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 3,302 38,699 63,977 1,529 34,410 180,896 4,831 73,109 244,873
ETF 160 22,693 5,001 98 1,773 773 258 24,466 5,774
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 3,462 61,392 68,978 1,627 36,183 181,669 5,089 97,575 250,647

Three-Month CORRA Futures (CRA)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   3 2,450
June 2020 0 0 0 0 0 0 1,951
September 2020 99.760 99.770 99.760 0 0.005 3 285
December 2020 0 0 0 0 0 0 204
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 10
September 2021 0 0 0 0 0 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
December 2022 0 0 0 0 0 0 0
March 2023 0 0 0 0 0 0 0

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   50,164 938,096
July 2020 0 0 0 0 0 0 0
August 2020 0 0 0 0 0 0 0
September 2020 99.470 99.470 99.465 0 -0.005 2,283 153,964
December 2020 99.460 99.465 99.455 0 0 7,467 163,706
March 2021 99.470 99.480 99.465 0 -0.005 8,438 177,018
June 2021 99.465 99.470 99.455 0 -0.005 9,799 146,425
September 2021 99.445 99.455 99.430 0 -0.005 8,073 122,164
December 2021 99.415 99.425 99.405 0 0.005 3,897 92,753
March 2022 99.400 99.410 99.390 0 0 4,373 57,779
June 2022 99.380 99.390 99.370 0 0.005 4,489 14,802
September 2022 99.370 99.370 99.350 0 -0.010 807 5,094
December 2022 99.360 99.360 99.330 0 0 269 2,851
March 2023 99.340 99.340 99.310 0 0 223 1,342
June 2023 99.300 99.300 99.280 0 0 46 198

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 0 0 0 79,879 0 0 0 33,250 0 0 0 113,129
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 0 0 0 74,879 0 0 0 32,750 0 0 0 107,629
OBY 0 0 0 5,000 0 0 0 500 0 0 0 5,500
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
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 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   18,477 58,362
September 2020 127.720 127.830 127.570 127.630 0.020 18,477 58,362
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 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   94,738 601,961
September 2020 154.170 154.510 153.760 153.850 0 94,738 601,961
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 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
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 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   19,805 282,937
September 2020 927.000 942.300 924.600 941.200 -0.100 19,805 282,467
December 2020 0 0 0 0 0 0 470
March 2021 0 0 0 0 0 0 0
June 2021 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   357
September 2020 -4.550 -4.500 -4.650 -4.500 -4.500 357
December 2020 0 0 0 0 0 0
March 2021 0 0 0 0 0 0
June 2021 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   6 585
September 2020 930.500 930.500 930.500 930.500 -1.100 6 585
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0

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

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 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 0
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 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 10,143
SXA
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
SXB
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
SXH
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
SXK
September 2020 0 0 0 0 0 0 10,143
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
SXU
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0
SXY
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 0

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 641,480
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 28,000
FBD 0 0 0
FBH 0 0 0
FBM 0 0 0
FBO 0 0 2,830
FCB 0 0 18,000
FCG 0 0 0
FCH 0 0 0
FCI 0 0 0
FCL 0 0 0
FCM 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 28,000
FEF 0 0 0
FEI 0 0 0
FEL 0 0 0
FEM 0 0 0
FEU 0 0 0
FFL 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 5,000
FGW 0 0 0
FHO 0 0 0
FHS 0 0 0
FHX 0 0 0
FIA 0 0 0
FIF 0 0 0
FIR 0 0 0
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 0
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 3,000
FNN 0 0 0
FNO 0 0 0
FNS 0 0 77,100
FNT 0 0 0
FNU 0 0 55,400
FOA 0 0 0
FOC 0 0 0
FON 0 0 0
FOO 0 0 0
FOP 0 0 0
FOU 0 0 0
FPA 0 0 900
FPK 0 0 0
FPL 0 0 0
FPM 0 0 0
FPP 0 0 0
FPV 0 0 0
FPW 0 0 122,200
FQB 0 0 0
FQN 0 0 0
FQR 0 0 0
FRP 0 0 41,000
FRQ 0 0 0
FRT 0 0 0
FRW 0 0 0
FRY 0 0 0
FSA 0 0 0
FSG 0 0 0
FSH 0 0 600
FSJ 0 0 3,000
FSO 0 0 0
FSU 0 0 30,000
FTA 0 0 0
FTC 0 0 0
FTD 0 0 215,800
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
FVJ 0 0 0
FVM 0 0 0
FVV 0 0 0
FWA 0 0 0
FWC 0 0 0
FWD 0 0 10,650
FWL 0 0 0
FWN 0 0 0
FWP 0 0 0
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 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
FZU 0 0 0

Basis Trade on Close (BTC) on Share Futures

Session start: 9:30 a.m.
Symbol Transactions Volume
Total 6 31,300
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 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
BIE 0 0
BIF 0 0
BII 0 0
BIM 0 0
BIQ 0 0
BIX 0 0
BJQ 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
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
BOO 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
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 5 24,000
BSQ 0 0
BSU 0 0
BTA 0 0
BTD 1 7,300
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
BVI 0 0
BVT 0 0
BVV 0 0
BWC 0 0
BWD 0 0
BWG 0 0
BWN 0 0
BWO 0 0
BWT 0 0
BXC 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
BZT 0 0
BZU 0 0
BZY 0 0