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 5,550 286,902 216,680 2,102 32,708 38,369 7,652 319,610 255,049
ETF 161 105,813 51,214 70 8,725 4,695 231 114,538 55,909
US dollar (USX) 3 8 8 0 0 0 3 8 8
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 5,714 392,723 267,902 2,172 41,433 43,064 7,886 434,156 310,966

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   111,743 787,331
December 2017 98.565 98.575 98.560 98.570 0 12,351 159,899
January 2018 0 0 0 0 0 0 0
February 2018 0 0 0 0 0 0 0
March 2018 98.385 98.420 98.385 98.415 0.005 25,236 185,644
June 2018 98.240 98.280 98.235 98.270 0.005 22,676 130,880
September 2018 98.130 98.180 98.125 98.170 0.010 16,484 99,290
December 2018 98.060 98.110 98.050 98.090 0.010 16,992 89,535
March 2019 97.990 98.040 97.980 98.030 0.010 8,947 59,626
June 2019 97.940 97.990 97.930 97.980 0.010 5,992 43,478
September 2019 97.910 97.950 97.900 97.940 0.010 1,838 12,525
December 2019 97.860 97.900 97.850 97.890 0 718 4,628
March 2020 97.820 97.860 97.820 97.850 0.020 359 1,032
June 2020 97.770 97.810 97.770 97.810 0.030 150 402
September 2020 0 0 0 0 0 0 392

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 18 120,315 1 1,000 185 83,977 2 1,250 203 204,292

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
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
February 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
September 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
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   821 4,073
December 2017 119.740 119.820 119.740 0 0.050 821 4,073
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   68,230 525,250
December 2017 137.340 137.860 137.310 0 0.070 67,037 522,690
March 2018 136.050 136.280 136.050 0 0.050 1,193 2,560
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   10,121 268,239
December 2017 943.400 947.100 943.000 945.300 1.300 10,118 267,631
March 2018 0 0 0 0 0 3 608
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   563 1,511
December 2017 944.500 947.100 944.500 945.900 1.900 563 1,511
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 1
December 2017 0 0 0 0 0 0 1
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 1,260
SXA 0 0 0 0
SXB 0 0 0 0
SXH 0 0 0 0
SXK 0 0 0 1,260
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 210 372 19,650 293,456
FAE 0 0 0 22
FAL 0 0 0 2,819
FAX 0 0 0 114
FBA 0 0 0 12,008
FBB 0 0 0 627
FBC 0 0 0 27,189
FBD 0 0 0 5,820
FBM 0 0 0 14
FBO 0 0 0 15,488
FCB 10 26 2,966 623
FCG 0 0 0 3,480
FCI 0 0 0 0
FCL 0 0 0 5
FCN 5 20 2,030 57
FCP 1 1 214 18
FCQ 0 0 0 2,000
FCT 0 0 0 4,598
FDO 0 0 0 106
FEA 0 0 0 310
FEB 104 180 7,839 9,563
FEL 0 0 0 357
FFS 0 0 0 11,032
FFV 1 1 107 13
FGA 0 0 0 784
FGG 0 0 0 8,970
FGI 0 0 0 5
FGW 0 0 0 5,005
FHO 0 0 0 2,422
FHS 0 0 0 1
FIR 0 0 0 105
FKK 0 0 0 200
FLF 0 0 0 1,427
FLL 0 0 0 0
FMA 0 0 0 27
FMF 0 0 0 13,198
FMI 0 0 0 12
FMO 0 0 0 34
FMQ 0 0 0 2,160
FMU 0 0 0 450
FNB 0 0 0 19,109
FNS 0 0 0 133
FOC 0 0 0 1,925
FPL 0 0 0 534
FPM 0 0 0 2,000
FPO 0 0 0 210
FPP 0 0 0 12,304
FPW 0 0 0 9
FQR 0 0 0 26
FRP 71 94 5,860 5,872
FRT 0 0 0 151
FRV 0 0 0 2
FRY 0 0 0 26,906
FSA 0 0 0 0
FSJ 0 0 0 163
FSU 0 0 0 20,197
FTA 0 0 0 871
FTC 0 0 0 125
FTD 0 0 0 49,066
FTK 10 10 280 15,069
FVE 0 0 0 2,114
FWC 0 0 0 2,048
FWN 0 0 0 31
FWP 8 40 354 2,347
FYR 0 0 0 1,181