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 4,468 78,528 131,802 2,426 29,165 54,984 6,894 107,693 186,786
ETF 126 53,144 16,223 94 72,021 14,123 220 125,165 30,346
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 4,594 131,672 148,025 2,520 101,186 69,107 7,114 232,858 217,132

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   316,218 773,762
February 2018 0 0 0 0 0 0 0
March 2018 98.180 98.215 98.140 0 0 79,155 163,817
April 2018 0 0 0 0 0 0 0
June 2018 97.970 98.020 97.915 0 0.005 50,731 148,573
September 2018 97.845 97.895 97.780 0 0 47,888 119,755
December 2018 97.745 97.795 97.705 0 0.005 77,584 149,031
March 2019 97.670 97.720 97.630 0 0 33,413 74,461
June 2019 97.610 97.660 97.580 0 0 8,964 62,203
September 2019 97.560 97.600 97.530 0 -0.010 11,643 32,365
December 2019 97.520 97.550 97.490 0 -0.010 4,958 13,172
March 2020 97.490 97.520 97.460 0 -0.010 1,175 6,030
June 2020 97.480 97.520 97.450 0 0.040 134 2,523
September 2020 97.470 97.500 97.470 0 0.020 173 1,317
December 2020 97.480 97.490 97.450 0 -0.010 400 515

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.
11 7,060 68 68,990 10 5,451 223 75,981 21 12,511 291 144,971

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
January 2018 0 0 0 0 0 0 0
February 2018 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0
April 2018 0 0 0 0 0 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

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
January 2018 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0
April 2018 0 0 0 0 0 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
March 2018 0 0 0 0 0 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

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   2,468 4,151
March 2018 118.770 118.970 118.670 118.670 -0.090 2,468 4,151
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

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   76,275 549,420
March 2018 133.430 133.940 133.170 133.280 -0.080 76,275 549,420
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

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
March 2018 0 0 0 0 0 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

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   17,108 272,916
March 2018 965.400 968.900 961.000 965.000 1.500 17,108 272,116
June 2018 0 0 0 0 0 0 800
September 2018 0 0 0 0 0 0 0
December 2018 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   321 1,112
March 2018 964.700 966.900 962.600 964.900 1.400 321 1,112
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

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 2018 0 0 0 0 0 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

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

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 0 0 0 680
SXA 0 0 0 0
SXB 0 0 0 0
SXH 0 0 0 0
SXK 0 0 0 680
SXU 0 0 0 0
SXY 0 0 0 0

Share Futures

Session start: 9:30 a.m.
Symbol Transactions Volume Value Open interest
Total 24 50,570 2,921,543 259,970
FAE 0 0 0 19
FAL 0 0 0 1,014
FAX 0 0 0 243
FBA 0 0 0 12,000
FBB 0 0 0 1,147
FBC 24 50,570 2,921,543 25,111
FBD 0 0 0 3,610
FBM 0 0 0 15
FBO 0 0 0 15,171
FCB 0 0 0 487
FCG 0 0 0 4,718
FCI 0 0 0 89
FCL 0 0 0 26
FCN 0 0 0 69
FCP 0 0 0 14
FCQ 0 0 0 500
FCT 0 0 0 1,562
FDO 0 0 0 324
FEA 0 0 0 530
FEB 0 0 0 8,447
FEL 0 0 0 322
FFS 0 0 0 10,022
FFV 0 0 0 12
FGA 0 0 0 0
FGG 0 0 0 8,940
FGI 0 0 0 0
FGW 0 0 0 0
FHO 0 0 0 469
FHS 0 0 0 131
FIR 0 0 0 72
FKK 0 0 0 0
FLF 0 0 0 1,098
FLL 0 0 0 0
FMA 0 0 0 3,844
FMF 0 0 0 6,826
FMI 0 0 0 15
FMO 0 0 0 24
FMQ 0 0 0 140
FMU 0 0 0 39
FNB 0 0 0 9,010
FNS 0 0 0 305
FOC 0 0 0 5,787
FPL 0 0 0 427
FPM 0 0 0 0
FPO 0 0 0 0
FPP 0 0 0 5,177
FPW 0 0 0 13,048
FQR 0 0 0 22
FRP 0 0 0 14,653
FRT 0 0 0 309
FRV 0 0 0 0
FRY 0 0 0 31,750
FSA 0 0 0 0
FSJ 0 0 0 0
FSU 0 0 0 23,198
FTA 0 0 0 585
FTC 0 0 0 124
FTD 0 0 0 41,942
FTK 0 0 0 117
FVE 0 0 0 2,572
FWC 0 0 0 57
FWN 0 0 0 26
FWP 0 0 0 2,250
FYR 0 0 0 623
KGA 0 0 0 776
KPO 0 0 0 162