Intra-Session Summary

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 3,632 66,028 64,218 1,850 53,081 148,459 5,482 119,109 212,677
ETF 86 9,768 2,728 79 7,809 3,707 165 17,577 6,435
US dollar (USX) 0 0 0 0 0 0 0 0 0
S&P/TSX 60 index (SXO) 2 600 1,470 1 1,200 47,220 3 1,800 48,690
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 3,720 76,396 68,416 1,930 62,090 199,386 5,650 138,486 267,802

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   146,295 988,272
April 2019 0 0 0 0 0 0 0
May 2019 0 0 0 0 0 0 0
June 2019 97.965 97.965 97.955 97.955 0 18,086 210,707
September 2019 98.005 98.015 97.990 97.995 0 27,905 209,045
December 2019 98.010 98.010 97.980 97.990 0 31,997 209,829
March 2020 98.040 98.040 98.010 98.015 0 19,446 140,670
June 2020 98.055 98.055 98.025 98.030 0.005 14,141 91,163
September 2020 98.060 98.070 98.025 98.030 0 9,586 51,805
December 2020 98.065 98.070 98.030 98.030 0 11,575 45,933
March 2021 98.070 98.070 98.030 98.035 0 9,822 11,369
June 2021 98.050 98.050 98.030 98.030 0 2,817 10,518
September 2021 98.030 98.030 98.000 98.020 0.010 740 4,687
December 2021 97.970 97.990 97.970 0 -0.020 175 2,546
March 2022 97.950 97.950 97.950 0 -0.020 5 0

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 69,570 0 0 0 63,515 0 0 0 133,085
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 0 0 0 69,570 0 0 0 63,515 0 0 0 133,085
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

30-Day Overnight Repo Rate Futures (ONX)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
March 2019 0 0 0 0 0 0 0
April 2019 0 0 0 0 0 0 0
May 2019 0 0 0 0 0 0 0
June 2019 0 0 0 0 0 0 0
July 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0

Overnight Index Swap Futures (OIS)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
April 2019 0 0 0 0 0 0 0
May 2019 0 0 0 0 0 0 0
July 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0
October 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0

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   0 0
March 2019 0 0 0 0 0 0 0
June 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0
December 2019 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   8,249 33,967
March 2019 0 0 0 0 0 0 9,691
June 2019 119.260 119.260 119.080 119.170 0.020 8,249 24,276
September 2019 0 0 0 0 0 0 0
December 2019 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   85,591 619,532
March 2019 0 0 0 0 0 0 764
June 2019 138.210 138.300 137.710 137.990 -0.020 85,591 618,768
September 2019 0 0 0 0 0 0 0
December 2019 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
March 2019 0 0 0 0 0 0 0
June 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0

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   18,902 307,148
June 2019 967.000 970.600 961.300 961.300 -2.300 18,902 307,128
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 20
March 2020 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   54
June 2019 -3.500 -3.400 -3.500 -3.400 -3.400 54
September 2019 0 0 0 0 0 0
December 2019 0 0 0 0 0 0
March 2020 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   283 469
June 2019 967.600 968.900 961.900 962.100 -1.500 283 469
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0
March 2020 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 0
June 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0
March 2020 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   0 454
SXA
June 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
SXB
June 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
SXH
June 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
SXK
June 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
SXU
June 2019 0 0 0 0 0 0 454
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
SXY
June 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 115,293
FAC 0 0 0
FAE 0 0 0
FAL 0 0 1,520
FAX 0 0 0
FBA 0 0 82
FBB 0 0 0
FBC 0 0 10,001
FBD 0 0 2,000
FBH 0 0 0
FBM 0 0 0
FBO 0 0 28
FCB 0 0 16,007
FCG 0 0 3,204
FCI 0 0 0
FCL 0 0 523
FCN 0 0 250
FCP 0 0 0
FCQ 0 0 24
FCT 0 0 0
FCX 0 0 0
FDO 0 0 251
FEA 0 0 0
FEB 0 0 19,220
FEF 0 0 0
FEL 0 0 0
FEM 0 0 0
FEU 0 0 0
FFR 0 0 0
FFS 0 0 0
FFV 0 0 0
FGG 0 0 500
FGI 0 0 0
FGN 0 0 0
FGW 0 0 0
FHO 0 0 0
FHS 0 0 0
FIA 0 0 0
FIF 0 0 0
FIR 0 0 0
FKH 0 0 0
FKJ 0 0 202
FKK 0 0 0
FKY 0 0 15
FLC 0 0 0
FLF 0 0 0
FLL 0 0 0
FLN 0 0 0
FMA 0 0 0
FMF 0 0 12,400
FMI 0 0 0
FMO 0 0 0
FMQ 0 0 0
FMU 0 0 0
FMX 0 0 0
FNB 0 0 5,052
FNN 0 0 0
FNS 0 0 0
FNU 0 0 0
FOA 0 0 1,490
FOC 0 0 0
FON 0 0 0
FOP 0 0 0
FOU 0 0 0
FPA 0 0 0
FPF 0 0 0
FPK 0 0 0
FPL 0 0 3
FPM 0 0 0
FPP 0 0 0
FPV 0 0 0
FPW 0 0 0
FQB 0 0 26
FQN 0 0 0
FQR 0 0 11
FRP 0 0 20,010
FRQ 0 0 0
FRT 0 0 6
FRW 0 0 0
FRY 0 0 1
FSA 0 0 0
FSG 0 0 0
FSH 0 0 0
FSJ 0 0 0
FSU 0 0 21,285
FTA 0 0 0
FTC 0 0 0
FTD 0 0 0
FTK 0 0 0
FTL 0 0 0
FTQ 0 0 0
FUE 0 0 0
FVE 0 0 0
FVH 0 0 0
FVJ 0 0 0
FVM 0 0 382
FWA 0 0 0
FWC 0 0 1
FWD 0 0 242
FWL 0 0 0
FWN 0 0 6
FWP 0 0 300
FWT 0 0 0
FXJ 0 0 0
FYP 0 0 0
FYR 0 0 190
FZC 0 0 0
KEF 0 0 61

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
FZU 0 0 0

Basis Trade on Close (BTC) on Share Futures

Session start: 9:30 a.m.
Symbol Transactions Volume
Total 1 5,000
BAB 0 0
BAE 0 0
BBH 0 0
BBY 0 0
BCL 0 0
BCQ 0 0
BCV 0 0
BCW 0 0
BCY 0 0
BCZ 0 0
BDA 0 0
BDB 0 0
BEB 0 0
BEC 0 0
BFI 0 0
BGO 0 0
BGW 0 0
BHU 0 0
BIB 0 0
BIC 0 0
BII 0 0
BIM 0 0
BKO 0 0
BLF 0 0
BLW 0 0
BMC 0 0
BMD 0 0
BMI 0 0
BMN 0 0
BMU 0 0
BNA 0 0
BNB 1 5,000
BNU 0 0
BOA 0 0
BOM 0 0
BOP 0 0
BPA 0 0
BPG 0 0
BPI 0 0
BPP 0 0
BPR 0 0
BPW 0 0
BQM 0 0
BQR 0 0
BRA 0 0
BRP 0 0
BRT 0 0
BRX 0 0
BSA 0 0
BSJ 0 0
BSL 0 0
BSN 0 0
BSU 0 0
BTA 0 0
BTD 0 0
BTK 0 0
BTS 0 0
BVF 0 0
BWD 0 0
BWN 0 0
BWO 0 0
BYR 0 0

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