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 0 0 0 0 0 0 0 0 0 CDR 0 0 0 0 0 0 0 0 0 CEF 0 0 0 0 0 0 0 0 0 ETF 0 0 0 0 0 0 0 0 0 US dollar (USX) 0 0 0 0 0 0 0 0 0 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 0 0 0 0 0 0 0 0 0 -
One-Month CORRA Futures (COA) Session: 2:00 a.m.
Month Open High Low Last Change Volume Open Interest Total 0 200 October 2025 0 0 0 0 0 0 100 November 2025 0 0 0 0 0 0 100 December 2025 0 0 0 0 0 0 0 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 1,355 1,457,830 September 2025 0 0 0 0 0 0 232,753 December 2025 97.715 97.720 97.715 97.720 0 105 247,035 March 2026 97.780 97.790 97.780 97.785 0 594 259,396 June 2026 97.780 97.790 97.780 97.780 0 281 215,159 September 2026 97.745 97.755 97.745 97.750 0.005 134 168,031 December 2026 97.695 97.705 97.695 97.705 0.010 133 150,281 March 2027 97.645 97.650 97.645 97.650 0.010 17 81,748 June 2027 97.600 97.605 97.600 97.605 0.010 51 58,270 September 2027 97.550 97.560 97.550 97.560 0.015 35 26,945 December 2027 97.505 97.515 97.505 97.515 0.015 5 14,469 March 2028 0 0 0 0 0 0 3,643 June 2028 0 0 0 0 0 0 100 -
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 7,000 0 0 0 5,625 0 0 0 12,625 OCR 0 0 0 7,000 0 0 0 5,625 0 0 0 12,625 -
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 493 314,352 December 2025 105.900 105.915 105.900 105.910 0.020 493 314,352 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 1,198 291,857 December 2025 115.370 115.450 115.360 115.440 0.090 1,198 291,857 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 4,440 786,890 December 2025 122.420 122.590 122.360 122.590 0.200 4,440 786,890 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 0 575 December 2025 0 0 0 0 0 0 575 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 648 166,921 December 2025 1,789.900 1,796.400 1,789.300 1,791.300 0.100 648 166,920 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 0 528 December 2025 0 0 0 0 0 0 528 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 0 100 December 2025 3.0181235616 0% 0 0 0 100 March 2026 3.0181235616 0% 0 0 0 0 June 2026 3.0181235616 0% 0 0 0 0 September 2026 3.0181235616 0% 0 0 0 0 December 2026 3.0181235616 0% 0 0 0 0 December 2027 3.0181235616 0% 0 0 0 0 December 2028 3.0181235616 0% 0 0 0 0 December 2029 3.0181235616 0% 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 12,114 December 2025 0 0 0 0 0 0 9,424 December 2026 0 0 0 0 0 0 1,465 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