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 4,005 56,351 60,649 1,518 17,586 17,338 5,523 73,937 77,987
ETF 91 915 877 66 2,399 1,519 157 3,314 2,396
US dollar (USX) 2 25 34 1 15 25 3 40 59
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 4,098 57,291 61,560 1,585 20,000 18,882 5,683 77,291 80,442

Three-Month CORRA Futures (CRA)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   57 6,276
December 2020 99.830 99.830 99.830 99.830 0.005 28 1,943
March 2021 99.830 99.830 99.830 99.830 0 29 3,329
June 2021 0 0 0 0 0 0 604
September 2021 0 0 0 0 0 0 250
December 2021 0 0 0 0 0 0 150
March 2022 0 0 0 0 0 0 0
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

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   212,077 1,183,345
February 2021 0 0 0 0 0 0 0
March 2021 99.595 99.595 99.560 99.570 -0.025 59,507 138,052
April 2021 0 0 0 0 0 0 0
June 2021 99.600 99.605 99.560 99.575 -0.020 31,271 195,043
September 2021 99.600 99.600 99.560 99.575 -0.015 33,493 187,862
December 2021 99.580 99.585 99.545 99.560 -0.015 16,245 175,850
March 2022 99.555 99.555 99.520 99.545 -0.010 21,159 185,794
June 2022 99.515 99.515 99.480 99.505 -0.005 24,212 118,666
September 2022 99.465 99.465 99.425 99.450 -0.005 12,422 84,748
December 2022 99.390 99.390 99.355 99.380 -0.005 8,185 56,364
March 2023 99.310 99.315 99.275 99.300 -0.010 2,021 26,613
June 2023 99.210 99.210 99.180 99.205 -0.020 1,963 7,677
September 2023 99.120 99.120 99.085 99.105 -0.030 1,309 4,276
December 2023 99.005 99.020 99.005 99.020 -0.030 290 2,400

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 49,563 2 1,000 4 8,525 2 1,000 4 58,088
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 0 0 0 49,063 2 1,000 4 8,025 2 1,000 4 57,088
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   9,401 34,351
March 2021 110.040 110.040 109.995 110.020 -0.020 9,401 34,351
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 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   22,143 83,941
March 2021 127.580 127.630 127.460 127.540 -0.080 22,143 83,941
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 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   94,048 699,218
March 2021 147.930 148.020 147.590 147.730 -0.260 94,048 699,218
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 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 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 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   11,317 303,994
March 2021 1,062.200 1,064.900 1,057.300 1,062.700 1.500 11,317 303,994
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 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   1,339
March 2021 -5.250 -5.200 -5.300 -5.300 -5.300 1,339
June 2021 0 0 0 0 0 0
September 2021 0 0 0 0 0 0
December 2021 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   7 205
March 2021 1,063.000 1,063.000 1,062.000 1,062.000 0.800 7 205
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 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
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0

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
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 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
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 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 10,000
SXA
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
SXB
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
SXH
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
SXK
March 2021 0 0 0 0 0 0 10,000
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
SXU
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0
SXY
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
September 2021 0 0 0 0 0 0 0
December 2021 0 0 0 0 0 0 0

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 367,480
FAA 0 0 0
FAC 0 0 0
FAE 0 0 0
FAL 0 0 2,700
FAX 0 0 0
FBA 0 0 0
FBB 0 0 0
FBC 0 0 10,000
FBH 0 0 0
FBM 0 0 0
FBO 0 0 4,000
FCB 0 0 6,000
FCG 0 0 0
FCH 0 0 0
FCI 0 0 0
FCL 0 0 0
FCM 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 0 239,500
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 2,800
FHX 0 0 0
FIA 0 0 0
FIF 0 0 0
FIR 0 0 2,000
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 5,000
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 5,000
FNT 0 0 0
FNU 0 0 0
FOA 0 0 100
FOC 0 0 0
FON 0 0 0
FOO 0 0 0
FOP 0 0 0
FOU 0 0 0
FPA 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 4,800
FQB 0 0 0
FQN 0 0 5,000
FQR 0 0 0
FRP 0 0 6,200
FRQ 0 0 0
FRT 0 0 0
FRW 0 0 0
FRY 0 0 36,200
FSA 0 0 0
FSG 0 0 0
FSH 0 0 0
FSJ 0 0 3,000
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 0 700
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 20,780
FWL 0 0 0
FWN 0 0 0
FWP 0 0 0
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 1 22,000
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
BIX 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
BMD 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 0 0
BON 0 0
BOO 0 0
BOP 0 0
BPA 0 0
BPG 0 0
BPI 0 0
BPJ 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 1 22,000
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
BVI 0 0
BVT 0 0
BVV 0 0
BWC 0 0
BWD 0 0
BWG 0 0
BWN 0 0
BWO 0 0
BWT 0 0
BXC 0 0
BXW 0 0
BYE 0 0
BYI 0 0
BYR 0 0
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