Canadian Derivatives Exchange*

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 2,624 80,652 51,218 1,458 34,718 40,311 4,082 115,370 91,529
ETF 116 5,210 1,799 97 2,499 1,984 213 7,709 3,783
US dollar (USX) 3 21 32 0 0 0 3 21 32
S&P/TSX 60 index (SXO) 2 5,600 252,000 3 5,600 257,195 5 11,200 509,195
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 2,745 91,483 305,049 1,558 42,817 299,490 4,303 134,300 604,539

Three-Month Canadian Bankers' Acceptance Futures (BAX)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   117,290 802,071
June 2017 99.110 99.110 99.095 99.105 0.005 11,430 113,295
July 2017 0 0 0 0 0 0 0
August 2017 0 0 0 0 0 0 0
September 2017 99.090 99.090 99.070 99.080 0 17,524 132,020
December 2017 99.060 99.060 99.035 99.045 0 28,044 184,398
March 2018 99.005 99.005 98.975 98.985 -0.005 21,223 119,609
June 2018 98.930 98.940 98.900 98.920 0 13,442 86,626
September 2018 98.860 98.870 98.820 98.840 0 12,066 98,149
December 2018 98.790 98.790 98.750 98.770 0 9,483 40,141
March 2019 98.720 98.720 98.690 98.700 -0.010 3,069 13,294
June 2019 98.650 98.650 98.620 98.650 0.010 879 5,242
September 2019 98.590 98.590 98.560 98.590 0 101 6,794
December 2019 98.540 98.540 98.540 98.540 0.010 29 2,135
March 2020 0 0 0 0 0 0 368

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

Session start: 8 a.m.
Call Put Total
Trans. Volume Value Open int. Trans. Volume Value Open int. Trans. Volume Value Open int.
4 12,500 686 130,674 0 0 0 77,816 4 12,500 686 208,490

30-Day Overnight Repo Rate Futures (ONX)

Session start: 8 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
May 2017 0 0 0 0 0 0 0
June 2017 0 0 0 0 0 0 0
July 2017 0 0 0 0 0 0 0
August 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0

Overnight Index Swap Futures (OIS)

Session start: 8 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
July 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
October 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0

Two-Year Government of Canada Bond Futures (CGZ)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
June 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0

Five-Year Government of Canada Bond Futures (CGF)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   2,931 7,735
June 2017 123.240 123.260 123.100 123.240 0 1,567 4,038
September 2017 124.370 124.400 124.280 124.400 0.010 1,364 3,697
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0

Ten-Year Government of Canada Bond Futures (CGB)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   554,947 736,300
June 2017 140.240 140.570 140.210 140.460 -0.060 271,812 434,495
September 2017 144.700 144.930 144.510 144.780 -0.080 283,135 301,805
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0

30-Year Government of Canada Bond Futures (LGB)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
June 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0

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

Session start: 9:30 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   20,933 240,523
June 2017 909.000 912.500 901.800 907.100 1.000 16,865 239,447
September 2017 0 0 0 0 0 4,068 976
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 100

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

Session start: 9:30 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   362 886
June 2017 909.600 912.200 902.600 907.200 1.100 362 886
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0

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

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   9 11
June 2017 15,370.000 15,370.000 15,360.000 15,360.000 -30.000 9 11
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0

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

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 0 0 0 64
SXA 0 0 0 0
SXB 0 0 0 0
SXH 0 0 0 0
SXK 0 0 0 19
SXU 0 0 0 0
SXY 0 0 0 45

Share Futures

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 7 54 719 92,469
FAE 0 0 0 0
FAX 0 0 0 121
FBA 0 0 0 18
FBB 3 30 456 311
FBC 0 0 0 2,001
FBD 0 0 0 3,043
FBM 0 0 0 0
FBO 0 0 0 59
FCB 0 0 0 279
FCG 0 0 0 2,498
FCL 0 0 0 59
FCN 0 0 0 29
FCP 0 0 0 0
FCQ 0 0 0 5
FCT 0 0 0 22
FDO 0 0 0 2,033
FEA 0 0 0 499
FEB 0 0 0 132
FEL 1 10 46 197
FFS 0 0 0 0
FFV 0 0 0 2
FGA 0 0 0 82
FGG 0 0 0 480
FGI 0 0 0 2
FGW 0 0 0 1
FHS 0 0 0 1
FIR 0 0 0 0
FKK 0 0 0 515
FLF 0 0 0 2,980
FLL 0 0 0 2
FMA 0 0 0 7
FMF 0 0 0 325
FMI 0 0 0 183
FMO 0 0 0 34
FMQ 0 0 0 0
FMU 0 0 0 108
FNB 0 0 0 3,971
FNS 0 0 0 152
FOC 0 0 0 1,557
FPL 0 0 0 10
FPO 0 0 0 166
FPP 0 0 0 20
FPW 0 0 0 0
FQR 0 0 0 4,503
FRP 0 0 0 38
FRT 1 1 59 1
FRV 0 0 0 3
FRY 0 0 0 7,848
FSA 0 0 0 70
FSJ 0 0 0 12
FSU 0 0 0 0
FTA 0 0 0 103
FTC 0 0 0 0
FTD 0 0 0 56,280
FTK 0 0 0 228
FVE 2 13 158 1,164
FWN 0 0 0 0
FYR 0 0 0 315