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Canadian Derivatives

Index Futures Jun 23, 2017, 4:47 PM EDT

Derivative Symbol Bid Price Ask Price Settl. Price Net Change Volume
S&P/TSX Composite Index Mini Futures Sep 2017 /SCF 15,205.00 15,245.00 15,225.00 100.00 0.00
S&P/TSX Global Gold Index Futures Sep 2017 /SXA 206.20 207.40 206.80 4.30 0.00
S&P/TSX Capped Financials Index Futures Sep 2017 /SXB 280.90 281.90 281.40 0.40 0.00
S&P/TSX 60 Index Standard Futures Sep 2017 /SXF 896.20 896.30 896.20 5.60 12,156
S&P/TSX 60 Index Mini Futures Sep 2017 /SXM 896.10 896.40 896.10 5.50 354
S&P/TSX Capped Information Technology Index Futures Sep 2017 /SXH 0.00 0.00 64.30 -0.30 0.00
S&P/TSX Capped Energy Index Futures Sep 2017 /SXY 170.90 172.30 171.60 2.30 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 98.84 98.845 98.845 0.045 44,367
30-Day Overnight Repo Rate Futures Jun 2017 /ONX 0.00 0.00 99.50 0.00 0.00
Overnight Index Swap Futures Jul 2017 /OIS 0.00 0.00 99.50 0.00 0.00
Two-Year Government of Canada Bond Futures Sep 2017 /CGZ 0.00 0.00 108.58 0.07 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 Sep 2017 /CGF 123.51 123.70 123.66 0.22 647
Ten-Year Government of Canada Bond Futures Sep 2017 /CGB 144.37 144.38 144.38 0.31 68,954
30-Year Government of Canada Bond Futures Sep 2017 /LGB 0.00 0.00 199.03 0.87 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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