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Canadian Derivatives

Index Futures May 25, 2017, 12:00 PM EDT

Derivative Symbol Bid Price Ask Price Settl. Price Net Change Volume
S&P/TSX Composite Index Mini Futures Jun 2017 /SCF 15,305.00 15,340.00 15,390.00 0.00 0.00
S&P/TSX Global Gold Index Futures Jun 2017 /SXA 206.10 207.60 209.10 0.00 0.00
S&P/TSX Capped Financials Index Futures Jun 2017 /SXB 277.40 278.10 277.10 0.00 0.00
S&P/TSX 60 Index Standard Futures Jun 2017 /SXF 903.50 903.60 903.50 -4.60 11,784
S&P/TSX 60 Index Mini Futures Jun 2017 /SXM 903.50 903.70 902.60 -3.50 317
S&P/TSX Capped Information Technology Index Futures Jun 2017 /SXH 0.00 0.00 63.80 0.00 0.00
S&P/TSX Capped Energy Index Futures Jun 2017 /SXY 188.80 189.10 193.70 0.00 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 99.035 99.04 99.04 -0.015 21,532
30-Day Overnight Repo Rate Futures May 2017 /ONX 0.00 0.00 99.50 0.00 0.00
Overnight Index Swap Futures Jul 2017 /OIS 0.00 0.00 99.46 0.00 0.00
Two-Year Government of Canada Bond Futures Jun 2017 /CGZ 0.00 0.00 109.05 0.00 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 123.18 123.21 123.13 -0.03 943
Ten-Year Government of Canada Bond Futures Jun 2017 /CGB 140.39 140.40 140.13 0.00 225,741
30-Year Government of Canada Bond Futures Jun 2017 /LGB 0.00 0.00 194.16 0.00 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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