Intra-Session Summary

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	2,754	116,302	88,215	1,399	36,381	38,561	4,153	152,683	126,776
ETF	106	1,683	1,960	51	625	267	157	2,308	2,227
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	2,860	117,985	90,175	1,450	37,006	38,828	4,310	154,991	129,003

One-Month CORRA Futures (COA) Session: 2:00 a.m.

Month Open High Low Last Change Volume Open Interest

Total 100 40

December 2023 0 0 0 0 0 0 40

January 2024 0 0 0 0 0 0 0

February 2024 95.025 95.025 95.025 95.025 0.010 100 0

Month	Open	High	Low	Last	Change	Volume	Open Interest
Total		100	40
December 2023	0	0	0	0	0	0	40
January 2024	0	0	0	0	0	0	0
February 2024	95.025	95.025	95.025	95.025	0.010	100	0

Three-Month CORRA Futures (CRA) Session: 2:00 a.m.

Month	Open	High	Low	Last	Change	Volume	Open Interest
Total						72,014	691,783
September 2023	94.945	94.948	94.945	94.945	0.003	1,547	115,347
December 2023	95.005	95.015	94.985	95.005	0	11,472	124,524
March 2024	95.245	95.270	95.195	95.255	0.025	16,211	124,694
June 2024	95.530	95.595	95.465	95.570	0.060	15,082	111,864
September 2024	95.795	95.890	95.735	95.860	0.085	12,254	68,599
December 2024	96.045	96.150	95.985	96.120	0.095	5,651	63,162
March 2025	96.270	96.375	96.210	96.340	0.090	4,278	41,535
June 2025	96.480	96.540	96.385	96.540	0.115	1,859	17,088
September 2025	96.585	96.670	96.515	96.645	0.085	2,215	14,949
December 2025	96.685	96.755	96.645	96.740	0.075	1,111	8,564
March 2026	96.780	96.835	96.780	96.835	0.095	234	1,015
June 2026	0	0	0	0	0	100	442

Three-Month Canadian Bankers' Acceptance Futures (BAX) Session: 2:00 a.m.

Month	Open	High	Low	Last	Change	Volume	Open Interest
Total						31,429	520,990
December 2023	94.555	94.565	94.540	94.560	0.015	5,411	119,092
March 2024	94.820	94.855	94.785	94.840	0.030	8,843	126,062
June 2024	95.125	95.195	95.075	95.175	0.060	6,601	101,556
September 2024	95.465	95.570	95.415	95.545	0.090	4,461	70,360
December 2024	95.720	95.840	95.660	95.800	0.110	2,748	56,736
March 2025	95.940	96.050	95.890	96.020	0.100	2,097	27,997
June 2025	96.130	96.220	96.060	96.200	0.100	625	10,702
September 2025	96.260	96.340	96.190	96.320	0.080	535	7,143
December 2025	96.340	96.390	96.330	96.390	0.050	108	1,121
March 2026	0	0	0	0	0	0	221

Options on Three-Month Canadian Bankers' Acceptance Futures (OBX) 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	8,650	0	0	0	7,250	0	0	0	15,900
OBX	0	0	0	8,650	0	0	0	7,250	0	0	0	15,900

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						39,923	131,151
December 2023	0	0	0	0	0	0	507
March 2024	103.135	103.285	103.045	103.245	0.155	39,923	130,644
June 2024	0	0	0	0	0	0	0
September 2024	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						54,415	109,678
December 2023	0	0	0	0	0	0	8,995
March 2024	110.650	111.080	110.450	110.980	0.450	54,415	100,683
June 2024	0	0	0	0	0	0	0
September 2024	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						143,723	507,358
December 2023	0	0	0	0	0	0	9,728
March 2024	119.940	120.620	119.420	120.450	0.690	143,723	497,630
June 2024	0	0	0	0	0	0	0
September 2024	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						82	1,529
December 2023	161.800	165.000	161.300	165.000	2.750	55	1,259
March 2024	162.150	164.650	161.800	164.650	2.050	27	270
June 2024	0	0	0	0	0	0	0
September 2024	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 0 425 0 0 0 425

OGB 0 0 0 0 0 0 0 425 0 0 0 425

	Call	Put	Total
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

	Call	Put	Total
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

	Call	Put	Total
Total	0	0	0	0	0	0	0	425	0	0	0	425
OGB	0	0	0	0	0	0	0	425	0	0	0	425

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						15,244	286,851
December 2023	1,219.500	1,227.700	1,214.000	1,226.300	6.400	15,242	284,031
March 2024	0	0	0	0	0	2	0
June 2024	0	0	0	0	0	0	0
September 2024	0	0	0	0	0	0	0
December 2024	0	0	0	0	0	0	1,560
December 2025	0	0	0	0	0	0	1,260
December 2026	0	0	0	0	0	0	0
December 2027	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 198

December 2023 0.200 0.200 0.050 0.150 0.150 198

March 2024 0 0 0 0 0 0

June 2024 0 0 0 0 0 0

September 2024 0 0 0 0 0 0

Month	Open	High	Low	Last	Change	Volume
Total		198
December 2023	0.200	0.200	0.050	0.150	0.150	198
March 2024	0	0	0	0	0	0
June 2024	0	0	0	0	0	0
September 2024	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	286
December 2023	1,218.800	1,225.700	1,214.100	1,225.700	5.800	10	286
March 2024	0	0	0	0	0	0	0
June 2024	0	0	0	0	0	0	0
September 2024	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

December 2023 0 0 0 0 0 0 0

March 2024 0 0 0 0 0 0 0

June 2024 0 0 0 0 0 0 0

September 2024 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 2023 0 0 0 0 0 0 0

March 2024 0 0 0 0 0 0 0

June 2024 0 0 0 0 0 0 0

September 2024 0 0 0 0 0 0 0

Month	Open	Last	Change	Volume	Open Interest
Total
December 2023	0	0	0	0	0
March 2024	0	0	0	0	0
June 2024	0	0	0	0	0
September 2024	0	0	0	0	0

Month	Open	Last	Change	Volume	Open Interest
Total
December 2023	0	0	0	0	0
March 2024	0	0	0	0	0
June 2024	0	0	0	0	0
September 2024	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	Open Interest
Total						46,465
December 2023	0	0	0	0	0	25,864
December 2024	0	0	0	0	0	20,046
December 2025	0	0	0	0	0	455
December 2026	0	0	0	0	0	50
December 2027	0	0	0	0	0	50

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 2023 0 0 0 0 0 0 0

March 2024 0 0 0 0 0 0 0

June 2024 0 0 0 0 0 0 0

September 2024 0 0 0 0 0 0 0

Month	Open	Last	Change	Volume	Open Interest
Total
December 2023	0	0	0	0	0
March 2024	0	0	0	0	0
June 2024	0	0	0	0	0
September 2024	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	4,391
SXA
December 2023	0	0	0	0	0	0	0
March 2024	0	0	0	0	0	0	0
June 2024	0	0	0	0	0	0	0
September 2024	0	0	0	0	0	0	0
SXB
December 2023	0	0	0	0	0	0	0
March 2024	0	0	0	0	0	0	0
June 2024	0	0	0	0	0	0	0
September 2024	0	0	0	0	0	0	0
SXD
December 2023	0	0	0	0	0	0	3,550
March 2024	0	0	0	0	0	0	0
June 2024	0	0	0	0	0	0	0
September 2024	0	0	0	0	0	0	0
SXG
December 2023	0	0	0	0	0	0	0
March 2024	0	0	0	0	0	0	0
June 2024	0	0	0	0	0	0	0
September 2024	0	0	0	0	0	0	0
SXH
December 2023	0	0	0	0	0	0	0
March 2024	0	0	0	0	0	0	0
June 2024	0	0	0	0	0	0	0
September 2024	0	0	0	0	0	0	0
SXK
December 2023	0	0	0	0	0	0	741
March 2024	0	0	0	0	0	0	100
June 2024	0	0	0	0	0	0	0
September 2024	0	0	0	0	0	0	0
SXR
December 2023	0	0	0	0	0	0	0
March 2024	0	0	0	0	0	0	0
June 2024	0	0	0	0	0	0	0
September 2024	0	0	0	0	0	0	0
SXS
December 2023	0	0	0	0	0	0	0
March 2024	0	0	0	0	0	0	0
June 2024	0	0	0	0	0	0	0
September 2024	0	0	0	0	0	0	0
SXT
December 2023	0	0	0	0	0	0	0
March 2024	0	0	0	0	0	0	0
June 2024	0	0	0	0	0	0	0
September 2024	0	0	0	0	0	0	0
SXU
December 2023	0	0	0	0	0	0	0
March 2024	0	0	0	0	0	0	0
June 2024	0	0	0	0	0	0	0
September 2024	0	0	0	0	0	0	0
SXW
December 2023	0	0	0	0	0	0	0
March 2024	0	0	0	0	0	0	0
June 2024	0	0	0	0	0	0	0
September 2024	0	0	0	0	0	0	0
SXY
December 2023	0	0	0	0	0	0	0
March 2024	0	0	0	0	0	0	0
June 2024	0	0	0	0	0	0	0
September 2024	0	0	0	0	0	0	0

Symbol	Transactions	Volume	Open Interest
Total	0	0	752,320
FAA	0	0	0
FAE	0	0	300
FAL	0	0	0
FAX	0	0	1,000
FBA	0	0	0
FBC	0	0	0
FBN	0	0	0
FBO	0	0	8,150
FCB	0	0	9,900
FCG	0	0	0
FCL	0	0	130
FCN	0	0	100
FCQ	0	0	219,800
FCT	0	0	0
FCX	0	0	0
FDO	0	0	0
FEB	0	0	39,000
FEM	0	0	0
FFL	0	0	0
FFS	0	0	0
FFV	0	0	0
FGI	0	0	0
FGN	0	0	0
FGW	0	0	0
FHO	0	0	0
FIA	0	0	0
FIF	0	0	0
FIR	0	0	6,500
FKY	0	0	0
FLF	0	0	5,900
FLL	0	0	0
FLN	0	0	0
FMA	0	0	3,400
FMF	0	0	90,200
FMI	0	0	200
FMO	0	0	0
FMU	0	0	0
FMX	0	0	0
FNB	0	0	0
FNN	0	0	0
FNO	0	0	0
FNS	0	0	6,700
FNU	0	0	200
FOC	0	0	0
FOP	0	0	0
FOU	0	0	0
FPM	0	0	0
FPP	0	0	16,130
FPW	0	0	3,400
FQB	0	0	0
FQN	0	0	0
FQR	0	0	250
FRP	0	0	8,800
FRQ	0	0	0
FRT	0	0	0
FRW	0	0	0
FRY	0	0	770
FSA	0	0	0
FSH	0	0	0
FSU	0	0	217,950
FTA	0	0	0
FTC	0	0	350
FTD	0	0	19,660
FTK	0	0	0
FTL	0	0	0
FUE	0	0	0
FVE	0	0	0
FVH	0	0	0
FVM	0	0	0
FVV	0	0	0
FWA	0	0	1,300
FWC	0	0	0
FWD	0	0	0
FWL	0	0	91,500
FWN	0	0	0
FWP	0	0	730
FXJ	0	0	0

Futures on Exchange-Traded Funds Session: 6:00 a.m.

Symbol	Transactions	Volume	Open Interest
Total	0	0	1,000
FEG	0	0	0
FEQ	0	0	0
FER	0	0	0
FET	0	0	0
FHT	0	0	0
FIC	0	0	0
FIU	0	0	1,000
FQT	0	0	0
FTH	0	0	0
FTV	0	0	0
FTX	0	0	0
FXB	0	0	0
FXE	0	0	0
FXG	0	0	0
FXN	0	0	0
FXT	0	0	0
FZB	0	0	0
FZN	0	0	0

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
BJR	0	0
BJX	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
BNX	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
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
BXX	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