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 1,214 23,260 15,316 530 7,809 10,747 1,744 31,069 26,063
ETF 31 552 224 26 389 491 57 941 715
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 1,245 23,812 15,540 556 8,198 11,238 1,801 32,010 26,778

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   72,235 923,324
August 2017 0 0 0 0 0 0 0
September 2017 98.670 98.670 98.660 98.665 -0.010 6,393 146,922
October 2017 0 0 0 0 0 0 0
December 2017 98.525 98.525 98.510 98.515 -0.020 16,600 213,029
March 2018 98.430 98.430 98.405 98.410 -0.035 13,260 154,135
June 2018 98.370 98.370 98.335 98.340 -0.040 11,824 107,136
September 2018 98.300 98.300 98.270 98.280 -0.040 3,995 120,190
December 2018 98.250 98.250 98.220 98.230 -0.040 12,948 99,040
March 2019 98.200 98.200 98.170 98.180 -0.040 4,694 48,156
June 2019 98.150 98.150 98.120 98.130 -0.040 1,061 17,055
September 2019 98.080 98.080 98.050 98.060 -0.040 750 10,104
December 2019 97.990 98.000 97.980 97.980 -0.050 434 5,136
March 2020 97.930 97.930 97.910 97.910 -0.050 126 2,124
June 2020 97.850 97.860 97.850 97.850 -0.040 150 297

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.
0 0 0 101,727 0 0 0 64,854 0 0 0 166,581

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
July 2017 0 0 0 0 0 0 0
August 2017 0 0 0 0 0 0 0
September 2017 0 0 0 0 0 0 0
October 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0
June 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
September 2017 0 0 0 0 0 0 0
October 2017 0 0 0 0 0 0 0
December 2017 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
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0
June 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   1,382 5,566
September 2017 121.200 121.200 120.920 121.000 -0.300 1,382 5,566
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0
June 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   38,382 481,588
September 2017 138.750 138.850 138.070 138.250 -0.750 38,382 481,588
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0
June 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
September 2017 0 0 0 0 0 0 0
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0
June 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   8,541 240,475
September 2017 890.700 899.200 890.200 891.700 2.200 8,541 240,375
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 100
June 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   336 1,073
September 2017 891.800 898.700 891.800 892.100 2.600 336 1,073
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0
June 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 5
September 2017 0 0 0 0 0 0 5
December 2017 0 0 0 0 0 0 0
March 2018 0 0 0 0 0 0 0
June 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 0
SXA 0 0 0 0
SXB 0 0 0 0
SXH 0 0 0 0
SXK 0 0 0 0
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 16 16 960 123,052
FAE 0 0 0 2,000
FAX 0 0 0 64
FBA 0 0 0 17
FBB 0 0 0 539
FBC 0 0 0 2,002
FBD 0 0 0 7,550
FBM 0 0 0 8
FBO 0 0 0 4,621
FCB 0 0 0 203
FCG 0 0 0 2,679
FCL 0 0 0 49
FCN 0 0 0 1,041
FCP 0 0 0 0
FCQ 0 0 0 10
FCT 0 0 0 67
FDO 0 0 0 1,072
FEA 0 0 0 488
FEB 0 0 0 164
FEL 0 0 0 282
FFS 0 0 0 22
FFV 0 0 0 2,002
FGA 0 0 0 66
FGG 0 0 0 470
FGI 0 0 0 15
FGW 0 0 0 5
FHS 0 0 0 5
FIR 0 0 0 6
FKK 0 0 0 503
FLF 0 0 0 2,965
FLL 0 0 0 0
FMA 0 0 0 7
FMF 0 0 0 163
FMI 0 0 0 14
FMO 0 0 0 34
FMQ 0 0 0 114
FMU 0 0 0 309
FNB 0 0 0 12,545
FNS 0 0 0 6,117
FOC 0 0 0 1,867
FPL 0 0 0 22
FPM 0 0 0 0
FPO 0 0 0 166
FPP 0 0 0 20
FPW 0 0 0 20
FQR 0 0 0 123
FRP 0 0 0 106
FRT 0 0 0 69
FRV 0 0 0 9
FRY 0 0 0 13,671
FSA 0 0 0 200
FSJ 0 0 0 58
FSU 0 0 0 196
FTA 16 16 960 465
FTC 0 0 0 0
FTD 0 0 0 54,335
FTK 0 0 0 559
FVE 0 0 0 1,946
FWN 0 0 0 5
FYR 0 0 0 997