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 4,499 67,269 76,621 2,316 59,311 163,732 6,815 126,580 240,353
ETF 193 3,555 1,696 120 7,528 2,624 313 11,083 4,320
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
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 4,692 70,824 78,317 2,436 66,839 166,356 7,128 137,663 244,673

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   143,456 1,158,198
December 2019 98.060 98.070 98.020 0 0 31,082 230,470
January 2020 0 0 0 0 0 0 0
February 2020 0 0 0 0 0 0 0
March 2020 98.160 98.185 98.115 0 0 30,168 272,611
June 2020 98.215 98.240 98.165 0 0 32,600 214,733
September 2020 98.260 98.285 98.205 0 0 21,416 153,997
December 2020 98.270 98.290 98.215 0 -0.005 15,249 136,003
March 2021 98.285 98.305 98.230 0 -0.005 6,241 73,887
June 2021 98.285 98.295 98.220 0 -0.005 4,538 43,478
September 2021 98.265 98.280 98.210 0 0 1,928 20,600
December 2021 98.250 98.250 98.210 0 0 56 5,244
March 2022 98.250 98.250 98.200 0 -0.050 124 3,344
June 2022 98.250 98.250 98.200 0 -0.050 25 2,814
September 2022 98.230 98.230 98.200 0 0.010 29 1,017

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 15 6,000 416 216,521 6 2,750 53 137,580 21 8,750 469 354,101
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 15 6,000 416 214,521 6 2,750 53 137,580 21 8,750 469 352,101
OBY 0 0 0 2,000 0 0 0 0 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
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
September 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   34,716 65,672
December 2019 122.820 122.890 122.470 122.550 0.010 30,513 65,670
March 2020 121.520 121.520 121.320 121.330 -0.010 4,203 2
June 2020 0 0 0 0 0 0 0
September 2020 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   331,748 603,060
December 2019 141.850 141.960 141.030 141.240 0.030 216,348 581,829
March 2020 140.670 140.720 139.830 140.000 0.010 115,400 21,231
June 2020 0 0 0 0 0 0 0
September 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
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
September 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   25,733 305,569
December 2019 1,016.800 1,019.900 1,012.700 1,016.300 -0.100 24,733 303,593
March 2020 0 0 0 0 0 1,000 1,976
June 2020 0 0 0 0 0 0 0
September 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   3
December 2019 -0.950 -0.950 -1.150 -1.150 -1.150 3
March 2020 0 0 0 0 0 0
June 2020 0 0 0 0 0 0
September 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   89 838
December 2019 1,017.800 1,017.800 1,013.400 1,015.900 -1.200 89 838
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 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 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
September 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   0 286
SXA
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
September 2020 0 0 0 0 0 0 0
SXB
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
September 2020 0 0 0 0 0 0 0
SXH
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
September 2020 0 0 0 0 0 0 0
SXK
December 2019 0 0 0 0 0 0 143
March 2020 0 0 0 0 0 0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 143
SXU
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
September 2020 0 0 0 0 0 0 0
SXY
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
September 2020 0 0 0 0 0 0 0

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 1 5,900 138,936
FAC 0 0 0
FAE 0 0 0
FAL 0 0 0
FAX 0 0 500
FBA 0 0 0
FBB 0 0 0
FBC 0 0 7,400
FBD 0 0 0
FBH 0 0 0
FBM 0 0 0
FBO 0 0 12,400
FCB 0 0 8,650
FCG 0 0 823
FCI 0 0 0
FCL 0 0 46
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 20,000
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 6,330
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 1,000
FHX 0 0 500
FIA 0 0 2,340
FIF 0 0 0
FIR 0 0 0
FKH 0 0 0
FKJ 0 0 2
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 0
FMF 0 0 2,720
FMI 0 0 4,100
FMO 0 0 0
FMQ 0 0 0
FMU 0 0 0
FMX 0 0 0
FNB 0 0 8
FNN 0 0 0
FNO 0 0 250
FNS 0 0 850
FNU 0 0 0
FOA 0 0 0
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 0 503
FPM 0 0 0
FPP 0 0 0
FPV 0 0 0
FPW 0 0 0
FQB 0 0 1
FQN 0 0 0
FQR 0 0 0
FQT 0 0 0
FRP 0 0 6,740
FRQ 0 0 0
FRT 0 0 1
FRW 0 0 0
FRY 0 0 14,401
FSA 0 0 0
FSG 0 0 0
FSH 0 0 0
FSJ 0 0 0
FSU 0 0 365
FTA 0 0 0
FTC 0 0 0
FTD 0 0 50
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 1 5,900 40,625
FWA 0 0 0
FWC 0 0 0
FWD 0 0 5,400
FWL 0 0 0
FWN 0 0 7
FWP 0 0 1,649
FWT 0 0 0
FXJ 0 0 0
FYP 0 0 0
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 0 250
FEG 0 0 250
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 5 17,440
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 2 9,700
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 2 5,740
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 0 0
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 0 0
BTA 0 0
BTD 0 0
BTK 0 0
BTS 0 0
BVF 0 0
BWD 1 2,000
BWN 0 0
BWO 0 0
BYR 0 0