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Canadian Derivatives

Index Futures May 16, 2012, 4:53 PM EDT
Derivative Symbol Bid Price Ask Price Settl. Price Net Change Volume
S&P/TSX Composite Index Mini Futures Jun 2012 /SCF 11,300.000 11,300.000 11,300.00 40.00 1
S&P/TSX Global Gold Index Futures Jun 2012 /SXA 268.900 268.900 268.90 2.30 0
S&P/TSX Capped Financials Index Futures Jun 2012 /SXB 174.100 174.100 174.10 -0.60 0
S&P/TSX 60 Index Standard Futures Jun 2012 /SXF 644.000 644.000 644.00 -0.40 18,323
S&P/TSX 60 Index Mini Futures Jun 2012 /SXM 644.000 644.000 644.00 -0.50 832
S&P/TSX Capped Information Technology Index Futures Jun 2012 /SXH 0 0 22.60 -0.15 0
S&P/TSX Capped Energy Index Futures Jun 2012 /SXY 230.600 230.600 230.60 -1.50 0
Interest Rate Futures - Money Market
Derivative Symbol Bid Price Ask Price Settl. Price Net Change Volume
Three-Month Canadian Bankers' Acceptance Futures Sep 2012 /BAX 98.600 98.600 98.60 0.00 22,348
Options on Three-Month Canadian Bankers' Acceptance Futures Sep 2012 /OBX 0 0 0.21 0.17 3,750
30-Day Overnight Repo Rate Futures May 2012 /ONX 0 0 98.98 0.00 0
Interest Rate Futures - Bond Market
Derivative Symbol Bid Price Ask Price Settl. Price Net Change Volume
Two-Year Government of Canada Bond Futures Jun 2012 /CGZ 107.995 107.995 108.00 0.00 458
Five-Year Government of Canada Bond Futures Jun 2012 /CGF 116.130 116.130 116.13 0.00 1,300
Ten-Year Government of Canada Bond Futures Jun 2012 /CGB 134.110 134.110 134.11 0.00 38,373
30-Year Government of Canada Bond Futures Jun 2012 /LGB 0 0 158.28 -0.20 0
Options on Ten-Year Government of Canada Bond Futures Jun 2012 /OGB 0 0 12.98 -0.055 0
Currency Options
Derivative Symbol
Options on the US Dollar USX
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