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	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 0 550

June 2023 0 0 0 0 0 0 250

July 2023 0 0 0 0 0 0 200

August 2023 0 0 0 0 0 0 100

September 2023 0 0 0 0 0 0 0

Month	Open	Low	Last	Change	Volume	Open Interest
Total		550
June 2023	0	0	0	0	0	250
July 2023	0	0	0	0	0	200
August 2023	0	0	0	0	0	100
September 2023	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						216	299,409
March 2023	0	0	0	0	0	0	45,208
June 2023	95.245	95.245	95.240	95.240	0.015	7	63,885
September 2023	0	0	0	0	0	0	90,470
December 2023	95.060	95.060	95.045	95.050	-0.010	162	35,185
March 2024	95.150	95.150	95.150	95.150	-0.035	46	21,095
June 2024	0	0	0	0	0	0	26,116
September 2024	0	0	0	0	0	0	12,655
December 2024	0	0	0	0	0	0	2,454
March 2025	96.340	96.340	96.340	96.340	0.035	1	1,478
June 2025	0	0	0	0	0	0	496
September 2025	0	0	0	0	0	0	204
December 2025	0	0	0	0	0	0	163

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

Month	Open	High	Low	Last	Change	Volume	Open Interest
Total						1,889	658,075
June 2023	94.815	94.830	94.810	94.810	0.005	1,091	117,146
July 2023	0	0	0	0	0	0	0
August 2023	0	0	0	0	0	0	0
September 2023	94.625	94.625	94.595	94.600	0.005	111	129,617
December 2023	94.610	94.615	94.585	94.585	-0.020	316	103,063
March 2024	94.795	94.795	94.760	94.765	-0.030	172	98,127
June 2024	95.070	95.080	95.050	95.050	-0.030	59	89,577
September 2024	95.430	95.430	95.390	95.400	-0.010	41	60,914
December 2024	95.750	95.760	95.740	95.740	0.010	35	43,598
March 2025	96.020	96.020	95.980	95.990	0.010	64	13,388
June 2025	0	0	0	0	0	0	1,795
September 2025	0	0	0	0	0	0	638
December 2025	0	0	0	0	0	0	211
March 2026	0	0	0	0	0	0	1

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	9,650	0	0	0	16,040	0	0	0	25,690
OBW	0	0	0	0	0	0	0	0	0	0	0	0
OBX	0	0	0	9,650	0	0	0	16,040	0	0	0	25,690
OBY	0	0	0	0	0	0	0	0	0	0	0	0
OBZ	0	0	0	0	0	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						154	83,606
June 2023	0	0	0	0	0	0	413
September 2023	102.690	102.695	102.630	102.635	-0.040	154	83,193
December 2023	0	0	0	0	0	0	0
March 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						432	97,953
June 2023	0	0	0	0	0	0	0
September 2023	110.920	110.930	110.750	110.760	-0.070	432	97,953
December 2023	0	0	0	0	0	0	0
March 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						6,624	413,341
June 2023	0	0	0	0	0	0	265
September 2023	122.950	123.000	122.610	122.710	0	6,624	413,076
December 2023	0	0	0	0	0	0	0
March 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 0 1,827

June 2023 0 0 0 0 0 0 894

September 2023 0 0 0 0 0 0 933

December 2023 0 0 0 0 0 0 0

March 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 0 569 0 0 0 569

OGB 0 0 0 0 0 0 0 569 0 0 0 569

Month	Open	Low	Last	Change	Volume	Open Interest
Total		1,827
June 2023	0	0	0	0	0	894
September 2023	0	0	0	0	0	933
December 2023	0	0	0	0	0	0
March 2024	0	0	0	0	0	0

	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	569	0	0	0	569
OGB	0	0	0	0	0	0	0	569	0	0	0	569

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						1,761	272,262
June 2023	1,204.900	1,205.500	1,199.600	1,201.200	-2.400	1,760	267,137
September 2023	0	0	0	0	0	1	15
December 2023	0	0	0	0	0	0	2,500
March 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	1,050
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 0

June 2023 0 0 0 0 0 0

September 2023 0 0 0 0 0 0

December 2023 0 0 0 0 0 0

March 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 0 317

June 2023 0 0 0 0 0 0 317

September 2023 0 0 0 0 0 0 0

December 2023 0 0 0 0 0 0 0

March 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

June 2023 0 0 0 0 0 0 0

September 2023 0 0 0 0 0 0 0

December 2023 0 0 0 0 0 0 0

March 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

June 2023 0 0 0 0 0 0 0

September 2023 0 0 0 0 0 0 0

December 2023 0 0 0 0 0 0 0

March 2024 0 0 0 0 0 0 0

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

Month	Open	Low	Last	Change	Volume	Open Interest
Total		317
June 2023	0	0	0	0	0	317
September 2023	0	0	0	0	0	0
December 2023	0	0	0	0	0	0
March 2024	0	0	0	0	0	0

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

Month	Open	Last	Change	Volume	Open Interest
Total
June 2023	0	0	0	0	0
September 2023	0	0	0	0	0
December 2023	0	0	0	0	0
March 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						38,044
December 2023	0	0	0	0	0	24,114
December 2024	0	0	0	0	0	13,375
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

June 2023 0 0 0 0 0 0 0

September 2023 0 0 0 0 0 0 0

December 2023 0 0 0 0 0 0 0

March 2024 0 0 0 0 0 0 0

Month	Open	Last	Change	Volume	Open Interest
Total
June 2023	0	0	0	0	0
September 2023	0	0	0	0	0
December 2023	0	0	0	0	0
March 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	4,441
SXA
June 2023	0	0	0	0	0	0	0
September 2023	0	0	0	0	0	0	0
December 2023	0	0	0	0	0	0	0
March 2024	0	0	0	0	0	0	0
SXB
June 2023	0	0	0	0	0	0	0
September 2023	0	0	0	0	0	0	0
December 2023	0	0	0	0	0	0	0
March 2024	0	0	0	0	0	0	0
SXD
June 2023	0	0	0	0	0	0	3,550
September 2023	0	0	0	0	0	0	0
December 2023	0	0	0	0	0	0	0
March 2024	0	0	0	0	0	0	0
SXG
June 2023	0	0	0	0	0	0	0
September 2023	0	0	0	0	0	0	0
December 2023	0	0	0	0	0	0	0
March 2024	0	0	0	0	0	0	0
SXH
June 2023	0	0	0	0	0	0	0
September 2023	0	0	0	0	0	0	0
December 2023	0	0	0	0	0	0	0
March 2024	0	0	0	0	0	0	0
SXK
June 2023	0	0	0	0	0	0	691
September 2023	0	0	0	0	0	0	150
December 2023	0	0	0	0	0	0	0
March 2024	0	0	0	0	0	0	50
SXR
June 2023	0	0	0	0	0	0	0
September 2023	0	0	0	0	0	0	0
December 2023	0	0	0	0	0	0	0
March 2024	0	0	0	0	0	0	0
SXS
June 2023	0	0	0	0	0	0	0
September 2023	0	0	0	0	0	0	0
December 2023	0	0	0	0	0	0	0
March 2024	0	0	0	0	0	0	0
SXT
June 2023	0	0	0	0	0	0	0
September 2023	0	0	0	0	0	0	0
December 2023	0	0	0	0	0	0	0
March 2024	0	0	0	0	0	0	0
SXU
June 2023	0	0	0	0	0	0	0
September 2023	0	0	0	0	0	0	0
December 2023	0	0	0	0	0	0	0
March 2024	0	0	0	0	0	0	0
SXW
June 2023	0	0	0	0	0	0	0
September 2023	0	0	0	0	0	0	0
December 2023	0	0	0	0	0	0	0
March 2024	0	0	0	0	0	0	0
SXY
June 2023	0	0	0	0	0	0	0
September 2023	0	0	0	0	0	0	0
December 2023	0	0	0	0	0	0	0
March 2024	0	0	0	0	0	0	0

Symbol	Transactions	Volume	Open Interest
Total	0	0	594,801
FAA	0	0	0
FAE	0	0	0
FAL	0	0	0
FAX	0	0	1,000
FBA	0	0	0
FBC	0	0	10,800
FBN	0	0	0
FBO	0	0	23,800
FCB	0	0	9,600
FCG	0	0	0
FCL	0	0	1,250
FCN	0	0	250
FCQ	0	0	0
FCT	0	0	0
FCX	0	0	0
FDO	0	0	0
FEB	0	0	199,500
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	20,150
FKY	0	0	0
FLF	0	0	20,000
FLL	0	0	0
FLN	0	0	0
FMA	0	0	16,800
FMF	0	0	99,900
FMI	0	0	400
FMO	0	0	0
FMU	0	0	0
FMX	0	0	0
FNB	0	0	1,000
FNN	0	0	0
FNO	0	0	0
FNS	0	0	5,700
FNU	0	0	130
FOC	0	0	0
FOP	0	0	0
FOU	0	0	300
FPM	0	0	0
FPP	0	0	0
FPW	0	0	3,400
FQB	0	0	0
FQN	0	0	0
FQR	0	0	250
FRP	0	0	7,920
FRQ	0	0	0
FRT	0	0	0
FRW	0	0	0
FRY	0	0	25,601
FSA	0	0	0
FSH	0	0	0
FSU	0	0	105,700
FTA	0	0	0
FTC	0	0	320
FTD	0	0	10,210
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	1,320
FWC	0	0	0
FWD	0	0	0
FWL	0	0	29,500
FWN	0	0	0
FWP	0	0	0
FXJ	0	0	0

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

Symbol	Transactions	Volume	Open Interest
Total	0	0	0
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	0
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