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 4,616 66,507 85,271 1,727 24,537 230,444 6,343 91,044 315,715 ETF 187 5,555 2,118 85 624 696 272 6,179 2,814 US dollar (USX) 0 0 0 3 58 165 3 58 165 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 4,803 72,062 87,389 1,815 25,219 231,305 6,618 97,281 318,694 -
Three-Month CORRA Futures (CRA) Session: 8:00 p.m. (t-1)
Month Open High Low Last Change Volume Open Interest Total 605 8,378 March 2022 0 0 0 0 0 0 4,534 June 2022 0 0 0 0 0 250 1,356 September 2022 0 0 0 0 0 0 308 December 2022 97.235 97.240 97.235 97.240 0.035 4 741 March 2023 97.130 97.130 97.120 97.130 0.025 266 234 June 2023 97.070 97.070 97.070 97.070 0.005 2 702 September 2023 0 0 0 0 0 0 324 December 2023 0 0 0 0 0 0 34 March 2024 97.165 97.165 97.155 97.160 0 43 140 June 2024 0 0 0 0 0 0 5 September 2024 0 0 0 0 0 0 0 December 2024 97.190 97.205 97.190 97.200 0 40 0 -
Three-Month Canadian Bankers' Acceptance Futures (BAX) Session: 8:00 p.m. (t-1)
Month Open High Low Last Change Volume Open Interest Total 46,217 883,524 June 2022 97.790 97.800 97.770 97.785 0.005 6,898 177,824 July 2022 0 0 0 0 0 0 0 August 2022 0 0 0 0 0 0 0 September 2022 97.125 97.160 97.105 97.145 0.030 8,784 167,472 December 2022 96.850 96.900 96.840 96.885 0.035 8,233 163,372 March 2023 96.755 96.815 96.750 96.800 0.035 8,945 130,840 June 2023 96.740 96.815 96.740 96.795 0.035 3,992 94,005 September 2023 96.755 96.830 96.755 96.805 0.025 5,154 68,988 December 2023 96.820 96.855 96.815 96.825 0.015 2,438 48,694 March 2024 96.845 96.885 96.840 96.855 0.015 1,549 19,889 June 2024 96.880 96.880 96.855 96.855 0.005 97 6,693 September 2024 96.875 96.875 96.865 96.865 0 75 3,424 December 2024 96.870 96.880 96.865 96.875 -0.010 52 1,473 March 2025 0 0 0 0 0 0 850 - Options on Three-Month Canadian Bankers' Acceptance Futures (OBX) Session: 8:00 p.m. (t-1)
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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 55,283 47,656 June 2022 105.795 105.870 105.780 105.830 0.035 34,200 47,294 September 2022 105.430 105.490 105.385 105.460 0.040 21,083 362 December 2022 0 0 0 0 0 0 0 March 2023 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 159,878 135,504 June 2022 116.210 116.520 116.130 116.350 0.100 93,018 113,857 September 2022 115.020 115.280 114.960 115.120 0.080 66,860 21,647 December 2022 0 0 0 0 0 0 0 March 2023 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 712,010 795,875 June 2022 127.020 127.560 126.800 127.160 0.200 375,996 583,946 September 2022 128.300 128.830 128.000 128.540 0.290 336,014 211,929 December 2022 0 0 0 0 0 0 0 March 2023 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 2,189 2,110 June 2022 187.650 187.650 185.200 186.750 1.400 1,676 2,105 September 2022 185.950 187.150 185.950 187.000 1.950 513 5 December 2022 0 0 0 0 0 0 0 March 2023 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 37 0 0 0 460 0 0 0 497 OGB 0 0 0 37 0 0 0 460 0 0 0 497 -
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 16,721 298,435 June 2022 1,230.700 1,236.000 1,222.300 1,229.500 3.200 16,721 298,435 September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 December 2023 0 0 0 0 0 0 0 December 2024 0 0 0 0 0 0 0 December 2025 0 0 0 0 0 0 0 December 2026 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 230 June 2022 -2.700 -2.700 -2.850 -2.850 -2.850 230 September 2022 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 March 2023 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 20 502 June 2022 1,225.300 1,232.000 1,225.300 1,231.800 5.500 20 502 September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 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 2022 0 0 0 0 0 0 0 September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 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 2022 0 0 0 0 0 0 0 September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 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 1 5,620 December 2022 36.750 36.750 36.750 36.750 -0.750 1 2,880 December 2023 0 0 0 0 0 0 2,145 December 2024 0 0 0 0 0 0 325 December 2025 0 0 0 0 0 0 270 December 2026 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 1 June 2022 0 0 0 0 0 0 1 September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 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 30 SXA June 2022 0 0 0 0 0 0 0 September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 SXB June 2022 0 0 0 0 0 0 0 September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 SXD June 2022 0 0 0 0 0 0 30 September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 SXG June 2022 0 0 0 0 0 0 0 September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 SXH June 2022 0 0 0 0 0 0 0 September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 SXK June 2022 0 0 0 0 0 0 0 September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 SXR June 2022 0 0 0 0 0 0 0 September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 SXS June 2022 0 0 0 0 0 0 0 September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 SXT June 2022 0 0 0 0 0 0 0 September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 SXU June 2022 0 0 0 0 0 0 0 September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 SXW June 2022 0 0 0 0 0 0 0 September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 SXY June 2022 0 0 0 0 0 0 0 September 2022 0 0 0 0 0 0 0 December 2022 0 0 0 0 0 0 0 March 2023 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 4 44,800 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 BHX 0 0 BIA 0 0 BIB 0 0 BIC 0 0 BIF 0 0 BIM 0 0 BIQ 0 0 BJR 0 0 BJX 0 0 BKE 0 0 BLA 0 0 BLF 3 30,800 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 BOA 0 0 BOM 0 0 BOP 0 0 BPG 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 BSJ 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 1 14,000 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 BXX 0 0 BYI 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