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 5,258 327,531 473,809 2,596 37,920 65,390 7,854 365,451 539,199 CDR 127 563 2,245 61 193 131 188 756 2,376 CEF 105 1,372 6,059 37 428 807 142 1,800 6,866 ETF 213 53,974 75,257 165 114,132 118,479 378 168,106 193,736 US dollar (USX) 11 202 349 13 489 361 24 691 710 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 5,714 383,642 557,719 2,872 153,162 185,168 8,586 536,804 742,887 -
One-Month CORRA Futures (COA) Session: 2:00 a.m.
Month Open High Low Last Change Volume Open Interest Total 197 722 January 2026 97.740 97.740 97.740 0 -0.003 86 124 February 2026 0 0 0 0 0 0 348 March 2026 97.755 97.755 97.755 0 0 50 168 April 2026 97.755 97.755 97.755 0 0 61 82 -
Three-Month CORRA Futures (CRA) Session: 2:00 a.m.
Month Open High Low Last Change Volume Open Interest Total 156,614 1,454,977 December 2025 97.740 97.740 97.735 0 -0.003 8,638 204,151 March 2026 97.760 97.760 97.750 0 -0.005 25,741 194,456 June 2026 97.740 97.745 97.730 0 -0.005 24,164 249,944 September 2026 97.675 97.680 97.655 0 -0.010 31,807 207,454 December 2026 97.575 97.580 97.545 0 -0.015 31,333 208,365 March 2027 97.475 97.480 97.440 0 -0.020 13,435 143,462 June 2027 97.395 97.395 97.360 0 -0.015 8,531 87,301 September 2027 97.320 97.325 97.290 0 -0.015 6,079 65,766 December 2027 97.250 97.255 97.225 0 -0.010 5,509 73,945 March 2028 97.195 97.200 97.170 0 -0.010 1,322 17,402 June 2028 97.135 97.140 97.125 0 -0.015 55 2,706 September 2028 0 0 0 0 0 0 25 -
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 9,500 0 0 0 6,350 0 0 0 15,850 OCR 0 0 0 9,500 0 0 0 6,350 0 0 0 15,850 -
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 54,810 330,766 March 2026 105.710 105.725 105.670 105.680 -0.025 54,810 330,766 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 -
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 63,086 294,880 March 2026 113.670 113.720 113.530 113.570 -0.090 63,086 294,880 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 -
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 127,457 692,381 March 2026 121.640 121.740 121.400 121.430 -0.230 127,457 692,381 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 -
30-Year Government of Canada Bond Futures (LGB) Session: 7:00 a.m.
Month Open High Low Last Change Volume Open Interest Total 15 292 March 2026 146.150 146.150 145.550 145.550 -0.350 15 292 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 -
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 0 230 0 0 0 230 OGF 0 0 0 0 0 0 0 230 0 0 0 230 -
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 12,714 166,517 March 2026 1,928.000 1,933.300 1,918.100 1,925.100 -1.500 12,714 166,516 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 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 50 March 2026 1.300 1.350 1.100 1.250 1.250 50 June 2026 0 0 0 0 0 0 September 2026 0 0 0 0 0 0 December 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 10 653 March 2026 1,925.900 1,927.500 1,918.200 1,926.000 -0.600 10 653 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 -
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 0 468 March 2026 44.4458466716 0.02% 0 0 0 223 June 2026 44.4458466716 0.02% 0 0 0 100 September 2026 44.4458466716 0.02% 0 0 0 10 December 2026 44.4458466716 0.02% 0 0 0 105 December 2027 44.4458466716 0.02% 0 0 0 30 December 2028 44.4458466716 0.02% 0 0 0 0 December 2029 44.4458466716 0.02% 0 0 0 0 December 2030 44.4458466716 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 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 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 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 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 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 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 7,740 December 2026 0 0 0 0 0 0 6,515 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 December 2030 0 0 0 0 0 0 0 -
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 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 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 10,000 SXA 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 0 SXB 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 0 SXD 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 0 SXG 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 0 SXH 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 0 SXK March 2026 0 0 0 0 0 0 10,000 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 SXR 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 0 SXT 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 0 SXU 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 0 SXW 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 0 SXY 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 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