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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 7,267 268,378 277,234 3,790 76,959 248,469 11,057 345,337 525,703
ETF 204 38,004 9,025 152 84,342 30,511 356 122,346 39,536
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 7,471 306,382 286,259 3,942 161,301 278,980 11,413 467,683 565,239

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   149,580 916,968
February 2019 0 0 0 0 0 0 0
March 2019 97.790 97.805 97.780 0 0 16,972 157,840
April 2019 0 0 0 0 0 0 0
June 2019 97.770 97.770 97.715 0 -0.010 34,018 179,593
September 2019 97.720 97.730 97.670 0 -0.005 29,414 169,098
December 2019 97.680 97.680 97.620 0 0 27,564 170,479
March 2020 97.665 97.670 97.615 0 -0.010 16,417 96,331
June 2020 97.665 97.670 97.615 0 -0.005 7,695 83,956
September 2020 97.665 97.665 97.615 0 -0.010 11,230 21,148
December 2020 97.645 97.660 97.610 0 -0.010 4,604 27,403
March 2021 97.640 97.640 97.590 0 -0.030 1,128 6,109
June 2021 97.610 97.610 97.580 0 -0.030 253 2,491
September 2021 97.580 97.580 97.540 0 -0.030 244 1,859
December 2021 97.530 97.530 97.500 0 -0.030 41 661

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 1 1 0 75,065 4 2,000 384 102,095 5 2,001 384 177,160
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 1 1 0 75,065 4 2,000 384 94,095 5 2,001 384 169,160
OBY 0 0 0 0 0 0 0 8,000 0 0 0 8,000
OBZ 0 0 0 0 0 0 0 0 0 0 0 0

30-Day Overnight Repo Rate Futures (ONX)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
January 2019 0 0 0 0 0 0 0
February 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
June 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0

Overnight Index Swap Futures (OIS)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   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: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   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
December 2019 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   10,237 24,122
March 2019 118.770 118.770 118.520 118.560 -0.040 10,237 24,122
June 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0
December 2019 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   91,658 592,586
March 2019 136.490 136.490 135.920 136.010 -0.130 91,658 592,586
June 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0
December 2019 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
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
December 2019 0 0 0 0 0 0 0

S&P/TSX 60 Index Standard Futures (SXF)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   17,137 306,416
March 2019 910.300 916.800 910.200 915.500 -0.100 17,137 306,413
June 2019 0 0 0 0 0 0 3
September 2019 0 0 0 0 0 0 0
December 2019 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   390
March 2019 -2.650 -2.550 -2.650 -2.550 -2.550 390
June 2019 0 0 0 0 0 0
September 2019 0 0 0 0 0 0
December 2019 0 0 0 0 0 0

S&P/TSX 60 Index Mini Futures (SXM)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   55 1,311
March 2019 911.700 917.600 911.700 915.700 0.100 55 1,311
June 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0
December 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
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
December 2019 0 0 0 0 0 0 0

Sector Index Futures (SXA, SXB, SXH, SXK, SXU, SXY)

Session start: 6 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 1,760
SXA
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
December 2019 0 0 0 0 0 0 0
SXB
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
December 2019 0 0 0 0 0 0 0
SXH
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
December 2019 0 0 0 0 0 0 0
SXK
March 2019 0 0 0 0 0 0 1,300
June 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0
SXU
March 2019 0 0 0 0 0 0 460
June 2019 0 0 0 0 0 0 0
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0
SXY
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
December 2019 0 0 0 0 0 0 0

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 21 10,215 229,723
FAC 0 0 0
FAE 0 0 0
FAL 0 0 2,567
FAX 0 0 0
FBA 0 0 102
FBB 0 0 0
FBC 0 0 26,024
FBD 0 0 4,750
FBH 0 0 0
FBM 0 0 0
FBO 0 0 13,534
FCB 0 0 11,600
FCG 0 0 5,107
FCI 0 0 0
FCL 0 0 0
FCN 0 0 0
FCP 0 0 0
FCQ 13 13 11
FCT 0 0 0
FCX 0 0 0
FDO 0 0 300
FEA 0 0 0
FEB 4 10,000 61,091
FEF 0 0 0
FEL 0 0 0
FEM 0 0 0
FEU 0 0 0
FFR 0 0 0
FFS 0 0 100
FFV 0 0 0
FGG 0 0 350
FGI 0 0 0
FGN 0 0 0
FGW 0 0 0
FHO 0 0 0
FHS 0 0 41
FIA 0 0 0
FIF 0 0 0
FIR 0 0 0
FKH 0 0 0
FKJ 0 0 200
FKK 0 0 0
FKY 0 0 4
FLC 0 0 0
FLF 0 0 0
FLL 0 0 0
FLN 0 0 0
FMA 0 0 20
FMF 0 0 705
FMI 0 0 16
FMO 0 0 0
FMQ 0 0 0
FMU 0 0 0
FMX 0 0 0
FNB 0 0 8,077
FNN 0 0 0
FNS 0 0 25,584
FNU 0 0 0
FOA 0 0 10
FOC 0 0 9
FON 0 0 0
FOP 0 0 0
FOU 0 0 0
FPA 0 0 0
FPF 0 0 0
FPK 0 0 0
FPL 0 0 1
FPM 0 0 0
FPP 0 0 0
FPV 0 0 0
FPW 0 0 0
FQB 0 0 677
FQN 0 0 0
FQR 0 0 0
FRP 0 0 10,500
FRQ 0 0 0
FRT 0 0 0
FRW 0 0 0
FRY 0 0 20,441
FSA 0 0 0
FSG 0 0 0
FSH 0 0 0
FSJ 0 0 0
FSU 0 0 11,650
FTA 0 0 0
FTC 0 0 0
FTD 0 0 25,000
FTK 0 0 0
FTL 0 0 0
FTQ 0 0 0
FUE 0 0 0
FVE 0 0 303
FVH 0 0 0
FVJ 0 0 0
FVM 0 0 124
FWA 0 0 0
FWC 0 0 4
FWD 4 202 500
FWL 0 0 0
FWN 0 0 0
FWP 0 0 50
FWT 0 0 0
FXJ 0 0 0
FYP 0 0 0
FYR 0 0 190
FZC 0 0 0
KEF 0 0 81

Futures on Exchange-Traded Funds

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 10 2,280 5,751
FEG 0 0 0
FIC 0 0 0
FIU 10 2,280 5,751
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
BAB 0 0
BAE 0 0
BBH 0 0
BBY 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
BFI 0 0
BGO 0 0
BGW 0 0
BHU 0 0
BIB 0 0
BIC 0 0
BII 0 0
BIM 0 0
BKO 0 0
BLF 0 0
BLW 0 0
BMC 0 0
BMD 0 0
BMI 0 0
BMN 0 0
BMU 0 0
BNA 0 0
BNB 0 0
BNU 0 0
BOM 0 0
BOP 0 0
BPG 0 0
BPI 0 0
BPP 0 0
BPR 0 0
BPW 0 0
BQM 0 0
BQR 0 0
BRA 0 0
BRP 0 0
BRT 0 0
BRX 0 0
BSA 0 0
BSJ 0 0
BSL 0 0
BSN 0 0
BSU 0 0
BTA 0 0
BTD 0 0
BTK 0 0
BTS 0 0
BVF 0 0
BWN 0 0
BWO 0 0
BYR 0 0