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 2,622 44,525 36,759 1,624 35,271 36,589 4,246 79,796 73,348
ETF 52 54,306 7,310 89 16,028 3,874 141 70,334 11,184
US dollar (USX) 0 0 0 0 0 0 0 0 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 2,674 98,831 44,069 1,713 51,299 40,463 4,387 150,130 84,532

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   122,075 1,045,083
June 2019 97.975 97.980 97.965 97.975 0 12,450 169,830
July 2019 0 0 0 0 0 0 0
August 2019 0 0 0 0 0 0 0
September 2019 98.000 98.030 97.985 98.025 0 25,071 192,448
December 2019 98.005 98.040 97.990 98.040 0.005 20,033 202,070
March 2020 98.050 98.100 98.040 98.090 0 21,181 170,405
June 2020 98.090 98.135 98.080 98.135 0.005 17,084 114,723
September 2020 98.120 98.175 98.120 98.170 0.005 8,191 80,505
December 2020 98.145 98.190 98.130 98.190 0.010 10,598 72,528
March 2021 98.165 98.200 98.145 98.200 0.010 4,959 26,880
June 2021 98.160 98.200 98.150 98.200 0.010 1,133 6,837
September 2021 98.130 98.190 98.130 98.190 0.010 1,054 5,429
December 2021 98.150 98.160 98.130 98.150 -0.010 169 2,527
March 2022 98.110 98.150 98.100 98.150 0.010 152 901

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 3 2,000 117 94,171 6 5,500 421 102,666 9 7,500 538 196,837
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 3 2,000 117 94,171 6 5,500 421 100,666 9 7,500 538 194,837
OBY 0 0 0 0 0 0 0 2,000 0 0 0 2,000
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
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
August 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

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
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
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

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   30,947 60,263
June 2019 119.590 119.790 119.560 119.790 0.060 21,440 53,443
September 2019 120.750 120.910 120.750 120.830 -0.060 9,507 6,820
December 2019 0 0 0 0 0 0 0
March 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   714,984 887,708
June 2019 138.990 139.380 138.930 139.350 0.080 388,913 763,691
September 2019 140.990 141.440 140.960 141.420 0.090 326,071 124,017
December 2019 0 0 0 0 0 0 0
March 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
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

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   18,946 290,719
June 2019 968.100 974.700 968.100 974.700 1.900 18,946 285,488
September 2019 0 0 0 0 0 0 5,212
December 2019 0 0 0 0 0 0 19
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   304
June 2019 -1.100 -0.900 -1.100 -0.950 -0.950 304
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   161 737
June 2019 972.600 974.000 972.600 974.000 1.200 161 737
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 90,581
FAC 0 0 0
FAE 0 0 1,750
FAL 0 0 1,270
FAX 0 0 0
FBA 0 0 82
FBB 0 0 0
FBC 0 0 151
FBD 0 0 2,000
FBH 0 0 0
FBM 0 0 0
FBO 0 0 28
FCB 0 0 10,001
FCG 0 0 3,704
FCI 0 0 0
FCL 0 0 513
FCN 0 0 250
FCP 0 0 0
FCQ 0 0 124
FCT 0 0 0
FCX 0 0 0
FDO 0 0 1
FEA 0 0 0
FEB 0 0 4,218
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 1,400
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 2,730
FKH 0 0 0
FKJ 0 0 2
FKK 0 0 0
FKY 0 0 1
FLC 0 0 0
FLF 0 0 0
FLL 0 0 0
FLN 0 0 0
FMA 0 0 0
FMF 0 0 400
FMI 0 0 0
FMO 0 0 0
FMQ 0 0 0
FMU 0 0 0
FMX 0 0 0
FNB 0 0 7,052
FNN 0 0 0
FNS 0 0 0
FNU 0 0 0
FOA 0 0 1,500
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 0 504
FPM 0 0 0
FPP 0 0 0
FPV 0 0 0
FPW 0 0 0
FQB 0 0 25
FQN 0 0 0
FQR 0 0 0
FRP 0 0 10
FRQ 0 0 0
FRT 0 0 1
FRW 0 0 0
FRY 0 0 13,001
FSA 0 0 0
FSG 0 0 0
FSH 0 0 0
FSJ 0 0 0
FSU 0 0 36,285
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 0 400
FWA 0 0 0
FWC 0 0 0
FWD 0 0 2,021
FWL 0 0 0
FWN 0 0 7
FWP 0 0 399
FWT 0 0 0
FXJ 0 0 0
FYP 0 0 0
FYR 0 0 190
FZC 0 0 0
KEF 0 0 61
KGG 0 0 500

Futures on Exchange-Traded Funds

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 160
FEG 0 0 0
FIC 0 0 0
FIU 0 0 0
FMJ 0 0 160
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 1 150
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
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 0 0
BNU 0 0
BOA 1 150
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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