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 1,687 27,409 32,118 704 7,472 15,818 2,391 34,881 47,936
ETF 20 20,145 2,093 8 162 76 28 20,307 2,169
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 1,707 47,554 34,211 712 7,634 15,894 2,419 55,188 50,105

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   84,958 997,478
February 2020 0 0 0 0 0 0 0
March 2020 98.090 98.110 98.085 98.095 0.010 16,282 186,674
April 2020 0 0 0 0 0 0 0
June 2020 98.185 98.205 98.165 98.185 0.010 13,002 219,085
September 2020 98.255 98.285 98.250 98.265 0.010 17,709 171,278
December 2020 98.300 98.335 98.295 98.310 0.005 14,674 181,726
March 2021 98.330 98.365 98.315 98.340 0.005 8,926 99,108
June 2021 98.335 98.370 98.320 98.345 0.005 4,663 69,206
September 2021 98.335 98.375 98.330 98.350 0.010 4,665 34,374
December 2021 98.335 98.375 98.330 98.350 0.010 4,330 23,718
March 2022 98.340 98.370 98.340 98.350 0.010 374 6,216
June 2022 98.340 98.360 98.330 98.340 0.010 91 2,813
September 2022 98.310 98.340 98.310 98.330 0.010 124 2,925
December 2022 98.290 98.310 98.290 98.310 0.010 118 355

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 3 750 29 193,711 0 0 0 93,741 3 750 29 287,452
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 3 750 29 191,711 0 0 0 91,241 3 750 29 282,952
OBY 0 0 0 2,000 0 0 0 2,500 0 0 0 4,500
OBZ 0 0 0 0 0 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
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 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   13,143 71,704
March 2020 121.940 122.120 121.850 122.040 0.130 13,143 71,704
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 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   70,260 638,602
March 2020 141.190 141.670 141.160 141.570 0.300 70,260 638,602
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 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
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 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   12,645 325,814
March 2020 1,045.500 1,047.000 1,042.900 1,046.200 1.900 12,645 325,814
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 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   15
March 2020 -1.700 -1.700 -1.700 -1.700 -1.700 15
June 2020 0 0 0 0 0 0
September 2020 0 0 0 0 0 0
December 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   22 353
March 2020 1,044.800 1,046.100 1,044.200 1,046.100 1.800 22 353
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 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 1
March 2020 0 0 0 0 0 0 1
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 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   0 143
SXA
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
SXB
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
SXH
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
SXK
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 143
December 2020 0 0 0 0 0 0 0
SXU
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
SXY
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 263,601
FAC 0 0 0
FAE 0 0 0
FAL 0 0 0
FAX 0 0 500
FBA 0 0 5,000
FBB 0 0 0
FBC 0 0 200
FBD 0 0 0
FBH 0 0 0
FBM 0 0 0
FBO 0 0 41,100
FCB 0 0 20,000
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 0
FCX 0 0 0
FDO 0 0 0
FEB 0 0 18,300
FEF 0 0 0
FEL 0 0 0
FEM 0 0 0
FEU 0 0 0
FFQ 0 0 0
FFR 0 0 0
FFS 0 0 0
FFV 0 0 0
FGI 0 0 0
FGJ 0 0 0
FGN 0 0 0
FGW 0 0 0
FHO 0 0 0
FHS 0 0 500
FHX 0 0 0
FIA 0 0 0
FIF 0 0 0
FIR 0 0 0
FKH 0 0 0
FKJ 0 0 1
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 5,000
FMF 0 0 0
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 8,000
FNU 0 0 400
FOA 0 0 0
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 0
FPM 0 0 0
FPP 0 0 5,000
FPV 0 0 0
FPW 0 0 11,200
FQB 0 0 0
FQN 0 0 0
FQR 0 0 0
FQT 0 0 0
FRP 0 0 400
FRQ 0 0 0
FRT 0 0 0
FRW 0 0 0
FRY 0 0 132,800
FSA 0 0 0
FSG 0 0 0
FSH 0 0 0
FSJ 0 0 0
FSU 0 0 2,000
FTA 0 0 0
FTC 0 0 0
FTD 0 0 5,700
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 1,001
FWA 0 0 0
FWC 0 0 0
FWD 0 0 5,150
FWL 0 0 0
FWN 0 0 0
FWP 0 0 1,349
FWT 0 0 0
FXJ 0 0 0
FYP 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 0 250
FEG 0 0 250
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
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
BEF 0 0
BFI 0 0
BFO 0 0
BFQ 0 0
BFT 0 0
BGJ 0 0
BGW 0 0
BHH 0 0
BHP 0 0
BHQ 0 0
BHU 0 0
BHX 0 0
BIA 0 0
BIB 0 0
BIC 0 0
BIF 0 0
BII 0 0
BIM 0 0
BIQ 0 0
BJQ 0 0
BJR 0 0
BJX 0 0
BKE 0 0
BKO 0 0
BKP 0 0
BKQ 0 0
BLA 0 0
BLF 0 0
BLQ 0 0
BLW 0 0
BMC 0 0
BMD 0 0
BMI 0 0
BMJ 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 0 0
BON 0 0
BOP 0 0
BPA 0 0
BPG 0 0
BPI 0 0
BPJ 0 0
BPP 0 0
BPQ 0 0
BPR 0 0
BPW 0 0
BQA 0 0
BQC 0 0
BQD 0 0
BQM 0 0
BQR 0 0
BQT 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 0 0
BSQ 0 0
BSU 0 0
BTA 0 0
BTD 0 0
BTJ 0 0
BTK 0 0
BTS 0 0
BUC 0 0
BUO 0 0
BUQ 0 0
BVF 0 0
BVI 0 0
BVT 0 0
BWC 0 0
BWD 0 0
BWF 0 0
BWN 0 0
BWO 0 0
BWT 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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