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 3,573 119,147 89,745 2,180 41,699 97,575 5,753 160,846 187,320
ETF 77 5,806 1,579 51 580 424 128 6,386 2,003
US dollar (USX) 3 40 16 2 20 8 5 60 24
S&P/TSX 60 index (SXO) 0 0 0 6 102 169 6 102 169
S&P/TSX 60 index (SXO1) 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 3,653 124,993 91,340 2,239 42,401 98,176 5,892 167,394 189,516

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   97,092 1,008,123
August 2019 0 0 0 0 0 0 0
September 2019 98.060 98.070 98.050 98.050 -0.005 17,180 149,577
October 2019 0 0 0 0 0 0 0
December 2019 98.100 98.135 98.090 98.095 0 19,461 273,766
March 2020 98.195 98.230 98.180 98.190 0 17,703 185,761
June 2020 98.265 98.295 98.245 98.245 -0.010 13,696 122,616
September 2020 98.310 98.345 98.290 98.315 0.015 8,246 84,418
December 2020 98.325 98.375 98.310 98.340 0.010 9,862 116,462
March 2021 98.355 98.380 98.335 98.355 0.005 7,244 44,060
June 2021 98.355 98.385 98.340 98.370 0.005 3,204 20,860
September 2021 98.330 98.370 98.330 0 0.040 161 5,343
December 2021 98.330 98.330 98.330 98.330 -0.030 234 2,859
March 2022 98.310 98.330 98.310 98.320 -0.020 40 1,684
June 2022 98.310 98.340 98.300 0 0.050 61 717

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 2 109 5 114,750 2 500 38 132,950 4 609 43 247,700
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 2 109 5 114,750 2 500 38 130,950 4 609 43 245,700
OBY 0 0 0 0 0 0 0 2,000 0 0 0 2,000
OBZ 0 0 0 0 0 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
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 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   9,636 47,922
September 2019 121.220 121.400 121.160 121.290 0.020 9,636 47,922

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   75,049 610,582
September 2019 142.320 142.690 142.220 142.490 0.040 75,049 610,582
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 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
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 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   19,543 302,778
September 2019 984.000 987.400 979.800 980.700 -0.400 19,543 302,759
December 2019 0 0 0 0 0 0 19
March 2020 0 0 0 0 0 0 0
June 2020 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   605
September 2019 -2.600 -2.600 -2.850 -2.650 -2.650 605
December 2019 0 0 0 0 0 0
March 2020 0 0 0 0 0 0
June 2020 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   98 606
September 2019 983.000 983.500 980.200 980.200 -2.500 98 606
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 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 1
September 2019 0 0 0 0 0 0 1
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 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 2,894
SXA
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
SXB
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
SXH
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
SXK
September 2019 0 0 0 0 0 0 1,490
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
SXU
September 2019 0 0 0 0 0 0 1,404
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
SXY
September 2019 0 0 0 0 0 0 0
December 2019 0 0 0 0 0 0 0
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 3 141 109,936
FAC 0 0 0
FAE 0 0 0
FAL 0 0 524
FAX 0 0 0
FBA 0 0 41
FBB 0 0 0
FBC 0 0 5,721
FBD 0 0 0
FBH 0 0 0
FBM 0 0 0
FBO 0 0 1,028
FCB 0 0 10,651
FCG 0 0 2,803
FCI 0 0 0
FCL 0 0 393
FCN 0 0 0
FCP 0 0 0
FCQ 0 0 24
FCT 0 0 0
FCX 0 0 0
FDO 0 0 1
FEA 0 0 500
FEB 0 0 4,901
FEF 0 0 0
FEL 0 0 0
FEM 0 0 0
FEU 0 0 0
FFQ 0 0 0
FFR 0 0 0
FFS 0 0 0
FFV 0 0 0
FGI 0 0 0
FGJ 0 0 0
FGN 0 0 0
FGW 0 0 0
FHO 0 0 0
FHS 0 0 0
FHX 0 0 110
FIA 0 0 0
FIF 0 0 0
FIR 0 0 0
FKH 0 0 0
FKJ 0 0 3
FKK 0 0 0
FKY 0 0 1
FLC 0 0 0
FLF 0 0 0
FLL 0 0 0
FLN 0 0 0
FMA 0 0 270
FMF 0 0 1,100
FMI 0 0 0
FMO 0 0 0
FMQ 0 0 0
FMU 0 0 0
FMX 0 0 0
FNB 0 0 7,025
FNN 0 0 0
FNO 2 101 915
FNS 0 0 5,000
FNU 0 0 0
FOA 0 0 340
FOC 0 0 250
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 0 504
FPM 0 0 0
FPP 0 0 0
FPV 0 0 0
FPW 0 0 9,800
FQB 0 0 24
FQN 0 0 0
FQR 0 0 0
FQT 0 0 0
FRP 0 0 10
FRQ 0 0 0
FRT 0 0 1
FRW 0 0 0
FRY 0 0 19,501
FSA 0 0 0
FSG 0 0 0
FSH 0 0 0
FSJ 0 0 0
FSU 0 0 34,285
FTA 0 0 0
FTC 0 0 0
FTD 0 0 0
FTK 0 0 0
FTL 0 0 0
FTQ 0 0 0
FUE 0 0 0
FVE 0 0 500
FVH 0 0 0
FVJ 0 0 0
FVM 0 0 398
FWA 0 0 0
FWC 0 0 0
FWD 1 40 2,855
FWL 0 0 0
FWN 0 0 7
FWP 0 0 399
FWT 0 0 0
FXJ 0 0 0
FYP 0 0 0
FYR 0 0 0
FZC 0 0 0
KEF 0 0 51

Futures on Exchange-Traded Funds

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 360
FEG 0 0 0
FIC 0 0 0
FIU 0 0 20
FMJ 0 0 340
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 3 7,000
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
BFQ 0 0
BGJ 0 0
BGW 0 0
BHU 0 0
BHX 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
BNO 0 0
BNU 0 0
BOA 0 0
BOM 0 0
BOP 0 0
BPA 0 0
BPG 0 0
BPI 0 0
BPP 0 0
BPR 0 0
BPW 1 3,500
BQM 0 0
BQR 0 0
BQT 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 1 2,500
BTA 0 0
BTD 0 0
BTK 0 0
BTS 0 0
BVF 0 0
BWD 0 0
BWN 0 0
BWO 0 0
BYR 1 1,000

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