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 3,153 64,152 56,328 1,710 35,301 43,305 4,863 99,453 99,633
ETF 53 474 457 36 928 711 89 1,402 1,168
US dollar (USX) 0 0 0 0 0 0 0 0 0
S&P/TSX 60 index (SXO) 0 0 0 2 450 3,167 2 450 3,167
S&P/TSX 60 index (SXO1) 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 3,206 64,626 56,785 1,748 36,679 47,183 4,954 101,305 103,968

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   99,098 985,281
October 2019 0 0 0 0 0 0 0
November 2019 0 0 0 0 0 0 0
December 2019 97.995 98.020 97.995 97.995 -0.005 13,881 273,463
March 2020 98.080 98.115 98.075 98.080 -0.005 17,295 215,749
June 2020 98.130 98.170 98.120 98.140 0 25,847 171,065
September 2020 98.195 98.240 98.180 98.210 0 11,653 124,274
December 2020 98.240 98.285 98.215 98.260 0 6,268 101,937
March 2021 98.300 98.355 98.275 98.330 0.005 13,827 50,155
June 2021 98.330 98.385 98.315 98.370 0.050 4,818 28,866
September 2021 98.330 98.410 98.330 98.385 0 2,786 10,240
December 2021 98.400 98.400 98.390 98.400 0.050 1,376 4,764
March 2022 98.400 98.400 98.390 98.390 0.030 636 2,461
June 2022 98.370 98.380 98.370 98.380 0.040 150 2,202
September 2022 98.370 98.370 98.340 98.360 0.040 561 105

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 2 500 97 126,805 2 500 76 120,601 4 1,000 173 247,406
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 2 500 97 126,805 2 500 76 120,601 4 1,000 173 247,406
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 start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 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   12,400 50,049
December 2019 122.930 123.280 122.860 123.120 -0.030 12,400 50,049
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 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   90,081 565,600
December 2019 142.370 143.150 142.140 142.710 -0.040 90,081 565,600
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 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
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 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   13,713 304,849
December 2019 1,011.900 1,011.900 1,003.600 1,005.800 -2.500 13,713 304,849
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 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   271
December 2019 -3.400 -3.200 -3.400 -3.250 -3.250 271
March 2020 0 0 0 0 0 0
June 2020 0 0 0 0 0 0
September 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   11 879
December 2019 1,005.300 1,005.900 1,005.300 1,005.500 -2.800 11 879
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 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
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 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 0
SXA
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
SXB
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
SXH
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
SXK
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
SXU
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
SXY
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 91,946
FAC 0 0 0
FAE 0 0 0
FAL 0 0 0
FAX 0 0 500
FBA 0 0 0
FBB 0 0 0
FBC 0 0 800
FBD 0 0 0
FBH 0 0 0
FBM 0 0 0
FBO 0 0 4,000
FCB 0 0 11,320
FCG 0 0 823
FCI 0 0 0
FCL 0 0 46
FCN 0 0 0
FCP 0 0 0
FCQ 0 0 24
FCT 0 0 0
FCX 0 0 0
FDO 0 0 1
FEA 0 0 500
FEB 0 0 20,000
FEF 0 0 0
FEL 0 0 0
FEM 0 0 0
FEU 0 0 0
FFQ 0 0 0
FFR 0 0 0
FFS 0 0 0
FFV 0 0 0
FGI 0 0 0
FGJ 0 0 0
FGN 0 0 0
FGW 0 0 0
FHO 0 0 0
FHS 0 0 1,000
FHX 0 0 810
FIA 0 0 0
FIF 0 0 0
FIR 0 0 0
FKH 0 0 0
FKJ 0 0 2
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 0
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 8
FNN 0 0 0
FNO 0 0 0
FNS 0 0 21,220
FNU 0 0 0
FOA 0 0 0
FOC 0 0 250
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 0 503
FPM 0 0 0
FPP 0 0 0
FPV 0 0 0
FPW 0 0 0
FQB 0 0 1
FQN 0 0 0
FQR 0 0 0
FQT 0 0 0
FRP 0 0 16,160
FRQ 0 0 0
FRT 0 0 1
FRW 0 0 0
FRY 0 0 4,881
FSA 0 0 0
FSG 0 0 0
FSH 0 0 0
FSJ 0 0 0
FSU 0 0 365
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 0 500
FVH 0 0 0
FVJ 0 0 0
FVM 0 0 1,525
FWA 0 0 200
FWC 0 0 0
FWD 0 0 4,850
FWL 0 0 0
FWN 0 0 7
FWP 0 0 1,649
FWT 0 0 0
FXJ 0 0 0
FYP 0 0 0
FYR 0 0 0
FZC 0 0 0

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 0 0
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
BFQ 0 0
BGJ 0 0
BGW 0 0
BHU 0 0
BHX 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 0 0
BNO 0 0
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
BQT 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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