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 5,193 230,793 567,045 3,275 49,231 91,786 8,468 280,024 658,831 CDR 191 811 1,321 121 469 836 312 1,280 2,157 CEF 114 2,795 3,828 115 2,731 7,734 229 5,526 11,562 ETF 401 37,691 25,141 568 193,715 317,467 969 231,406 342,608 US dollar (USX) 2 20 199 10 314 178 12 334 377 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 5,901 272,110 597,534 4,089 246,460 418,001 9,990 518,570 1,015,535 -
One-Month CORRA Futures (COA) Session: 2:00 a.m.
Month Open High Low Last Change Volume Open Interest Total 3,805 1,324 March 2026 97.730 97.730 97.730 0 -0.003 145 534 April 2026 97.730 97.730 97.730 0 -0.005 487 384 May 2026 97.675 97.695 97.670 0 -0.045 1,015 120 June 2026 97.630 97.635 97.595 0 -0.090 2,158 286 -
Three-Month CORRA Futures (CRA) Session: 2:00 a.m.
Month Open High Low Last Change Volume Open Interest Total 491,000 1,538,066 March 2026 97.723 97.723 97.680 0 -0.033 20,812 206,553 June 2026 97.590 97.595 97.375 0 -0.190 63,765 211,310 September 2026 97.340 97.355 97.075 0 -0.240 73,730 249,114 December 2026 97.145 97.175 96.880 0 -0.240 131,536 334,954 March 2027 97.035 97.045 96.745 0 -0.225 68,074 193,694 June 2027 97.010 97.025 96.745 0 -0.205 51,508 140,025 September 2027 97.020 97.050 96.805 0 -0.165 25,437 75,447 December 2027 97.060 97.060 96.840 0 -0.140 32,870 72,060 March 2028 97.040 97.045 96.845 0 -0.140 16,304 37,447 June 2028 97.040 97.040 96.850 0 -0.150 6,140 15,302 September 2028 96.975 96.975 96.860 0 -0.125 803 2,159 December 2028 96.915 96.915 96.885 0 -0.130 21 1 -
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 3 450 45 19,575 0 0 0 9,425 3 450 45 29,000 OCR 3 450 45 19,575 0 0 0 9,425 3 450 45 29,000 -
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 234,433 334,545 June 2026 105.110 105.135 104.665 104.705 -0.320 234,433 334,545 September 2026 0 0 0 0 0 0 0 December 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 156,332 222,280 June 2026 113.420 113.510 112.600 112.660 -0.610 156,332 222,280 September 2026 0 0 0 0 0 0 0 December 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 257,202 684,724 June 2026 120.030 120.180 118.890 119.010 -0.840 257,202 684,724 September 2026 0 0 0 0 0 0 0 December 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 80 262 June 2026 141.450 141.500 141.450 141.500 -1.850 80 262 September 2026 0 0 0 0 0 0 0 December 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 1 100 1 1,250 1 100 1 1,250 OGF 0 0 0 0 1 100 1 1,250 1 100 1 1,250 -
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 29,329 140,736 June 2026 1,864.200 1,871.000 1,823.000 1,835.700 -27.500 29,329 140,735 September 2026 0 0 0 0 0 0 0 December 2026 0 0 0 0 0 0 1 March 2027 0 0 0 0 0 0 0 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 December 2030 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 1,545 June 2026 0.700 1.500 0.700 1.500 1.500 1,545 September 2026 0 0 0 0 0 0 December 2026 0 0 0 0 0 0 March 2027 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 36 859 June 2026 1,850.100 1,850.100 1,826.100 1,831.100 -32.100 36 859 September 2026 0 0 0 0 0 0 0 December 2026 0 0 0 0 0 0 0 March 2027 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 1,012 June 2026 70.6130094033 0.02% 0 0 0 867 September 2026 70.6130094033 0.02% 0 0 0 10 December 2026 70.6130094033 0.02% 0 0 0 105 March 2027 70.6130094033 0.02% 0 0 0 0 December 2027 70.6130094033 0.02% 0 0 0 30 December 2028 70.6130094033 0.02% 0 0 0 0 December 2029 70.6130094033 0.02% 0 0 0 0 December 2030 70.6130094033 0.02% 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 June 2026 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 December 2026 0 0 0 0 0 0 March 2027 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 December 2030 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 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 0 March 2027 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 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 0 March 2027 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 7,845 December 2026 0 0 0 0 0 0 6,490 December 2027 0 0 0 0 0 0 665 December 2028 0 0 0 0 0 0 385 December 2029 0 0 0 0 0 0 205 December 2030 0 0 0 0 0 0 100 -
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 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 0 March 2027 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 0 SXA 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 0 March 2027 0 0 0 0 0 0 0 SXB 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 0 March 2027 0 0 0 0 0 0 0 SXD 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 0 March 2027 0 0 0 0 0 0 0 SXG 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 0 March 2027 0 0 0 0 0 0 0 SXH 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 0 March 2027 0 0 0 0 0 0 0 SXK 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 0 March 2027 0 0 0 0 0 0 0 SXR 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 0 March 2027 0 0 0 0 0 0 0 SXT 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 0 March 2027 0 0 0 0 0 0 0 SXU 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 0 March 2027 0 0 0 0 0 0 0 SXW 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 0 March 2027 0 0 0 0 0 0 0 SXY 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 0 March 2027 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