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 -
Options on Two-Year Government of Canada Bond Futures (OGZ) Session: 8:00 p.m. (t-1)
Call Put Total Symbol Trans. Volume Value Open Int. Trans. Volume Value Open Int. Trans. Volume Value Open Int. Total 0 0 0 0 0 0 0 0 0 0 0 0 OGZ 0 0 0 0 0 0 0 0 0 0 0 0 -
Options on Five-Year Government of Canada Bond Futures (OGF) Session: 8:00 p.m. (t-1)
Call Put Total Symbol Trans. Volume Value Open Int. Trans. Volume Value Open Int. Trans. Volume Value Open Int. Total 0 0 0 0 0 0 0 0 0 0 0 0 OGF 0 0 0 0 0 0 0 0 0 0 0 0 -
Options on Ten-Year Government of Canada Bond Futures (OGB) Session: 8:00 p.m. (t-1)
Call Put Total Symbol Trans. Volume Value Open Int. Trans. Volume Value Open Int. Trans. Volume Value Open Int. Total 0 0 0 0 0 0 0 0 0 0 0 0 OGB 0 0 0 0 0 0 0 0 0 0 0 0 -
S&P/TSX 60 Index Standard Futures (SXF) Session: 8:00 p.m. (t-1)
Month Open High Low Last Change Volume Open Interest Total 6,423 166,408 December 2025 1,790.600 1,795.300 1,782.600 1,783.500 -5.000 6,423 166,407 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 December 2026 0 0 0 0 0 0 1 December 2027 0 0 0 0 0 0 0 December 2028 0 0 0 0 0 0 0 December 2029 0 0 0 0 0 0 0 -
Basis Trade on Close on S&P/TSX 60 Index Standard Futures (BSF) Session: 9:30 a.m.
Month Open High Low Last Change Volume Total 0 December 2025 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 -
S&P/TSX 60 Index Mini Futures (SXM) Session: 8:00 p.m. (t-1)
Month Open High Low Last Change Volume Open Interest Total 2 531 December 2025 1,792.200 1,792.200 1,787.200 1,787.200 -1.300 2 531 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 -
Adjusted Interest Rate S&P/TSX 60 Total Return Index Futures (AXF) Session: 9:30 a.m.
Month Accrued Financing CORRA Rate Last Change Volume Open Interest Total 0 114 December 2025 11.5257975399 0.03% 0 0 0 99 March 2026 11.5257975399 0.03% 0 0 0 0 June 2026 11.5257975399 0.03% 0 0 0 0 September 2026 11.5257975399 0.03% 0 0 0 10 December 2026 11.5257975399 0.03% 0 0 0 5 December 2027 11.5257975399 0.03% 0 0 0 0 December 2028 11.5257975399 0.03% 0 0 0 0 December 2029 11.5257975399 0.03% 0 0 0 0 -
Basis Trade on Close on Adjusted Interest Rate S&P/TSX 60 Total Return Index Futures (BAF) Session: 9:30 a.m.
Month Open High Low Last Change Volume Total 0 December 2025 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 December 2026 0 0 0 0 0 0 December 2027 0 0 0 0 0 0 December 2028 0 0 0 0 0 0 December 2029 0 0 0 0 0 0 -
S&P/TSX 60 ESG Index Futures (SEG) Session: 8:00 p.m. (t-1)
Month Open High Low Last Change Volume Open Interest Total 0 0 December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 -
S&P/TSX Composite ESG Index Futures (SCG) Session: 8:00 p.m. (t-1)
Month Open High Low Last Change Volume Open Interest Total 0 0 December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 -
S&P/TSX 60 Dividend Index Futures (SDV) Session: 8:00 p.m. (t-1)
Month Open High Low Last Change Volume Open Interest Total 0 25,237 December 2025 0 0 0 0 0 0 12,547 December 2026 0 0 0 0 0 0 11,465 December 2027 0 0 0 0 0 0 665 December 2028 0 0 0 0 0 0 355 December 2029 0 0 0 0 0 0 205 -
S&P/TSX Composite Index Mini Futures (SCF) Session: 8:00 p.m. (t-1)
Month Open High Low Last Change Volume Open Interest Total 0 0 December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 -
Sector Index Futures (SXA, SXB, SXD, SXG, SXH, SXK, SXR, SXS, SXT, SXU, SXW, SXY) Session: 8:00 p.m. (t-1)
Month Open High Low Last Change Volume Open Interest Total 0 18,100 SXA December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 SXB December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 SXD December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 SXG December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 SXH December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 SXK December 2025 0 0 0 0 0 0 10,600 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 SXR December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 SXT December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 SXU December 2025 0 0 0 0 0 0 7,500 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 SXW December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 SXY December 2025 0 0 0 0 0 0 0 March 2026 0 0 0 0 0 0 0 June 2026 0 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 0 - Futures on Exchange-Traded Funds Session: 6:00 a.m.
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Basis Trade on Close (BTC) on Share Futures Session: 9:30 a.m.
Symbol Transactions Volume Total 0 0 BAA 0 0 BAB 0 0 BAE 0 0 BCL 0 0 BCQ 0 0 BCV 0 0 BCW 0 0 BCY 0 0 BCZ 0 0 BDA 0 0 BEB 0 0 BEC 0 0 BEG 0 0 BFI 0 0 BFO 0 0 BFT 0 0 BGW 0 0 BHH 0 0 BHP 0 0 BIA 0 0 BIB 0 0 BIC 0 0 BIF 0 0 BIM 0 0 BIQ 0 0 BKE 0 0 BLA 0 0 BLF 0 0 BLI 0 0 BLQ 0 0 BLW 0 0 BMC 0 0 BMI 0 0 BMN 0 0 BMP 0 0 BMU 0 0 BNB 0 0 BNO 0 0 BNU 0 0 BOJ 0 0 BOM 0 0 BOP 0 0 BPP 0 0 BPQ 0 0 BPU 0 0 BPW 0 0 BQA 0 0 BQR 0 0 BRA 0 0 BRI 0 0 BRP 0 0 BRT 0 0 BRX 0 0 BSA 0 0 BSL 0 0 BSN 0 0 BSQ 0 0 BSU 0 0 BTA 0 0 BTD 0 0 BTJ 0 0 BTK 0 0 BTS 0 0 BUC 0 0 BUO 0 0 BUQ 0 0 BVF 0 0 BVT 0 0 BVV 0 0 BWC 0 0 BWD 0 0 BWG 0 0 BWN 0 0 BWO 0 0 BXD 0 0 BXG 0 0 BXJ 0 0 BXN 0 0 BXQ 0 0 BXT 0 0 BXW 0 0 BYR 0 0 BZA 0 0 BZB 0 0 BZH 0 0 BZK 0 0 BZQ 0 0 BZU 0 0 BZY 0 0
