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Intra-Session Summary
Sections
- Equity, Currency, Index and ETF Options
- Three-Month CORRA Futures (CRA)
- Three-Month Canadian Bankers' Acceptance Futures (BAX)
- Options on Three-Month Canadian Bankers' Acceptance Futures (OBX)
- Two-Year Government of Canada Bond Futures (CGZ)
- Five-Year Government of Canada Bond Futures (CGF)
- Ten-Year Government of Canada Bond Futures (CGB)
- 30-Year Government of Canada Bond Futures (LGB)
- S&P/TSX 60 Index Standard Futures (SXF)
- Basis Trade on Close on S&P/TSX 60 Index Standard Futures (BSF)
- S&P/TSX 60 Index Mini Futures (SXM)
- S&P/TSX 60 ESG Index Futures (SEG)
- S&P/MX International Cannabis Index Futures (SMJ)
- S&P/TSX Composite Index Mini Futures (SCF)
- Sector Index Futures (SXA, SXB, SXH, SXK, SXU, SXY)
- Share Futures
- Futures on Exchange-Traded Funds
- Basis Trade on Close (BTC) on Share Futures
Equity, Currency, Index and ETF Options
Call | Put | Total | |||||||
---|---|---|---|---|---|---|---|---|---|
Options | Trans. | Volume | Value | Trans. | Volume | Value | Trans. | Volume | Value |
Equity | 4,005 | 56,351 | 60,649 | 1,518 | 17,586 | 17,338 | 5,523 | 73,937 | 77,987 |
ETF | 91 | 915 | 877 | 66 | 2,399 | 1,519 | 157 | 3,314 | 2,396 |
US dollar (USX) | 2 | 25 | 34 | 1 | 15 | 25 | 3 | 40 | 59 |
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 | 4,098 | 57,291 | 61,560 | 1,585 | 20,000 | 18,882 | 5,683 | 77,291 | 80,442 |
Three-Month CORRA Futures (CRA)
Month | Open price | High price | Low price | Last price | Change | Volume | Open interest |
---|---|---|---|---|---|---|---|
Total | 57 | 6,276 | |||||
December 2020 | 99.830 | 99.830 | 99.830 | 99.830 | 0.005 | 28 | 1,943 |
March 2021 | 99.830 | 99.830 | 99.830 | 99.830 | 0 | 29 | 3,329 |
June 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 604 |
September 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 250 |
December 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 150 |
March 2022 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
June 2022 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
September 2022 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
December 2022 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
March 2023 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
June 2023 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
September 2023 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Three-Month Canadian Bankers' Acceptance Futures (BAX)
Month | Open price | High price | Low price | Last price | Change | Volume | Open interest |
---|---|---|---|---|---|---|---|
Total | 212,077 | 1,183,345 | |||||
February 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
March 2021 | 99.595 | 99.595 | 99.560 | 99.570 | -0.025 | 59,507 | 138,052 |
April 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
June 2021 | 99.600 | 99.605 | 99.560 | 99.575 | -0.020 | 31,271 | 195,043 |
September 2021 | 99.600 | 99.600 | 99.560 | 99.575 | -0.015 | 33,493 | 187,862 |
December 2021 | 99.580 | 99.585 | 99.545 | 99.560 | -0.015 | 16,245 | 175,850 |
March 2022 | 99.555 | 99.555 | 99.520 | 99.545 | -0.010 | 21,159 | 185,794 |
June 2022 | 99.515 | 99.515 | 99.480 | 99.505 | -0.005 | 24,212 | 118,666 |
September 2022 | 99.465 | 99.465 | 99.425 | 99.450 | -0.005 | 12,422 | 84,748 |
December 2022 | 99.390 | 99.390 | 99.355 | 99.380 | -0.005 | 8,185 | 56,364 |
March 2023 | 99.310 | 99.315 | 99.275 | 99.300 | -0.010 | 2,021 | 26,613 |
June 2023 | 99.210 | 99.210 | 99.180 | 99.205 | -0.020 | 1,963 | 7,677 |
September 2023 | 99.120 | 99.120 | 99.085 | 99.105 | -0.030 | 1,309 | 4,276 |
December 2023 | 99.005 | 99.020 | 99.005 | 99.020 | -0.030 | 290 | 2,400 |
Options on Three-Month Canadian Bankers' Acceptance Futures (OBX)
Call | Put | Total | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Symbol | Trans. | Volume | Value | Open int. | Trans. | Volume | Value | Open int. | Trans. | Volume | Value | Open int. |
Total | 0 | 0 | 0 | 49,563 | 2 | 1,000 | 4 | 8,525 | 2 | 1,000 | 4 | 58,088 |
OBW | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
OBX | 0 | 0 | 0 | 49,063 | 2 | 1,000 | 4 | 8,025 | 2 | 1,000 | 4 | 57,088 |
OBY | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
OBZ | 0 | 0 | 0 | 500 | 0 | 0 | 0 | 500 | 0 | 0 | 0 | 1,000 |
Two-Year Government of Canada Bond Futures (CGZ)
Month | Open price | High price | Low price | Last price | Change | Volume | Open interest |
---|---|---|---|---|---|---|---|
Total | 9,401 | 34,351 | |||||
March 2021 | 110.040 | 110.040 | 109.995 | 110.020 | -0.020 | 9,401 | 34,351 |
June 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
September 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
December 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Five-Year Government of Canada Bond Futures (CGF)
Month | Open price | High price | Low price | Last price | Change | Volume | Open interest |
---|---|---|---|---|---|---|---|
Total | 22,143 | 83,941 | |||||
March 2021 | 127.580 | 127.630 | 127.460 | 127.540 | -0.080 | 22,143 | 83,941 |
June 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
September 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
December 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Ten-Year Government of Canada Bond Futures (CGB)
Month | Open price | High price | Low price | Last price | Change | Volume | Open interest |
---|---|---|---|---|---|---|---|
Total | 94,048 | 699,218 | |||||
March 2021 | 147.930 | 148.020 | 147.590 | 147.730 | -0.260 | 94,048 | 699,218 |
June 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
September 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
December 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
30-Year Government of Canada Bond Futures (LGB)
Month | Open price | High price | Low price | Last price | Change | Volume | Open interest |
---|---|---|---|---|---|---|---|
Total | 0 | 0 | |||||
March 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
June 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
September 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
December 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
S&P/TSX 60 Index Standard Futures (SXF)
Month | Open price | High price | Low price | Last price | Change | Volume | Open interest |
---|---|---|---|---|---|---|---|
Total | 11,317 | 303,994 | |||||
March 2021 | 1,062.200 | 1,064.900 | 1,057.300 | 1,062.700 | 1.500 | 11,317 | 303,994 |
June 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
September 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
December 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Basis Trade on Close on S&P/TSX 60 Index Standard Futures (BSF)
Month | Open price | High price | Low price | Last price | Change | Volume |
---|---|---|---|---|---|---|
Total | 1,339 | |||||
March 2021 | -5.250 | -5.200 | -5.300 | -5.300 | -5.300 | 1,339 |
June 2021 | 0 | 0 | 0 | 0 | 0 | 0 |
September 2021 | 0 | 0 | 0 | 0 | 0 | 0 |
December 2021 | 0 | 0 | 0 | 0 | 0 | 0 |
S&P/TSX 60 Index Mini Futures (SXM)
Month | Open price | High price | Low price | Last price | Change | Volume | Open interest |
---|---|---|---|---|---|---|---|
Total | 7 | 205 | |||||
March 2021 | 1,063.000 | 1,063.000 | 1,062.000 | 1,062.000 | 0.800 | 7 | 205 |
June 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
September 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
December 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
S&P/TSX 60 ESG Index Futures (SEG)
Month | Open price | High price | Low price | Last price | Change | Volume | Open interest |
---|---|---|---|---|---|---|---|
Total | 0 | 0 | |||||
March 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
June 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
September 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
December 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
S&P/MX International Cannabis Index Futures (SMJ)
Month | Open price | High price | Low price | Last price | Change | Volume | Open interest |
---|---|---|---|---|---|---|---|
Total | 0 | 0 | |||||
March 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
June 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
September 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
December 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
S&P/TSX Composite Index Mini Futures (SCF)
Month | Open price | High price | Low price | Last price | Change | Volume | Open interest |
---|---|---|---|---|---|---|---|
Total | 0 | 0 | |||||
March 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
June 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
September 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
December 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Sector Index Futures (SXA, SXB, SXH, SXK, SXU, SXY)
Month | Open price | High price | Low price | Last price | Change | Volume | Open interest |
---|---|---|---|---|---|---|---|
Total | 0 | 10,000 | |||||
SXA | |||||||
March 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
June 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
September 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
December 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
SXB | |||||||
March 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
June 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
September 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
December 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
SXH | |||||||
March 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
June 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
September 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
December 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
SXK | |||||||
March 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 10,000 |
June 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
September 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
December 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
SXU | |||||||
March 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
June 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
September 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
December 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
SXY | |||||||
March 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
June 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
September 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
December 2021 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Share Futures
Symbol | Transactions | Volume | Open interest |
---|---|---|---|
Total | 0 | 0 | 367,480 |
FAA | 0 | 0 | 0 |
FAC | 0 | 0 | 0 |
FAE | 0 | 0 | 0 |
FAL | 0 | 0 | 2,700 |
FAX | 0 | 0 | 0 |
FBA | 0 | 0 | 0 |
FBB | 0 | 0 | 0 |
FBC | 0 | 0 | 10,000 |
FBH | 0 | 0 | 0 |
FBM | 0 | 0 | 0 |
FBO | 0 | 0 | 4,000 |
FCB | 0 | 0 | 6,000 |
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 | 239,500 |
FEF | 0 | 0 | 0 |
FEI | 0 | 0 | 0 |
FEL | 0 | 0 | 0 |
FEM | 0 | 0 | 0 |
FFL | 0 | 0 | 0 |
FFQ | 0 | 0 | 0 |
FFR | 0 | 0 | 0 |
FFS | 0 | 0 | 6,500 |
FFV | 0 | 0 | 0 |
FGI | 0 | 0 | 0 |
FGN | 0 | 0 | 0 |
FGW | 0 | 0 | 0 |
FHO | 0 | 0 | 2,800 |
FHX | 0 | 0 | 0 |
FIA | 0 | 0 | 0 |
FIF | 0 | 0 | 0 |
FIR | 0 | 0 | 2,000 |
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 | 5,000 |
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 | 0 |
FNN | 0 | 0 | 0 |
FNO | 0 | 0 | 0 |
FNS | 0 | 0 | 5,000 |
FNT | 0 | 0 | 0 |
FNU | 0 | 0 | 0 |
FOA | 0 | 0 | 100 |
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 | 0 |
FPV | 0 | 0 | 0 |
FPW | 0 | 0 | 4,800 |
FQB | 0 | 0 | 0 |
FQN | 0 | 0 | 5,000 |
FQR | 0 | 0 | 0 |
FRP | 0 | 0 | 6,200 |
FRQ | 0 | 0 | 0 |
FRT | 0 | 0 | 0 |
FRW | 0 | 0 | 0 |
FRY | 0 | 0 | 36,200 |
FSA | 0 | 0 | 0 |
FSG | 0 | 0 | 0 |
FSH | 0 | 0 | 0 |
FSJ | 0 | 0 | 3,000 |
FSO | 0 | 0 | 0 |
FSU | 0 | 0 | 0 |
FTA | 0 | 0 | 0 |
FTC | 0 | 0 | 0 |
FTD | 0 | 0 | 6,000 |
FTE | 0 | 0 | 0 |
FTF | 0 | 0 | 0 |
FTK | 0 | 0 | 0 |
FTL | 0 | 0 | 700 |
FUE | 0 | 0 | 1,200 |
FVE | 0 | 0 | 0 |
FVH | 0 | 0 | 0 |
FVM | 0 | 0 | 0 |
FVV | 0 | 0 | 0 |
FWA | 0 | 0 | 0 |
FWC | 0 | 0 | 0 |
FWD | 0 | 0 | 20,780 |
FWL | 0 | 0 | 0 |
FWN | 0 | 0 | 0 |
FWP | 0 | 0 | 0 |
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
Basis Trade on Close (BTC) on Share Futures
Symbol | Transactions | Volume |
---|---|---|
Total | 1 | 22,000 |
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 |
BEB | 0 | 0 |
BEC | 0 | 0 |
BEF | 0 | 0 |
BEG | 0 | 0 |
BFI | 0 | 0 |
BFO | 0 | 0 |
BFQ | 0 | 0 |
BFT | 0 | 0 |
BGW | 0 | 0 |
BHH | 0 | 0 |
BHP | 0 | 0 |
BHQ | 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 |
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 |
BMD | 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 |
BPU | 0 | 0 |
BPW | 0 | 0 |
BQA | 0 | 0 |
BQC | 0 | 0 |
BQD | 0 | 0 |
BQM | 0 | 0 |
BQR | 0 | 0 |
BRA | 1 | 22,000 |
BRI | 0 | 0 |
BRP | 0 | 0 |
BRT | 0 | 0 |
BRX | 0 | 0 |
BSA | 0 | 0 |
BSJ | 0 | 0 |
BSL | 0 | 0 |
BSN | 0 | 0 |
BSQ | 0 | 0 |
BSU | 0 | 0 |
BTA | 0 | 0 |
BTD | 0 | 0 |
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 |