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 0 0 0 0 0 0 0 0 0
ETF 0 0 0 0 0 0 0 0 0
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 0 0 0 0 0 0 0 0 0

Three-Month CORRA Futures (CRA)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 6,851
March 2021 0 0 0 0 0 0 5,633
June 2021 0 0 0 0 0 0 792
September 2021 0 0 0 0 0 0 184
December 2021 0 0 0 0 0 0 242
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
June 2023 0 0 0 0 0 0 0
September 2023 0 0 0 0 0 0 0
December 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   1,206 1,354,527
May 2021 0 0 0 0 0 0 0
June 2021 0 0 0 0 0 0 214,153
July 2021 0 0 0 0 0 0 0
September 2021 99.535 99.535 99.535 99.535 -0.005 7 179,632
December 2021 99.495 99.495 99.495 99.495 0 8 218,772
March 2022 99.465 99.470 99.465 99.470 -0.005 426 256,671
June 2022 99.370 99.370 99.370 99.370 -0.005 451 141,419
September 2022 99.215 99.215 99.215 99.215 -0.005 241 111,504
December 2022 99.025 99.025 99.020 99.025 -0.010 71 97,633
March 2023 0 0 0 0 0 0 47,934
June 2023 0 0 0 0 0 0 25,247
September 2023 0 0 0 0 0 0 15,943
December 2023 98.380 98.380 98.380 98.380 -0.010 2 35,338
March 2024 0 0 0 0 0 0 10,281

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 80,260 0 0 0 19,900 0 0 0 100,160
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 0 0 0 79,760 0 0 0 18,650 0 0 0 98,410
OBY 0 0 0 0 0 0 0 750 0 0 0 750
OBZ 0 0 0 500 0 0 0 500 0 0 0 1,000

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 35,494
June 2021 0 0 0 0 0 0 35,494
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

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   359 76,362
June 2021 126.100 126.160 126.080 126.160 -0.040 359 76,362
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

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   3,666 737,185
June 2021 139.140 139.250 139.080 139.150 -0.360 3,666 737,185
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

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
June 2021 0 0 0 0 0 0 0
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

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   307 290,411
June 2021 1,141.600 1,141.800 1,140.200 1,140.200 -0.500 307 290,411
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
December 2022 0 0 0 0 0 0 0
December 2023 0 0 0 0 0 0 0
December 2024 0 0 0 0 0 0 0
December 2025 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   0
June 2021 0 0 0 0 0 0
September 2021 0 0 0 0 0 0
December 2021 0 0 0 0 0 0
March 2022 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   0 447
June 2021 0 0 0 0 0 0 447
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

S&P/TSX 60 ESG Index Futures (SEG)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
June 2021 0 0 0 0 0 0 0
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

S&P/TSX 60 Dividend Index Futures (SDV)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 5,390
December 2021 0 0 0 0 0 0 2,520
December 2022 0 0 0 0 0 0 1,880
December 2023 0 0 0 0 0 0 420
December 2024 0 0 0 0 0 0 300
December 2025 0 0 0 0 0 0 270

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
June 2021 0 0 0 0 0 0 0
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

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 2
June 2021 0 0 0 0 0 0 2
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

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 19,500
SXA
June 2021 0 0 0 0 0 0 0
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
SXB
June 2021 0 0 0 0 0 0 0
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
SXH
June 2021 0 0 0 0 0 0 0
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
SXK
June 2021 0 0 0 0 0 0 19,500
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
SXU
June 2021 0 0 0 0 0 0 0
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
SXY
June 2021 0 0 0 0 0 0 0
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

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 401,975
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 17,500
FBH 0 0 0
FBM 0 0 0
FBO 0 0 59,000
FCB 0 0 4,800
FCG 0 0 0
FCH 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 0
FEF 0 0 0
FEI 0 0 0
FEL 0 0 0
FEM 0 0 0
FFL 0 0 0
FFQ 0 0 0
FFR 0 0 0
FFS 0 0 6,500
FFV 0 0 0
FGI 0 0 0
FGN 0 0 0
FGW 0 0 0
FHO 0 0 0
FHX 0 0 0
FIA 0 0 0
FIF 0 0 0
FIR 0 0 2,000
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 23,900
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 67,000
FNT 0 0 0
FNU 0 0 0
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 0
FPK 0 0 0
FPL 0 0 0
FPM 0 0 0
FPP 0 0 0
FPV 0 0 0
FPW 0 0 2,000
FQB 0 0 0
FQN 0 0 0
FQR 0 0 0
FRP 0 0 36,500
FRQ 0 0 0
FRT 0 0 0
FRW 0 0 0
FRY 0 0 153,900
FSA 0 0 0
FSH 0 0 0
FSJ 0 0 0
FSO 0 0 0
FSU 0 0 0
FTA 0 0 0
FTC 0 0 0
FTD 0 0 26,000
FTE 0 0 0
FTF 0 0 0
FTK 0 0 0
FTL 0 0 700
FUE 0 0 1,200
FVE 0 0 0
FVH 0 0 0
FVM 0 0 0
FVV 0 0 0
FWA 0 0 0
FWC 0 0 0
FWD 0 0 0
FWG 0 0 0
FWL 0 0 0
FWN 0 0 0
FWP 0 0 0
FXJ 0 0 0
FYP 0 0 975
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 0 0
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
BEB 0 0
BEC 0 0
BEF 0 0
BEG 0 0
BFI 0 0
BFO 0 0
BFQ 0 0
BFT 0 0
BGW 0 0
BHH 0 0
BHP 0 0
BHQ 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
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 0 0
BSQ 0 0
BSU 0 0
BTA 0 0
BTD 0 0
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
BVT 0 0
BVV 0 0
BWC 0 0
BWD 0 0
BWG 0 0
BWN 0 0
BWO 0 0
BWQ 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
BZU 0 0
BZY 0 0

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