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 4,261 86,769 149,153 2,078 26,416 60,702 6,339 113,185 209,855
ETF 293 3,653 7,063 155 1,225 1,828 448 4,878 8,891
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 4,554 90,422 156,216 2,233 27,641 62,530 6,787 118,063 218,746

Three-Month CORRA Futures (CRA)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   0 1,995
September 2021 0 0 0 0 0 0 944
December 2021 0 0 0 0 0 0 799
March 2022 0 0 0 0 0 0 252
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
December 2023 0 0 0 0 0 0 0
March 2024 0 0 0 0 0 0 0
June 2024 0 0 0 0 0 0 0

Three-Month Canadian Bankers' Acceptance Futures (BAX)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   138,943 1,307,335
November 2021 0 0 0 0 0 0 0
December 2021 99.440 99.450 99.435 99.440 0 15,630 220,100
January 2022 0 0 0 0 0 0 0
March 2022 99.195 99.220 99.175 99.210 0.005 23,634 267,642
June 2022 98.900 98.935 98.885 98.910 0 19,156 165,610
September 2022 98.660 98.670 98.600 98.635 0.005 18,595 164,660
December 2022 98.455 98.455 98.375 98.410 0.005 19,463 141,978
March 2023 98.225 98.255 98.170 98.205 0.005 20,153 142,181
June 2023 98.115 98.115 98.025 0 0.005 6,821 70,111
September 2023 98.015 98.035 97.950 98.005 0.010 9,199 60,923
December 2023 97.980 97.980 97.910 97.955 0 4,007 55,053
March 2024 97.920 97.920 97.865 97.905 0 1,702 13,006
June 2024 97.860 97.860 97.860 97.860 0 502 5,048
September 2024 97.820 97.825 97.820 97.825 0.005 81 1,023

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

Session start: 8 p.m. (t-1)
  Call Put Total
Symbol Trans. Volume Value Open int. Trans. Volume Value Open int. Trans. Volume Value Open int.
Total 2 1,000 47 128,772 0 0 0 41,075 2 1,000 47 169,847
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 2 1,000 47 128,770 0 0 0 41,075 2 1,000 47 169,845
OBY 0 0 0 2 0 0 0 0 0 0 0 2
OBZ 0 0 0 0 0 0 0 0 0 0 0 0

Two-Year Government of Canada Bond Futures (CGZ)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   35,204 91,774
December 2021 108.785 108.825 108.725 108.770 0 35,204 91,774
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

Five-Year Government of Canada Bond Futures (CGF)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   32,199 88,391
December 2021 123.250 123.470 123.120 123.420 0 32,199 88,391
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

Ten-Year Government of Canada Bond Futures (CGB)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   85,256 640,156
December 2021 141.090 141.620 140.900 141.500 0.040 85,256 640,156
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

30-Year Government of Canada Bond Futures (LGB)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
December 2021 0 0 0 0 0 0 0
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

Options on Ten-Year Government of Canada Bond Futures (OGZ)

Session start: 8 p.m. (t-1)
  Call Put Total
Symbol Trans. Volume Value Open int. Trans. Volume Value Open int. Trans. Volume Value Open int.
Total 0 0 0 0 0 0 0 0 0 0 0 0
OGZ 0 0 0 0 0 0 0 0 0 0 0 0

Options on Ten-Year Government of Canada Bond Futures (OGF)

Session start: 8 p.m. (t-1)
  Call Put Total
Symbol Trans. Volume Value Open int. Trans. Volume Value Open int. Trans. Volume Value Open int.
Total 0 0 0 0 0 0 0 0 0 0 0 0
OGF 0 0 0 0 0 0 0 0 0 0 0 0

Options on Ten-Year Government of Canada Bond Futures (OGB)

Session start: 8 p.m. (t-1)
  Call Put Total
Symbol Trans. Volume Value Open int. Trans. Volume Value Open int. Trans. Volume Value Open int.
Total 0 0 0 0 0 0 0 450 0 0 0 450
OGB 0 0 0 0 0 0 0 450 0 0 0 450

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

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   15,882 281,285
December 2021 1,266.500 1,270.600 1,263.000 1,268.500 -0.200 15,882 281,285
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
December 2023 0 0 0 0 0 0 0
December 2024 0 0 0 0 0 0 0
December 2025 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   223
December 2021 -6.100 -5.750 -6.100 -5.750 -5.750 223
March 2022 0 0 0 0 0 0
June 2022 0 0 0 0 0 0
September 2022 0 0 0 0 0 0

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

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   17 559
December 2021 1,267.800 1,270.500 1,267.800 1,268.800 0.700 17 559
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

S&P/TSX 60 ESG Index Futures (SEG)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
December 2021 0 0 0 0 0 0 0
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

S&P/TSX Composite ESG Index Futures (SCG)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
December 2021 0 0 0 0 0 0 0
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

S&P/TSX 60 Dividend Index Futures (SDV)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   0 6,971
December 2021 0 0 0 0 0 0 4,051
December 2022 0 0 0 0 0 0 1,880
December 2023 0 0 0 0 0 0 445
December 2024 0 0 0 0 0 0 325
December 2025 0 0 0 0 0 0 270

S&P/MX International Cannabis Index Futures (SMJ)

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0

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

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   0 1
December 2021 0 0 0 0 0 0 1
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

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

Session start: 8 p.m. (t-1)
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
SXA
December 2021 0 0 0 0 0 0 0
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
SXB
December 2021 0 0 0 0 0 0 0
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
SXH
December 2021 0 0 0 0 0 0 0
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
SXK
December 2021 0 0 0 0 0 0 0
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
SXU
December 2021 0 0 0 0 0 0 0
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
SXY
December 2021 0 0 0 0 0 0 0
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

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 469,500
FAA 0 0 0
FAC 0 0 0
FAE 0 0 0
FAL 0 0 0
FAX 0 0 0
FBA 0 0 0
FBB 0 0 0
FBC 0 0 2,000
FBH 0 0 0
FBO 0 0 71,900
FCB 0 0 2,300
FCG 0 0 0
FCI 0 0 0
FCL 0 0 0
FCN 0 0 0
FCP 0 0 0
FCQ 0 0 0
FCT 0 0 4,900
FCX 0 0 0
FDO 0 0 0
FEB 0 0 10,000
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 4,700
FFV 0 0 0
FGI 0 0 0
FGN 0 0 0
FGW 0 0 0
FHO 0 0 0
FHX 0 0 0
FIA 0 0 0
FIF 0 0 0
FIR 0 0 1,000
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 2,400
FMF 0 0 20,000
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 23,700
FNT 0 0 0
FNU 0 0 0
FOA 0 0 0
FOC 0 0 0
FON 0 0 0
FOO 0 0 0
FOP 0 0 0
FOU 0 0 0
FPK 0 0 0
FPL 0 0 0
FPM 0 0 0
FPP 0 0 65,500
FPV 0 0 0
FPW 0 0 2,000
FQB 0 0 0
FQN 0 0 0
FQR 0 0 0
FRP 0 0 15,400
FRQ 0 0 0
FRT 0 0 0
FRW 0 0 0
FRY 0 0 237,700
FSA 0 0 0
FSH 0 0 0
FSJ 0 0 0
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 0
FUE 0 0 0
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 0
FWG 0 0 0
FWL 0 0 0
FWN 0 0 0
FWP 0 0 0
FXJ 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

Basis Trade on Close (BTC) on Share Futures

Session start: 9:30 a.m.
Symbol Transactions Volume
Total 4 28,100
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 1 2,700
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
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
BMI 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 1 22,800
BON 0 0
BOO 0 0
BOP 0 0
BPG 0 0
BPI 0 0
BPP 1 2,000
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 0 0
BRI 0 0
BRP 0 0
BRT 0 0
BRX 0 0
BSA 0 0
BSJ 0 0
BSL 0 0
BSN 1 600
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
BVT 0 0
BVV 0 0
BWC 0 0
BWD 0 0
BWG 0 0
BWN 0 0
BWO 0 0
BWQ 0 0
BXG 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

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