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 3,949 70,267 120,000 2,074 37,607 76,151 6,023 107,874 196,151 ETF 139 12,354 19,625 116 59,113 41,592 255 71,467 61,217 US dollar (USX) 2 2 0 1 1 0 3 3 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 4,090 82,623 139,625 2,191 96,721 117,743 6,281 179,344 257,368 -
One-Month CORRA Futures (COA) Session: 2:00 a.m.
Month Open High Low Last Change Volume Open Interest Total 0 0 February 2023 0 0 0 0 0 0 0 March 2023 0 0 0 0 0 0 0 April 2023 0 0 0 0 0 0 0 May 2023 0 0 0 0 0 0 0 June 2023 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 8,916 74,081 December 2022 0 0 0 0 0 0 14,197 March 2023 95.440 95.440 95.410 0 -0.025 1,216 19,926 June 2023 95.475 95.485 95.400 0 -0.080 972 10,841 September 2023 95.670 95.675 95.525 0 -0.135 2,915 11,448 December 2023 96.065 96.085 95.860 0 -0.205 451 4,398 March 2024 96.570 96.570 96.335 0 -0.220 719 4,010 June 2024 96.990 97.020 96.795 0 -0.210 1,600 5,003 September 2024 97.255 97.275 97.140 0 -0.180 576 2,358 December 2024 97.490 97.510 97.330 0 -0.135 72 540 March 2025 97.540 97.545 97.460 0 -0.110 288 591 June 2025 97.655 97.670 97.560 0 -0.060 75 430 September 2025 97.610 97.640 97.575 97.640 -0.015 32 339 -
Three-Month Canadian Bankers' Acceptance Futures (BAX) Session: 2:00 a.m.
Month Open High Low Last Change Volume Open Interest Total 112,274 797,675 February 2023 0 0 0 0 0 0 0 March 2023 95.065 95.070 95.030 0 -0.015 17,695 206,787 April 2023 0 0 0 0 0 0 0 June 2023 95.120 95.160 95.050 0 -0.085 20,255 191,795 September 2023 95.315 95.340 95.185 0 -0.135 19,353 141,971 December 2023 95.715 95.745 95.505 0 -0.205 15,471 89,551 March 2024 96.180 96.250 95.990 0 -0.230 10,888 60,781 June 2024 96.630 96.720 96.450 0 -0.220 14,494 61,336 September 2024 96.940 97.010 96.820 0 -0.170 11,871 20,629 December 2024 97.160 97.200 97.010 0 -0.140 2,083 21,454 March 2025 97.290 97.290 97.170 0 -0.070 98 1,787 June 2025 97.330 97.340 97.280 0 -0.020 64 856 September 2025 97.320 97.320 97.320 0 0 2 724 December 2025 0 0 0 0 0 0 4 - Options on Three-Month Canadian Bankers' Acceptance Futures (OBX) Session: 2:00 a.m.
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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 54,609 91,557 March 2023 103.615 103.675 103.370 103.395 -0.265 54,609 91,557 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 -
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 51,749 113,823 March 2023 113.740 113.820 112.950 113.070 -0.690 51,749 113,823 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 -
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 133,940 520,784 March 2023 127.580 127.660 125.820 126.340 -1.120 133,940 520,784 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 -
30-Year Government of Canada Bond Futures (LGB) Session: 7:00 a.m.
Month Open High Low Last Change Volume Open Interest Total 241 601 March 2023 177.350 177.500 176.200 177.250 -2.600 241 601 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 -
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 49 0 0 0 725 0 0 0 774 OGB 0 0 0 49 0 0 0 725 0 0 0 774 -
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 30,245 296,272 March 2023 1,247.800 1,257.500 1,245.000 1,253.600 3.200 30,245 292,472 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 2,500 December 2024 0 0 0 0 0 0 1,050 December 2025 0 0 0 0 0 0 250 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 1,664 March 2023 1.350 1.500 1.350 1.500 1.500 1,664 June 2023 0 0 0 0 0 0 September 2023 0 0 0 0 0 0 December 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 6 395 March 2023 1,251.700 1,254.800 1,251.700 1,253.400 3.000 6 395 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 -
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 March 2023 0 0 0 0 0 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 -
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 March 2023 0 0 0 0 0 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 -
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 250 16,775 December 2023 40.650 40.650 40.650 0 0.250 250 7,920 December 2024 0 0 0 0 0 0 8,525 December 2025 0 0 0 0 0 0 330 December 2026 0 0 0 0 0 0 0 December 2027 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 March 2023 0 0 0 0 0 0 1 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 -
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 3,091 SXA March 2023 0 0 0 0 0 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 SXB March 2023 0 0 0 0 0 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 SXD March 2023 0 0 0 0 0 0 2,550 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 SXG March 2023 0 0 0 0 0 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 SXH March 2023 0 0 0 0 0 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 SXK March 2023 0 0 0 0 0 0 391 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 SXR March 2023 0 0 0 0 0 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 SXS March 2023 0 0 0 0 0 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 SXT March 2023 0 0 0 0 0 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 SXU March 2023 0 0 0 0 0 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 SXW March 2023 0 0 0 0 0 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 SXY March 2023 0 0 0 0 0 0 150 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 - 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 2 11,300 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 1 2,800 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 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 BYI 0 0 BYR 1 8,500 BZA 0 0 BZB 0 0 BZH 0 0 BZK 0 0 BZQ 0 0 BZU 0 0 BZY 0 0