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Canadian Derivatives

Index Futures Apr 26, 2017, 4:30 PM EDT

Derivative Symbol Bid Price Ask Price Settl. Price Net Change Volume
S&P/TSX Composite Index Mini Futures Jun 2017 /SCF 15,600.00 15,625.00 15,615.00 -85.00 0.00
S&P/TSX Global Gold Index Futures Jun 2017 /SXA 204.80 206.40 205.60 2.00 0.00
S&P/TSX Capped Financials Index Futures Jun 2017 /SXB 286.90 287.70 287.30 -3.60 0.00
S&P/TSX 60 Index Standard Futures Jun 2017 /SXF 923.20 923.80 923.80 -5.00 15,686
S&P/TSX 60 Index Mini Futures Jun 2017 /SXM 923.10 923.80 923.50 -5.30 280
S&P/TSX Capped Information Technology Index Futures Jun 2017 /SXH 0.00 0.00 62.05 0.00 0.00
S&P/TSX Capped Energy Index Futures Jun 2017 /SXY 196.30 197.60 196.90 -2.20 0.00

Interest Rate Futures - Money Market

Derivative Symbol Bid Price Ask Price Settl. Price Net Change Volume
Three-Month Canadian Bankers' Acceptance Futures Dec 2017 /BAX 98.985 98.99 98.985 0.02 30,567
30-Day Overnight Repo Rate Futures Apr 2017 /ONX 0.00 0.00 99.50 0.00 0.00
Overnight Index Swap Futures May 2017 /OIS 0.00 0.00 99.50 0.00 0.00
Two-Year Government of Canada Bond Futures Jun 2017 /CGZ 0.00 0.00 108.98 0.02 0.00

Interest Rate Futures - Bond Market

Derivative Symbol Bid Price Ask Price Settl. Price Net Change Volume
Five-Year Government of Canada Bond Futures Jun 2017 /CGF 122.76 122.85 122.82 0.16 1,219
Ten-Year Government of Canada Bond Futures Jun 2017 /CGB 139.15 139.16 139.16 0.48 103,637
30-Year Government of Canada Bond Futures Jun 2017 /LGB 0.00 0.00 191.87 0.46 0.00

Options

Derivative Symbol
Options on the US Dollar USX
Three-Month Canadian Bankers' Acceptance Futures /OBX
Ten-Year Government of Canada Bond Futures /OGB
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