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Intra-Session Summary

Interest rate derivative trading will cease at 1:30 p.m. today, July 30, 2021. Furthermore, the Exchange's markets will be closed on August 2, 2021.

Sections

Equity, Currency, Index and ETF Options

Session start: 9:30 a.m.
  Call Put Total
Options Trans. Volume Value Trans. Volume Value Trans. Volume Value
Equity 3,425 61,473 70,843 1,816 42,406 56,883 5,241 103,879 127,726
ETF 94 909 780 53 2,938 654 147 3,847 1,434
US dollar (USX) 0 0 0 1 2 3 1 2 3
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 3,519 62,382 71,623 1,870 45,346 57,540 5,389 107,728 129,163

Three-Month CORRA Futures (CRA)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 4,586
June 2021 0 0 0 0 0 0 2,691
September 2021 0 0 0 0 0 0 602
December 2021 0 0 0 0 0 0 548
March 2022 0 0 0 0 0 0 745
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
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

Three-Month Canadian Bankers' Acceptance Futures (BAX)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   23,967 1,248,010
August 2021 0 0 0 0 0 0 0
September 2021 99.550 99.555 99.550 0 -0.005 3,145 175,078
October 2021 0 0 0 0 0 0 0
December 2021 99.510 99.520 99.510 0 0.005 674 218,504
March 2022 99.435 99.445 99.435 0 0 4,106 229,362
June 2022 99.255 99.265 99.250 0 0 3,289 129,917
September 2022 99.080 99.090 99.080 0 0 3,534 127,230
December 2022 98.920 98.930 98.920 0 -0.005 3,147 134,821
March 2023 98.765 98.780 98.760 0 0 1,496 96,256
June 2023 98.650 98.665 98.650 0 0 2,641 47,465
September 2023 98.580 98.585 98.570 0 0.020 274 33,606
December 2023 98.515 98.525 98.505 0 0.005 1,648 42,957
March 2024 98.455 98.460 98.455 0 0 13 10,769
June 2024 0 0 0 0 0 0 2,045

Options on Three-Month Canadian Bankers' Acceptance Futures (OBX)

Session start: 2 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 88,777 0 0 0 16,000 0 0 0 104,777
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 0 0 0 88,277 0 0 0 15,500 0 0 0 103,777
OBY 0 0 0 0 0 0 0 0 0 0 0 0
OBZ 0 0 0 500 0 0 0 500 0 0 0 1,000

Two-Year Government of Canada Bond Futures (CGZ)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   1,499 46,686
September 2021 109.575 109.595 109.575 109.595 0 1,499 46,686
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0

Five-Year Government of Canada Bond Futures (CGF)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   18,641 88,911
September 2021 125.640 125.680 125.550 125.560 0 18,641 88,911
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0

Ten-Year Government of Canada Bond Futures (CGB)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   88,956 665,957
September 2021 148.250 148.330 147.980 148.000 -0.010 88,956 665,957
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0

30-Year Government of Canada Bond Futures (LGB)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0

Options on Ten-Year Government of Canada Bond Futures (OGZ)

Session start: 2 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 0 0 0 0 0 0 0 0 0
OGZ 0 0 0 0 0 0 0 0 0 0 0 0

Options on Ten-Year Government of Canada Bond Futures (OGF)

Session start: 2 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 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 start: 2 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 12 0 0 0 615 0 0 0 627
OGB 0 0 0 12 0 0 0 615 0 0 0 627

S&P/TSX 60 Index Standard Futures (SXF)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   20,256 290,697
September 2021 1,205.400 1,213.500 1,205.400 1,212.900 0.500 20,256 290,696
December 2021 0 0 0 0 0 0 1
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
December 2022 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

Basis Trade on Close on S&P/TSX 60 Index Standard Futures (BSF)

Session start: 9:30 a.m.
Month Open price High price Low price Last price Change Volume
Total   127
September 2021 -3.800 -3.700 -3.900 -3.800 -3.800 127
December 2021 0 0 0 0 0 0
March 2022 0 0 0 0 0 0
June 2022 0 0 0 0 0 0

S&P/TSX 60 Index Mini Futures (SXM)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   6 336
September 2021 1,211.900 1,212.600 1,211.900 1,212.600 -1.300 6 336
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0

S&P/TSX 60 ESG Index Futures (SEG)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0

S&P/TSX Composite ESG Index Futures (SCG)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0

S&P/TSX 60 Dividend Index Futures (SDV)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 5,440
December 2021 0 0 0 0 0 0 2,520
December 2022 0 0 0 0 0 0 1,880
December 2023 0 0 0 0 0 0 445
December 2024 0 0 0 0 0 0 325
December 2025 0 0 0 0 0 0 270

S&P/MX International Cannabis Index Futures (SMJ)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0

S&P/TSX Composite Index Mini Futures (SCF)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 1
September 2021 0 0 0 0 0 0 1
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0

Sector Index Futures (SXA, SXB, SXH, SXK, SXU, SXY)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
SXA
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
SXB
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
SXH
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
SXK
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
SXU
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0
SXY
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
March 2022 0 0 0 0 0 0 0
June 2022 0 0 0 0 0 0 0

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 327,485
FAA 0 0 0
FAC 0 0 0
FAE 0 0 0
FAL 0 0 0
FAX 0 0 0
FBA 0 0 0
FBB 0 0 0
FBC 0 0 2,000
FBH 0 0 0
FBO 0 0 94,800
FCB 0 0 2,300
FCG 0 0 0
FCI 0 0 0
FCL 0 0 0
FCN 0 0 0
FCP 0 0 0
FCQ 0 0 0
FCT 0 0 0
FCX 0 0 0
FDO 0 0 0
FEB 0 0 0
FEF 0 0 0
FEI 0 0 0
FEL 0 0 0
FEM 0 0 0
FFL 0 0 0
FFQ 0 0 0
FFR 0 0 0
FFS 0 0 6,500
FFV 0 0 0
FGI 0 0 0
FGN 0 0 0
FGW 0 0 0
FHO 0 0 0
FHX 0 0 0
FIA 0 0 0
FIF 0 0 0
FIR 0 0 1,000
FJS 0 0 0
FKH 0 0 0
FKJ 0 0 0
FKK 0 0 0
FKY 0 0 0
FLC 0 0 0
FLF 0 0 0
FLL 0 0 0
FLN 0 0 0
FMA 0 0 30,900
FMF 0 0 0
FMI 0 0 0
FMO 0 0 0
FMQ 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 9,000
FNT 0 0 0
FNU 0 0 0
FOA 0 0 0
FOC 0 0 0
FON 0 0 0
FOO 0 0 0
FOP 0 0 0
FOU 0 0 0
FPK 0 0 0
FPL 0 0 0
FPM 0 0 0
FPP 0 0 0
FPV 0 0 0
FPW 0 0 2,000
FQB 0 0 0
FQN 0 0 0
FQR 0 0 0
FRP 0 0 5,500
FRQ 0 0 0
FRT 0 0 0
FRW 0 0 0
FRY 0 0 166,210
FSA 0 0 0
FSH 0 0 0
FSJ 0 0 0
FSO 0 0 0
FSU 0 0 0
FTA 0 0 0
FTC 0 0 0
FTD 0 0 6,000
FTE 0 0 0
FTF 0 0 0
FTK 0 0 0
FTL 0 0 0
FUE 0 0 1,200
FVE 0 0 0
FVH 0 0 0
FVM 0 0 0
FVV 0 0 0
FWA 0 0 0
FWC 0 0 0
FWD 0 0 0
FWG 0 0 0
FWL 0 0 0
FWN 0 0 0
FWP 0 0 0
FXJ 0 0 0
FYR 0 0 0
FZC 0 0 0
KYP 0 0 75

Futures on Exchange-Traded Funds

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 0
FEG 0 0 0
FIC 0 0 0
FIU 0 0 0
FMJ 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 start: 9:30 a.m.
Symbol Transactions Volume
Total 3 15,300
BAA 0 0
BAB 0 0
BAE 0 0
BBH 0 0
BBY 0 0
BCG 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
BEF 0 0
BEG 0 0
BFI 0 0
BFO 0 0
BFQ 0 0
BFT 0 0
BGW 0 0
BHH 0 0
BHP 0 0
BHQ 0 0
BHX 0 0
BIA 0 0
BIB 0 0
BIC 0 0
BIE 0 0
BIF 0 0
BII 0 0
BIM 0 0
BIQ 0 0
BJR 0 0
BJS 0 0
BJX 0 0
BKE 0 0
BKO 0 0
BKP 0 0
BKQ 0 0
BLA 0 0
BLF 0 0
BLI 0 0
BLQ 0 0
BLW 0 0
BMC 0 0
BMI 0 0
BMJ 0 0
BMN 0 0
BMP 0 0
BMU 0 0
BNB 0 0
BNO 0 0
BNR 0 0
BNU 0 0
BOA 0 0
BOM 2 10,300
BON 0 0
BOO 0 0
BOP 0 0
BPG 0 0
BPI 0 0
BPP 0 0
BPQ 0 0
BPR 0 0
BPU 0 0
BPW 0 0
BQA 0 0
BQC 0 0
BQD 0 0
BQM 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
BTF 0 0
BTJ 0 0
BTK 0 0
BTN 0 0
BTS 0 0
BTW 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
BWQ 0 0
BXG 0 0
BXW 0 0
BYE 0 0
BYI 0 0
BYR 1 5,000
BZA 0 0
BZB 0 0
BZC 0 0
BZE 0 0
BZH 0 0
BZK 0 0
BZQ 0 0
BZU 0 0
BZY 0 0
JYP 0 0

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