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Intra-Session Summary
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Equity, Currency, Index and ETF Options
Session starts at 9:35 a.m. (Montréal time)
  Equity Options Options on the US Dollar (USX) S&P Canada 60 Index Options (SXO) ETF Options Total
Number of transactions 488 1 0 9 498
Volume 7443 4 0 144 7591
Value 15393 3 0 81 15477
Number of call transactions 375 1 0 6 382
Call volume 5351 4 0 112 5467
Call value 8363 3 0 64 8430
Number of put transactions 113 0 0 3 116
Put volume 2092 0 0 32 2124
Put value 7030 0 0 17 7047
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Three-Month Canadian Bankers' Acceptance Futures (BAX)
Session starts at 6:00 a.m. (Montréal time)
Month Open High Low Last Net Change Volume Open Int.
JA 09 0.000 0.000 0.000 0.000 0.000 0 0
FE 09 0.000 0.000 0.000 0.000 0.000 0 0
MR 09 99.125 99.140 99.110 99.140 -0.010 2935 76546
JN 09 99.250 99.250 99.210 99.220 -0.060 4700 94639
SE 09 99.150 99.170 99.140 99.150 -0.050 381 32087
DE 09 99.070 99.070 98.960 99.020 -0.030 134 13970
MR 10 98.750 98.760 98.750 98.760 -0.030 15 11823
JN 10 98.550 98.560 98.550 98.560 0.000 56 2903
SE 10 98.310 98.310 98.310 98.310 -0.090 5 637
DE 10 0.000 0.000 0.000 0.000 0.000 0 479
MR 11 0.000 0.000 0.000 0.000 0.000 0 112
JN 11 0.000 0.000 0.000 0.000 0.000 0 90
SE 11 0.000 0.000 0.000 0.000 0.000 0 0
DE 11 0.000 0.000 0.000 0.000 0.000 0 0
Total volume 8226   Total open interest 233286
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Options on Three-Month Canadian
Bankers' Acceptance Futures (OBX)
Sesion starts at 8:00 a.m. (Montréal time)
Number of transactions 9
Volume 144
Value 81
Number of call transactions 6
Call volume 112
Call value 64
Number of put transactions 3
Put volume 32
Put value 17
Open interest 0
 
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30-Day Overnight Repo Rate Futures (ONX)
Session starts at 8:00 a.m. (Montréal time)
Month Open High Low Last Net Change Volume Open Int.
JA 09 0.000 0.000 0.000 0.000 0.000 0 0
FE 09 0.000 0.000 0.000 0.000 0.000 0 0
MR 09 0.000 0.000 0.000 0.000 0.000 0 0
AL 09 0.000 0.000 0.000 0.000 0.000 0 0
JN 09 0.000 0.000 0.000 0.000 0.000 0 0
SE 09 0.000 0.000 0.000 0.000 0.000 0 0
DE 09 0.000 0.000 0.000 0.000 0.000 0 0
Total volume 0   Total open interest 0
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Two-Year Government of Canada Bond Futures (CGZ)
Session starts at 6:00 a.m. (Montréal time)
Month Open High Low Last Net Change Volume Open Int.
MR 09 0.000 0.000 0.000 0.000 0.000 0 0
JN 09 0.000 0.000 0.000 0.000 0.000 0 0
SE 09 0.000 0.000 0.000 0.000 0.000 0 0
DE 09 0.000 0.000 0.000 0.000 0.000 0 0
Total volume 0   Total open interest 0
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Ten-Year Government of Canada Bond Futures (CGB)
Session starts at 6:00 a.m. (Montréal time)
Month Open High Low Last Net Change Volume Open Int.
MR 09 124.800 124.970 124.470 124.750 -0.060 11353 149036
JN 09 0.000 0.000 0.000 0.000 0.000 0 0
SE 09 0.000 0.000 0.000 0.000 0.000 0 0
DE 09 0.000 0.000 0.000 0.000 0.000 0 0
Total volume 11353   Total open interest 149036
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30-Year Government of Canada Bond Futures (LGB)
Session starts at 6:00 a.m. (Montréal time)
Month Open High Low Last Net Change Volume Open Int.
MR 09 0.000 0.000 0.000 0.000 0.000 0 0
JN 09 0.000 0.000 0.000 0.000 0.000 0 0
SE 09 0.000 0.000 0.000 0.000 0.000 0 0
DE 09 0.000 0.000 0.000 0.000 0.000 0 0
Total volume 0   Total open interest 0
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S&P Canada 60 Index Futures (SXF)
Session starts at 9:30 a.m. (Montréal time)
Month Open High Low Last Net change Volume Open Int.
MR 09 566.600 567.800 563.900 565.000 7.300 2773 112118
JN 09 0.000 0.000 0.000 0.000 0.000 0 0
SE 09 0.000 0.000 0.000 0.000 0.000 0 0
DE 09 0.000 0.000 0.000 0.000 0.000 0 0
Total volume 2773   Total open interest 112118
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