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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 3,122 50,806 61,284 1,417 22,105 41,050 4,539 72,911 102,334
ETF 147 6,402 2,027 73 5,333 2,120 220 11,735 4,147
US dollar (USX) 0 0 0 0 0 0 0 0 0
S&P/TSX 60 index (SXO) 2 310 658 0 0 0 2 310 658
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 3,271 57,518 63,969 1,490 27,438 43,170 4,761 84,956 107,139

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   68,187 865,260
October 2017 0 0 0 0 0 0 0
November 2017 0 0 0 0 0 0 0
December 2017 98.290 98.300 98.275 98.285 0.005 12,942 192,623
March 2018 98.120 98.125 98.100 98.105 0 10,814 187,114
June 2018 98.035 98.035 98.005 98.010 0 13,349 137,810
September 2018 97.960 97.965 97.930 97.940 0 13,761 106,432
December 2018 97.910 97.910 97.880 97.880 -0.010 5,434 122,231
March 2019 97.870 97.880 97.840 97.850 0 6,605 64,420
June 2019 97.830 97.840 97.810 97.820 0 2,958 37,915
September 2019 97.800 97.800 97.780 97.790 0 1,315 10,322
December 2019 97.770 97.770 97.750 97.760 0 669 4,278
March 2020 97.730 97.730 97.720 97.720 0 235 1,901
June 2020 97.690 97.690 97.690 97.690 0.020 105 212
September 2020 0 0 0 0 0 0 2

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.
1 250 12 85,025 1 250 28 78,752 2 500 40 163,777

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
September 2017 0 0 0 0 0 0 0
October 2017 0 0 0 0 0 0 0
November 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
January 2018 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0
June 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
October 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
January 2018 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0
April 2018 0 0 0 0 0 0 0
May 2018 0 0 0 0 0 0 0
July 2018 0 0 0 0 0 0 0
September 2018 0 0 0 0 0 0 0
October 2018 0 0 0 0 0 0 0
December 2018 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
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0
June 2018 0 0 0 0 0 0 0
September 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   475 5,448
December 2017 118.910 118.980 118.840 118.870 0 475 5,448
March 2018 0 0 0 0 0 0 0
June 2018 0 0 0 0 0 0 0
September 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   44,763 532,730
December 2017 135.430 135.680 135.240 135.300 -0.020 44,763 532,730
March 2018 0 0 0 0 0 0 0
June 2018 0 0 0 0 0 0 0
September 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
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0
June 2018 0 0 0 0 0 0 0
September 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   11,733 243,993
December 2017 900.000 906.700 899.500 905.800 5.000 11,733 243,893
March 2018 0 0 0 0 0 0 100
June 2018 0 0 0 0 0 0 0
September 2018 0 0 0 0 0 0 0

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   257 479
December 2017 900.300 906.300 900.300 905.700 4.900 257 479
March 2018 0 0 0 0 0 0 0
June 2018 0 0 0 0 0 0 0
September 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   0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0
June 2018 0 0 0 0 0 0 0
September 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 0 100
SXA 0 0 0 0
SXB 0 0 0 0
SXH 0 0 0 0
SXK 0 0 0 100
SXU 0 0 0 0
SXY 0 0 0 0

Share Futures

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 138 1,907 111,648 146,656
FAE 0 0 0 14
FAL 0 0 0 395
FAX 0 0 0 64
FBA 0 0 0 12,008
FBB 0 0 0 626
FBC 0 0 0 2,108
FBD 0 0 0 8,820
FBM 1 4 201 10
FBO 0 0 0 4,665
FCB 41 135 14,433 156
FCG 7 70 672 3,164
FCI 0 0 0 0
FCL 0 0 0 5
FCN 0 0 0 29
FCP 0 0 0 35
FCQ 0 0 0 1
FCT 0 0 0 3
FDO 0 0 0 69
FEA 0 0 0 310
FEB 0 0 0 180
FEL 0 0 0 302
FFS 0 0 0 22
FFV 0 0 0 7
FGA 0 0 0 40
FGG 0 0 0 9,018
FGI 0 0 0 5
FGW 0 0 0 0
FHO 0 0 0 332
FHS 0 0 0 20
FIR 0 0 0 17
FKK 0 0 0 200
FLF 8 10 480 282
FLL 0 0 0 0
FMA 0 0 0 21
FMF 21 122 2,948 778
FMI 0 0 0 12
FMO 0 0 0 34
FMQ 0 0 0 170
FMU 0 0 0 333
FNB 7 35 2,024 18,608
FNS 8 38 2,918 98
FOC 0 0 0 1,770
FPL 10 10 236 782
FPM 0 0 0 0
FPO 0 0 0 210
FPP 20 20 840 130
FPW 0 0 0 9
FQR 0 0 0 0
FRP 2 1,400 85,603 104
FRT 0 0 0 105
FRV 0 0 0 2
FRY 0 0 0 16,323
FSA 0 0 0 0
FSJ 0 0 0 3
FSU 0 0 0 95
FTA 5 10 605 577
FTC 0 0 0 10
FTD 0 0 0 44,732
FTK 3 3 78 15,069
FVE 5 50 610 2,375
FWC 0 0 0 0
FWN 0 0 0 10
FWP 0 0 0 200
FYR 0 0 0 1,189