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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 2,496 45,543 50,190 1,916 16,650 67,911 4,412 62,193 118,101
ETF 82 761 1,117 169 9,453 5,818 251 10,214 6,935
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 2,578 46,304 51,307 2,085 26,103 73,729 4,663 72,407 125,036

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   92,497 848,692
April 2020 0 0 0 0 0 0 0
May 2020 0 0 0 0 0 0 0
June 2020 99.395 99.440 99.365 0 0 17,357 166,923
September 2020 99.445 99.475 99.420 0 0 17,472 173,280
December 2020 99.430 99.435 99.395 0 -0.005 17,304 136,323
March 2021 99.395 99.405 99.365 0 -0.010 11,243 135,567
June 2021 99.325 99.345 99.305 0 0 9,159 85,273
September 2021 99.260 99.280 99.235 0 0.005 8,487 78,612
December 2021 99.190 99.210 99.160 0 0.005 6,428 35,929
March 2022 99.140 99.145 99.105 0 0.005 3,907 29,059
June 2022 99.080 99.090 99.050 0 0 600 4,010
September 2022 99.040 99.060 99.020 0 0.010 396 2,099
December 2022 99.000 99.000 99.000 0 -0.010 37 1,531
March 2023 98.980 98.980 98.980 0 -0.010 107 86

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 30 30,256 8,959 155,618 1 250 25 64,913 31 30,506 8,984 220,531
OBW 0 0 0 0 0 0 0 0 0 0 0 0
OBX 30 30,256 8,959 148,868 1 250 25 64,163 31 30,506 8,984 213,031
OBY 0 0 0 6,750 0 0 0 750 0 0 0 7,500
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
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 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   16,370 62,466
June 2020 127.950 128.030 127.740 127.770 -0.080 16,370 62,466
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 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   73,660 601,892
June 2020 148.100 148.270 147.580 147.590 -0.300 73,660 601,892
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 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
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 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   14,119 298,588
June 2020 786.000 800.100 778.700 788.500 1.200 14,119 298,588
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 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   14
June 2020 -5.500 -5.500 -6.300 -6.300 -6.300 14
September 2020 0 0 0 0 0 0
December 2020 0 0 0 0 0 0
March 2021 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   100 794
June 2020 793.500 793.500 788.000 788.000 -6.800 100 794
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0

S&P/MX International Cannabis Index Futures (SMJ)

Session start: 2 a.m.
Month Open price High price Low price Last price Change Volume Open interest
Total   0 0
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 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
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 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   0 143
SXA
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
SXB
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
SXH
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
SXK
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 143
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
SXU
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0
SXY
June 2020 0 0 0 0 0 0 0
September 2020 0 0 0 0 0 0 0
December 2020 0 0 0 0 0 0 0
March 2021 0 0 0 0 0 0 0

Share Futures

Session start: 6 a.m.
Symbol Transactions Volume Open interest
Total 0 0 406,195
FAA 0 0 0
FAC 0 0 0
FAE 0 0 0
FAL 0 0 0
FAX 0 0 0
FBA 0 0 0
FBB 0 0 0
FBC 0 0 15,000
FBD 0 0 0
FBH 0 0 0
FBO 0 0 2,000
FCB 0 0 29,895
FCG 0 0 0
FCH 0 0 0
FCI 0 0 0
FCL 0 0 0
FCM 0 0 0
FCN 0 0 0
FCP 0 0 0
FCQ 0 0 0
FCT 0 0 0
FCX 0 0 0
FDO 0 0 0
FEB 0 0 2,000
FEF 0 0 0
FEI 0 0 0
FEL 0 0 0
FEM 0 0 0
FEU 0 0 0
FFL 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 2,800
FGW 0 0 0
FHO 0 0 0
FHS 0 0 250
FHX 0 0 0
FIA 0 0 1,000
FIF 0 0 0
FIR 0 0 0
FJS 0 0 0
FKH 0 0 0
FKJ 0 0 0
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 3,000
FMF 0 0 0
FMI 0 0 0
FMO 0 0 0
FMQ 0 0 0
FMU 0 0 0
FMX 0 0 0
FNB 0 0 8,000
FNN 0 0 0
FNO 0 0 0
FNS 0 0 77,500
FNT 0 0 0
FNU 0 0 39,000
FOA 0 0 0
FOC 0 0 0
FON 0 0 0
FOO 0 0 0
FOP 0 0 0
FOU 0 0 0
FPA 0 0 0
FPK 0 0 0
FPL 0 0 0
FPM 0 0 0
FPP 0 0 5,500
FPV 0 0 0
FPW 0 0 48,000
FQB 0 0 0
FQN 0 0 0
FQR 0 0 0
FRP 0 0 15,500
FRQ 0 0 0
FRT 0 0 0
FRW 0 0 0
FRY 0 0 0
FSA 0 0 0
FSG 0 0 0
FSH 0 0 0
FSJ 0 0 3,000
FSO 0 0 0
FSU 0 0 34,000
FTA 0 0 0
FTC 0 0 0
FTD 0 0 116,000
FTE 0 0 0
FTF 0 0 0
FTK 0 0 0
FTL 0 0 0
FUE 0 0 0
FVE 0 0 0
FVH 0 0 0
FVJ 0 0 0
FVM 0 0 500
FVV 0 0 0
FWA 0 0 0
FWC 0 0 0
FWD 0 0 0
FWL 0 0 2,500
FWN 0 0 0
FWP 0 0 750
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 11 40,000
BAA 0 0
BAB 0 0
BAE 0 0
BBH 0 0
BBY 0 0
BCG 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
BEF 0 0
BFI 0 0
BFO 0 0
BFQ 0 0
BFT 0 0
BGJ 0 0
BGW 0 0
BHH 0 0
BHP 0 0
BHQ 0 0
BHU 0 0
BHX 0 0
BIA 0 0
BIB 0 0
BIC 0 0
BIE 0 0
BIF 0 0
BII 0 0
BIM 0 0
BIQ 0 0
BIX 0 0
BJQ 0 0
BJR 0 0
BJS 0 0
BJX 0 0
BKE 0 0
BKO 0 0
BKP 0 0
BKQ 0 0
BLA 0 0
BLF 0 0
BLI 0 0
BLQ 0 0
BLW 0 0
BMC 0 0
BMI 0 0
BMJ 0 0
BMN 0 0
BMP 0 0
BMU 0 0
BNB 0 0
BNO 0 0
BNR 0 0
BNU 0 0
BOA 0 0
BOM 0 0
BON 0 0
BOO 0 0
BOP 0 0
BPA 0 0
BPG 0 0
BPI 0 0
BPJ 0 0
BPP 0 0
BPQ 0 0
BPR 0 0
BPW 0 0
BQA 0 0
BQC 0 0
BQD 0 0
BQM 0 0
BQR 0 0
BRA 0 0
BRI 0 0
BRP 0 0
BRT 0 0
BRX 0 0
BSA 0 0
BSJ 0 0
BSL 0 0
BSN 2 10,000
BSQ 0 0
BSU 0 0
BTA 0 0
BTD 9 30,000
BTF 0 0
BTJ 0 0
BTK 0 0
BTN 0 0
BTS 0 0
BTW 0 0
BUC 0 0
BUO 0 0
BUQ 0 0
BVF 0 0
BVI 0 0
BVT 0 0
BVV 0 0
BWC 0 0
BWD 0 0
BWG 0 0
BWN 0 0
BWO 0 0
BWT 0 0
BXC 0 0
BXW 0 0
BYE 0 0
BYI 0 0
BYR 0 0
BZA 0 0
BZB 0 0
BZC 0 0
BZE 0 0
BZH 0 0
BZK 0 0
BZQ 0 0
BZU 0 0
BZY 0 0

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