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 5,311 175,121 343,970 2,180 44,223 60,740 7,491 219,344 404,710
ETF 140 30,150 51,991 100 1,986 1,242 240 32,136 53,233
US dollar (USX) 0 0 0 1 3 3 1 3 3
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 5,451 205,271 395,961 2,281 46,212 61,985 7,732 251,483 457,946

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   75,249 822,429
October 2018 0 0 0 0 0 0 0
November 2018 0 0 0 0 0 0 0
December 2018 97.755 97.760 97.745 0 0 11,901 169,606
March 2019 97.580 97.590 97.575 0 0 14,184 161,851
June 2019 97.445 97.460 97.440 0 -0.005 11,786 147,925
September 2019 97.345 97.360 97.340 0 -0.005 7,845 112,291
December 2019 97.280 97.295 97.270 0 -0.005 11,705 113,195
March 2020 97.245 97.265 97.240 97.250 0 14,525 63,861
June 2020 97.245 97.250 97.225 0 0 2,930 38,723
September 2020 97.240 97.245 97.220 0 0 369 5,548
December 2020 97.230 97.230 97.230 0 -0.010 1 6,512
March 2021 97.230 97.230 97.230 0 -0.010 3 1,200
June 2021 0 0 0 0 0 0 1,717
September 2021 0 0 0 0 0 0 0

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.
1 500 65 65,335 2 1,000 77 109,026 3 1,500 142 174,361

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 2018 0 0 0 0 0 0 0
October 2018 0 0 0 0 0 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
March 2019 0 0 0 0 0 0 0
June 2019 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 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
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: 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

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   1,407 3,039
December 2018 115.890 115.890 115.830 115.860 0 1,407 3,039
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: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   91,551 589,438
December 2018 132.730 132.760 132.410 132.590 0.020 91,551 589,438
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

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 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: 9:30 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   18,015 330,224
September 2018 957.900 962.000 956.900 961.400 3.800 2,300 71,103
December 2018 955.600 959.500 954.000 959.000 4.000 15,715 259,118
March 2019 0 0 0 0 0 0 0
June 2019 0 0 0 0 0 0 3

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   28
September 2018 0.050 0.050 0.050 0.050 0.050 28
December 2018 0 0 0 0 0 0
March 2019 0 0 0 0 0 0
June 2019 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   272 1,412
September 2018 961.300 961.300 957.300 957.300 -0.300 68 1,037
December 2018 958.600 958.800 955.400 958.800 3.800 204 375
March 2019 0 0 0 0 0 0 0
June 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
September 2018 0 0 0 0 0 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

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 1,292
SXA 0 0 0 0
SXB 0 0 0 1
SXH 0 0 0 0
SXK 0 0 0 1,282
SXU 0 0 0 0
SXY 0 0 0 9

Share Futures

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 4 16,000 1,079,280 128,031
FAC 0 0 0 0
FAE 0 0 0 20
FAL 0 0 0 2,327
FAX 0 0 0 145
FBA 0 0 0 20
FBB 0 0 0 203
FBC 0 0 0 2,990
FBD 0 0 0 6,250
FBH 0 0 0 0
FBM 0 0 0 0
FBO 0 0 0 4,884
FCB 0 0 0 1,735
FCG 0 0 0 7,254
FCI 0 0 0 89
FCL 0 0 0 26
FCN 0 0 0 21
FCP 0 0 0 10
FCQ 0 0 0 20,000
FCT 0 0 0 18
FCX 0 0 0 0
FDO 0 0 0 258
FEA 0 0 0 0
FEB 0 0 0 14,307
FEF 0 0 0 0
FEL 0 0 0 0
FEM 0 0 0 0
FEU 0 0 0 0
FFR 0 0 0 0
FFS 0 0 0 110
FFV 0 0 0 5
FGG 0 0 0 150
FGI 0 0 0 0
FGN 0 0 0 0
FGW 0 0 0 0
FHO 0 0 0 460
FHS 0 0 0 269
FIA 0 0 0 0
FIF 0 0 0 0
FIR 4 16,000 1,079,280 6
FKH 0 0 0 0
FKJ 0 0 0 0
FKK 0 0 0 0
FKY 0 0 0 83
FLC 0 0 0 0
FLF 0 0 0 48
FLL 0 0 0 0
FLN 0 0 0 0
FLV 0 0 0 0
FMA 0 0 0 66
FMF 0 0 0 1,717
FMI 0 0 0 55
FMO 0 0 0 0
FMQ 0 0 0 200
FMU 0 0 0 15
FMX 0 0 0 0
FNB 0 0 0 1,486
FNN 0 0 0 0
FNS 0 0 0 6,118
FNU 0 0 0 0
FOA 0 0 0 901
FOC 0 0 0 1,681
FON 0 0 0 0
FOP 0 0 0 0
FOU 0 0 0 0
FPF 0 0 0 0
FPH 0 0 0 0
FPK 0 0 0 0
FPL 0 0 0 210
FPM 0 0 0 0
FPP 0 0 0 56
FPV 0 0 0 0
FPW 0 0 0 0
FQB 0 0 0 352
FQN 0 0 0 0
FQR 0 0 0 14
FRP 0 0 0 18,000
FRQ 0 0 0 0
FRT 0 0 0 18
FRW 0 0 0 0
FRY 0 0 0 10,400
FSA 0 0 0 200
FSG 0 0 0 0
FSH 0 0 0 50
FSJ 0 0 0 0
FSU 0 0 0 6,109
FTA 0 0 0 82
FTC 0 0 0 7,050
FTD 0 0 0 6,065
FTK 0 0 0 127
FTL 0 0 0 0
FTQ 0 0 0 0
FUE 0 0 0 0
FVE 0 0 0 1,473
FVH 0 0 0 0
FVJ 0 0 0 0
FVM 0 0 0 6
FWA 0 0 0 0
FWC 0 0 0 5
FWD 0 0 0 3,560
FWL 0 0 0 0
FWN 0 0 0 22
FWP 0 0 0 110
FWT 0 0 0 0
FXJ 0 0 0 0
FYP 0 0 0 0
FYR 0 0 0 190
FZC 0 0 0 0
KGA 0 0 0 5

Futures on Exchange-Traded Funds

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 0 0 0 0
FEG 0 0 0 0
FIC 0 0 0 0
FIU 0 0 0 0
FMJ 0 0 0 0
FXB 0 0 0 0
FXE 0 0 0 0
FXG 0 0 0 0
FXN 0 0 0 0
FXT 0 0 0 0
FZB 0 0 0 0
FZN 0 0 0 0
FZU 0 0 0 0

Basis Trade on Close (BTC) on Share Futures

Session start: 9:30 a.m.
Symbol Transactions Volume Value
Total 2 7,500 0
BAB 0 0 0
BAE 0 0 0
BBH 0 0 0
BBY 0 0 0
BCL 0 0 0
BCQ 0 0 0
BCV 0 0 0
BCW 0 0 0
BCY 0 0 0
BCZ 0 0 0
BDA 0 0 0
BDB 0 0 0
BEB 0 0 0
BEC 0 0 0
BFI 2 7,500 0
BGO 0 0 0
BGW 0 0 0
BHU 0 0 0
BIB 0 0 0
BIC 0 0 0
BII 0 0 0
BIM 0 0 0
BKO 0 0 0
BLF 0 0 0
BLW 0 0 0
BMC 0 0 0
BMD 0 0 0
BMI 0 0 0
BMN 0 0 0
BMU 0 0 0
BNA 0 0 0
BNB 0 0 0
BNU 0 0 0
BOM 0 0 0
BOP 0 0 0
BPG 0 0 0
BPI 0 0 0
BPP 0 0 0
BPR 0 0 0
BPW 0 0 0
BQM 0 0 0
BQR 0 0 0
BRA 0 0 0
BRP 0 0 0
BRT 0 0 0
BRX 0 0 0
BSA 0 0 0
BSJ 0 0 0
BSL 0 0 0
BSN 0 0 0
BSU 0 0 0
BTA 0 0 0
BTD 0 0 0
BTK 0 0 0
BTS 0 0 0
BVF 0 0 0
BWN 0 0 0
BWO 0 0 0
BYR 0 0 0