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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 538 11,445 15,219 344 8,800 8,843 882 20,245 24,062
ETF 29 382 379 29 273 232 58 655 611
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 567 11,827 15,598 373 9,073 9,075 940 20,900 24,673

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   33,801 990,843
July 2018 0 0 0 0 0 0 0
August 2018 0 0 0 0 0 0 0
September 2018 98.045 98.050 98.035 98.040 -0.005 4,367 164,960
December 2018 97.885 97.890 97.870 97.880 -0.005 9,320 253,853
March 2019 97.730 97.735 97.710 97.725 -0.010 5,395 215,532
June 2019 97.620 97.635 97.615 97.620 -0.010 4,011 137,237
September 2019 97.565 97.575 97.550 97.555 -0.010 3,310 90,782
December 2019 97.520 97.530 97.510 97.510 -0.015 3,127 76,836
March 2020 97.500 97.510 97.485 97.490 -0.010 1,343 24,966
June 2020 97.485 97.490 97.470 97.470 -0.015 2,095 16,510
September 2020 97.480 97.480 97.460 97.460 -0.020 690 4,722
December 2020 97.470 97.470 97.470 97.470 -0.010 56 2,516
March 2021 97.460 97.460 97.460 97.460 -0.020 55 2,551
June 2021 97.460 97.460 97.460 97.460 -0.020 32 378

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.
0 0 0 68,225 2 250 4 114,401 2 250 4 182,626

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
July 2018 0 0 0 0 0 0 0
August 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
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
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
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

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   248 4,424
September 2018 118.060 118.150 118.050 118.050 -0.090 248 4,424
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

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   27,410 486,028
September 2018 137.070 137.220 136.730 136.780 -0.380 27,410 486,028
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

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
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

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   3,046 270,100
September 2018 981.700 981.700 977.000 977.200 -4.200 3,046 269,847
December 2018 0 0 0 0 0 0 250
March 2019 0 0 0 0 0 0 0
June 2019 0 0 0 0 0 0 3

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   2 693
September 2018 980.400 980.400 977.300 977.300 -4.100 2 693
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

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 1,130
SXA 0 0 0 0
SXB 0 0 0 0
SXH 0 0 0 0
SXK 0 0 0 1,130
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 0 0 0 103,057
FAC 0 0 0 0
FAE 0 0 0 20
FAL 0 0 0 1,433
FAX 0 0 0 145
FBA 0 0 0 20
FBB 0 0 0 213
FBC 0 0 0 2,989
FBD 0 0 0 3,250
FBM 0 0 0 0
FBO 0 0 0 3,014
FCB 0 0 0 15,176
FCG 0 0 0 6,254
FCI 0 0 0 89
FCL 0 0 0 26
FCN 0 0 0 21
FCP 0 0 0 10
FCQ 0 0 0 0
FCT 0 0 0 18
FCX 0 0 0 0
FDO 0 0 0 2,558
FEA 0 0 0 0
FEB 0 0 0 11,501
FEF 0 0 0 0
FEL 0 0 0 0
FEM 0 0 0 0
FEU 0 0 0 750
FFR 0 0 0 0
FFS 0 0 0 116
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 0 160
FHS 0 0 0 269
FIA 0 0 0 0
FIF 0 0 0 0
FIR 0 0 0 6
FKH 0 0 0 0
FKJ 0 0 0 0
FKK 0 0 0 0
FKY 0 0 0 73
FLC 0 0 0 0
FLF 0 0 0 935
FLL 0 0 0 0
FLN 0 0 0 0
FLV 0 0 0 0
FMA 0 0 0 66
FMF 0 0 0 5,058
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 0 500
FNN 0 0 0 0
FNS 0 0 0 767
FNU 0 0 0 4,000
FOA 0 0 0 0
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 9
FPP 0 0 0 94
FPV 0 0 0 500
FPW 0 0 0 0
FQB 0 0 0 172
FQN 0 0 0 0
FQR 0 0 0 23
FRP 0 0 0 1,498
FRQ 0 0 0 0
FRT 0 0 0 18
FRW 0 0 0 0
FRY 0 0 0 21,900
FSA 0 0 0 0
FSG 0 0 0 0
FSH 0 0 0 0
FSJ 0 0 0 0
FSU 0 0 0 6,109
FTA 0 0 0 18
FTC 0 0 0 7,050
FTD 0 0 0 2,185
FTK 0 0 0 127
FTL 0 0 0 0
FTQ 0 0 0 0
FUE 0 0 0 0
FVE 0 0 0 1,073
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 0
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 0 380
FZC 0 0 0 0
KGA 0 0 0 5

Share 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)

Session start: 9:30 a.m.
Symbol Transactions Volume Value
Total 0 0 0
BAB 0 0 0
BAE 0 0 0
BBY 0 0 0
BCL 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 0 0 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
BRT 0 0 0
BRX 0 0 0
BSA 0 0 0
BSF 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
BWN 0 0 0
BWO 0 0 0
BYR 0 0 0