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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 4,024 182,399 138,678 2,598 49,184 117,878 6,622 231,583 256,556
ETF 180 76,512 9,377 119 6,613 2,211 299 83,125 11,588
US dollar (USX) 0 0 0 0 0 0 0 0 0
S&P/TSX 60 index (SXO) 0 0 0 1 20 28 1 20 28
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 4,204 258,911 148,055 2,718 55,817 120,117 6,922 314,728 268,172

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   159,125 1,095,104
November 2018 0 0 0 0 0 0 0
December 2018 97.710 97.710 97.695 97.705 -0.005 8,787 185,870
January 2019 0 0 0 0 0 0 0
March 2019 97.530 97.545 97.520 97.540 0.005 17,117 212,894
June 2019 97.405 97.435 97.400 97.430 0.005 30,678 180,875
September 2019 97.325 97.355 97.320 97.350 0 28,435 147,586
December 2019 97.280 97.305 97.260 97.305 0.010 33,641 171,828
March 2020 97.240 97.275 97.225 97.275 0.010 19,127 97,730
June 2020 97.225 97.260 97.215 97.260 0.005 15,720 66,450
September 2020 97.220 97.250 97.210 0 0.005 3,847 16,512
December 2020 97.200 97.240 97.200 0 0.030 726 10,231
March 2021 97.220 97.240 97.220 0 0.040 1,041 3,044
June 2021 97.230 97.230 97.230 0 0.030 6 1,416
September 2021 0 0 0 0 0 0 668

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 2,000 200 114,335 0 0 0 196,749 2 2,000 200 311,084
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 2 2,000 200 113,585 0 0 0 187,999 2 2,000 200 301,584
OBY 0 0 0 750 0 0 0 8,750 0 0 0 9,500
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
November 2018 0 0 0 0 0 0 0
December 2018 0 0 0 0 0 0 0
January 2019 0 0 0 0 0 0 0
February 2019 0 0 0 0 0 0 0
March 2019 0 0 0 0 0 0 0
June 2019 0 0 0 0 0 0 0
September 2019 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
December 2018 0 0 0 0 0 0 0
January 2019 0 0 0 0 0 0 0
March 2019 0 0 0 0 0 0 0
April 2019 0 0 0 0 0 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
December 2018 0 0 0 0 0 0 0
March 2019 0 0 0 0 0 0 0
June 2019 0 0 0 0 0 0 0
September 2019 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   1,168 3,971
December 2018 116.040 116.090 116.020 116.060 0.140 1,168 3,971
March 2019 0 0 0 0 0 0 0
June 2019 0 0 0 0 0 0 0
September 2019 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   119,500 641,483
December 2018 133.290 133.610 133.180 133.550 0.040 118,453 638,137
March 2019 132.220 132.220 132.220 132.220 0.260 1,047 3,346
June 2019 0 0 0 0 0 0 0
September 2019 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 2018 0 0 0 0 0 0 0
March 2019 0 0 0 0 0 0 0
June 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0

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

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   15,421 296,508
December 2018 905.100 907.600 900.800 906.400 0.500 15,420 296,441
March 2019 900.500 900.500 900.500 900.500 -2.800 1 64
June 2019 0 0 0 0 0 0 3
September 2019 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   3
December 2018 -1.700 -1.700 -1.700 -1.700 -1.700 3
March 2019 0 0 0 0 0 0
June 2019 0 0 0 0 0 0
September 2019 0 0 0 0 0 0

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

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   87 1,508
December 2018 903.800 907.500 902.700 906.700 0.800 87 1,508
March 2019 0 0 0 0 0 0 0
June 2019 0 0 0 0 0 0 0
September 2019 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   0 0
December 2018 0 0 0 0 0 0 0
March 2019 0 0 0 0 0 0 0
June 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0

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

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   1 6
SXA
December 2018 0 0 0 0 0 0 0
March 2019 0 0 0 0 0 0 0
June 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0
SXB
December 2018 287.900 287.900 287.900 287.900 -1.800 1 2
March 2019 0 0 0 0 0 0 0
June 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0
SXH
December 2018 0 0 0 0 0 0 0
March 2019 0 0 0 0 0 0 0
June 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0
SXK
December 2018 0 0 0 0 0 0 0
March 2019 0 0 0 0 0 0 0
June 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0
SXU
December 2018 0 0 0 0 0 0 0
March 2019 0 0 0 0 0 0 0
June 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0
SXY
December 2018 0 0 0 0 0 0 4
March 2019 0 0 0 0 0 0 0
June 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 51 78,480 181,657
FAC 0 0 0
FAE 0 0 0
FAL 0 0 6,745
FAX 0 0 95
FBA 0 0 180
FBB 0 0 0
FBC 12 31,600 5,550
FBD 0 0 6,250
FBH 0 0 0
FBM 0 0 0
FBO 0 0 15,064
FCB 0 0 317
FCG 0 0 6,435
FCI 0 0 0
FCL 0 0 210
FCN 0 0 5,000
FCP 0 0 0
FCQ 0 0 5,000
FCT 0 0 0
FCX 0 0 0
FDO 0 0 200
FEA 0 0 0
FEB 28 25,864 38,895
FEF 0 0 0
FEL 1 10 50
FEM 0 0 0
FEU 0 0 0
FFR 0 0 0
FFS 0 0 7,600
FFV 0 0 0
FGG 0 0 0
FGI 0 0 0
FGN 0 0 0
FGW 0 0 0
FHO 0 0 0
FHS 0 0 186
FIA 0 0 0
FIF 0 0 0
FIR 0 0 16,000
FKH 0 0 0
FKJ 0 0 0
FKK 0 0 0
FKY 0 0 43
FLC 0 0 0
FLF 0 0 18
FLL 0 0 0
FLN 0 0 0
FMA 0 0 60
FMF 2 200 1,162
FMI 0 0 36
FMO 0 0 0
FMQ 0 0 200
FMU 0 0 0
FMX 0 0 0
FNB 1 5 10,143
FNN 0 0 0
FNS 4 20,000 6,196
FNU 0 0 0
FOA 0 0 9,200
FOC 0 0 885
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 4,139
FPM 0 0 0
FPP 0 0 5
FPV 0 0 0
FPW 0 0 0
FQB 0 0 222
FQN 0 0 0
FQR 0 0 613
FRP 2 800 10,829
FRQ 0 0 0
FRT 0 0 10,006
FRW 0 0 0
FRY 0 0 3,400
FSA 0 0 0
FSG 0 0 0
FSH 0 0 0
FSJ 0 0 0
FSU 0 0 9,206
FTA 0 0 0
FTC 0 0 0
FTD 0 0 622
FTK 0 0 62
FTL 0 0 0
FTQ 0 0 0
FUE 0 0 0
FVE 1 1 602
FVH 0 0 0
FVJ 0 0 0
FVM 0 0 6
FWA 0 0 0
FWC 0 0 5
FWD 0 0 0
FWL 0 0 0
FWN 0 0 0
FWP 0 0 30
FWT 0 0 0
FXJ 0 0 0
FYP 0 0 0
FYR 0 0 190
FZC 0 0 0

Futures on Exchange-Traded Funds

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 10,000
FEG 0 0 0
FIC 0 0 0
FIU 0 0 10,000
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
BGO 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
BOM 0 0
BOP 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
BWN 0 0
BWO 0 0
BYR 0 0