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Canadian Derivatives

Index Futures Sep 22, 2017, 4:36 PM EDT

Derivative Symbol Bid Price Ask Price Settl. Price Net Change Volume
S&P/TSX Composite Index Mini Futures Dec 2017 /SCF 15,365.00 15,395.00 15,380.00 -10.00 0.00
S&P/TSX Global Gold Index Futures Dec 2017 /SXA 196.90 197.80 197.40 1.70 0.00
S&P/TSX Capped Financials Index Futures Dec 2017 /SXB 287.50 288.40 287.90 0.60 0.00
S&P/TSX 60 Index Standard Futures Dec 2017 /SXF 904.00 904.10 904.00 -1.60 14,139
S&P/TSX 60 Index Mini Futures Dec 2017 /SXM 903.90 904.20 904.30 -1.30 231
S&P/TSX Capped Information Technology Index Futures Dec 2017 /SXH 0.00 0.00 62.15 -0.20 0.00
S&P/TSX Capped Energy Index Futures Dec 2017 /SXY 187.30 188.00 187.70 -0.20 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 98.275 98.28 98.28 0.00 31,807
30-Day Overnight Repo Rate Futures Sep 2017 /ONX 0.00 0.00 99.25 0.00 0.00
Overnight Index Swap Futures Oct 2017 /OIS 0.00 0.00 99.24 0.00 0.00
Two-Year Government of Canada Bond Futures Dec 2017 /CGZ 0.00 0.00 107.34 -0.01 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 Dec 2017 /CGF 0.00 0.00 118.92 0.05 844
Ten-Year Government of Canada Bond Futures Dec 2017 /CGB 135.38 135.42 135.38 0.06 42,888
30-Year Government of Canada Bond Futures Dec 2017 /LGB 0.00 0.00 181.37 0.47 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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