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 3,466 102,670 105,347 1,818 29,937 39,939 5,284 132,607 145,286
ETF 80 7,338 1,240 79 47,762 16,273 159 55,100 17,513
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 3,546 110,008 106,587 1,897 77,699 56,212 5,443 187,707 162,799

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   111,557 980,882
June 2018 98.200 98.215 98.200 0 0 16,043 194,893
July 2018 0 0 0 0 0 0 0
August 2018 0 0 0 0 0 0 0
September 2018 97.975 98.010 97.975 0 0 17,717 165,324
December 2018 97.770 97.815 97.770 0 0 30,564 195,168
March 2019 97.605 97.650 97.605 0 0.005 14,975 178,805
June 2019 97.495 97.540 97.495 0 0.005 8,497 101,977
September 2019 97.420 97.460 97.415 0 0.005 14,042 67,180
December 2019 97.355 97.405 97.355 0 0.010 8,342 45,780
March 2020 97.310 97.350 97.310 0 0.005 1,151 19,423
June 2020 97.250 97.300 97.250 0 0.060 206 6,323
September 2020 0 0 0 0 0 0 3,190
December 2020 0 0 0 0 0 10 1,973
March 2021 0 0 0 0 0 10 846

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.
4 6,100 161 72,701 4 8,000 233 121,855 8 14,100 394 194,556

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
May 2018 0 0 0 0 0 0 0
June 2018 0 0 0 0 0 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
December 2018 0 0 0 0 0 0 0
March 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
May 2018 0 0 0 0 0 0 0
July 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

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
June 2018 0 0 0 0 0 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

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   4,198 4,612
June 2018 116.800 116.960 116.800 116.960 0.240 2,895 4,085
September 2018 117.240 117.240 117.240 117.240 0.220 1,303 527
December 2018 0 0 0 0 0 0 0
March 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   664,630 997,321
June 2018 130.620 131.080 130.550 131.070 0.020 342,521 665,803
September 2018 133.820 134.470 133.720 134.430 0.040 322,109 331,518
December 2018 0 0 0 0 0 0 0
March 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
June 2018 0 0 0 0 0 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

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   16,721 293,018
June 2018 953.600 956.700 950.300 951.100 -1.900 16,641 283,871
September 2018 950.600 951.300 947.400 948.000 -1.800 80 8,897
December 2018 0 0 0 0 0 0 250
March 2019 0 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   469 1,016
June 2018 950.000 955.800 950.000 951.100 -1.900 469 1,016
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

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 10
June 2018 0 0 0 0 0 0 10
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

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

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 14 14 2,752 1,367
SXA 0 0 0 0
SXB 0 0 0 3
SXH 0 0 0 0
SXK 0 0 0 1,360
SXU 0 0 0 0
SXY 14 14 2,752 4

Share Futures

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 6 1,507 148,521 136,304
FAC 0 0 0 0
FAE 0 0 0 2,120
FAL 3 6 145 1,532
FAX 0 0 0 145
FBA 0 0 0 10,300
FBB 0 0 0 203
FBC 0 0 0 2,023
FBD 0 0 0 5,150
FBM 0 0 0 5
FBO 0 0 0 8,819
FCB 0 0 0 6,126
FCG 0 0 0 5,364
FCI 0 0 0 89
FCL 0 0 0 26
FCN 0 0 0 47
FCP 0 0 0 10
FCQ 0 0 0 4,600
FCT 0 0 0 39
FCX 0 0 0 0
FDO 0 0 0 183
FEA 0 0 0 0
FEB 0 0 0 11,344
FEF 0 0 0 0
FEL 0 0 0 30
FEM 0 0 0 0
FEU 0 0 0 750
FFR 0 0 0 0
FFS 0 0 0 111
FFV 0 0 0 1,599
FGG 0 0 0 8,170
FGI 0 0 0 0
FGN 0 0 0 0
FGW 0 0 0 0
FHO 0 0 0 213
FHS 0 0 0 274
FIA 0 0 0 0
FIF 0 0 0 0
FIR 0 0 0 2,711
FKJ 0 0 0 0
FKK 0 0 0 0
FKY 0 0 0 67
FLC 0 0 0 0
FLF 0 0 0 1,036
FLL 0 0 0 0
FLN 0 0 0 1,000
FLV 0 0 0 0
FMA 0 0 0 98
FMF 0 0 0 4,447
FMI 1 1 83 37
FMO 0 0 0 0
FMQ 0 0 0 200
FMU 0 0 0 21
FMX 0 0 0 0
FNB 0 0 0 605
FNN 0 0 0 0
FNS 0 0 0 7,468
FNU 0 0 0 0
FOA 0 0 0 0
FOC 0 0 0 3,243
FON 0 0 0 0
FOP 0 0 0 0
FOU 0 0 0 200
FPF 0 0 0 0
FPH 0 0 0 0
FPK 0 0 0 0
FPL 0 0 0 298
FPM 0 0 0 150
FPP 0 0 0 108
FPV 0 0 0 500
FPW 0 0 0 0
FQB 0 0 0 150
FQN 0 0 0 0
FQR 0 0 0 18
FRP 0 0 0 1,564
FRT 0 0 0 31
FRV 0 0 0 0
FRY 2 1,500 148,293 13,300
FSA 0 0 0 7,100
FSG 0 0 0 0
FSH 0 0 0 0
FSJ 0 0 0 0
FSU 0 0 0 6,110
FTA 0 0 0 339
FTC 0 0 0 7,050
FTD 0 0 0 685
FTK 0 0 0 5,927
FTL 0 0 0 0
FTQ 0 0 0 0
FUE 0 0 0 0
FVE 0 0 0 1,715
FVJ 0 0 0 0
FVM 0 0 0 8
FWA 0 0 0 0
FWC 0 0 0 9
FWD 0 0 0 0
FWL 0 0 0 0
FWN 0 0 0 26
FWP 0 0 0 210
FWT 0 0 0 0
FXJ 0 0 0 0
FYR 0 0 0 580
FZC 0 0 0 0
KGA 0 0 0 21