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 7,163 352,069 680,614 3,399 70,084 96,637 10,562 422,153 777,251 CDR 336 1,299 3,275 167 600 413 503 1,899 3,688 CEF 71 900 2,066 65 8,349 7,898 136 9,249 9,964 ETF 396 87,493 132,865 339 194,116 188,227 735 281,609 321,092 US dollar (USX) 2 188 156 8 1,399 2,105 10 1,587 2,261 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 7,968 441,949 818,976 3,978 274,548 295,280 11,946 716,497 1,114,256 -
One-Month CORRA Futures (COA) Session: 2:00 a.m.
Month Open High Low Last Change Volume Open Interest Total 325 1,143 April 2026 97.715 97.715 97.715 0 -0.005 75 410 May 2026 0 0 0 0 0 0 196 June 2026 0 0 0 0 0 0 351 July 2026 97.710 97.710 97.695 0 0.005 250 186 -
Three-Month CORRA Futures (CRA) Session: 2:00 a.m.
Month Open High Low Last Change Volume Open Interest Total 256,886 1,548,480 March 2026 97.715 97.718 97.715 0 -0.003 4,085 242,444 June 2026 97.655 97.695 97.655 0 0.010 35,779 174,268 September 2026 97.495 97.585 97.490 0 0.045 38,905 233,019 December 2026 97.320 97.435 97.310 0 0.065 56,711 330,029 March 2027 97.165 97.295 97.160 0 0.070 40,784 199,573 June 2027 97.095 97.220 97.090 0 0.070 37,453 144,679 September 2027 97.065 97.185 97.065 0 0.070 18,018 69,646 December 2027 97.055 97.160 97.045 0 0.065 12,505 76,441 March 2028 97.025 97.130 97.020 0 0.055 9,329 46,413 June 2028 97.015 97.110 97.015 0 0.050 2,364 24,882 September 2028 97.040 97.095 97.040 0 0.055 542 5,977 December 2028 97.060 97.075 97.045 0 0.045 411 1,109 -
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 28,625 0 0 0 12,050 0 0 0 40,675 OCR 0 0 0 28,625 0 0 0 12,050 0 0 0 40,675 -
FTSE Canada Bank Credit Index Futures (BCS) Session: 7:00 a.m.
Month Open High Low Last Change Volume Open Interest Total 125 140 June 2026 99.235 99.235 99.235 99.235 0.015 125 140 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 -
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 107,202 387,643 June 2026 105.240 105.400 105.220 105.345 0.105 107,202 387,643 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 -
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 124,278 265,570 June 2026 113.340 113.800 113.310 113.650 0.280 124,278 265,570 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 -
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 171,664 736,766 June 2026 119.690 120.420 119.570 120.170 0.490 171,664 736,766 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 -
30-Year Government of Canada Bond Futures (LGB) Session: 7:00 a.m.
Month Open High Low Last Change Volume Open Interest Total 15 309 June 2026 143.900 143.900 143.800 143.800 1.800 15 309 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 -
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 1,350 0 0 0 1,350 OGF 0 0 0 0 0 0 0 1,350 0 0 0 1,350 -
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 14,986 148,124 June 2026 1,983.700 2,000.600 1,978.100 1,996.200 14.900 14,986 148,123 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 501 June 2026 1.250 1.550 1.250 1.550 1.550 501 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 26 1,027 June 2026 1,987.200 1,997.900 1,987.200 1,997.000 15.700 26 1,027 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 82.3970858581 0.02% 0 0 0 867 September 2026 82.3970858581 0.02% 0 0 0 10 December 2026 82.3970858581 0.02% 0 0 0 105 March 2027 82.3970858581 0.02% 0 0 0 0 December 2027 82.3970858581 0.02% 0 0 0 30 December 2028 82.3970858581 0.02% 0 0 0 0 December 2029 82.3970858581 0.02% 0 0 0 0 December 2030 82.3970858581 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 7,945 December 2026 0 0 0 0 0 0 6,590 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 8,400 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 4,300 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 4,100 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