Statistics. June Interest Rate Derivatives. Index Derivatives. Equity Derivatives

Transcription

1 Statistics June 212 Interest Rate Derivatives Index Derivatives Equity Derivatives

2 MONTRÉAL EXCHANGE INC. Monthly Volumes Year-to-Date Volumes Month End Interest Interest Rate Volume Volume % Volume % Volume Volume % Interest Interest % Interest % Derivatives June 212 June 211 variation May 211 variation YTD 212 YTD 211 variation June 212 June 211 variation May 211 variation BAX 1,957,538 2,678, % 2,655, % 11,85,381 11,456,8 3.% 549,361 62, % 676, % OBX 57,984 89, % 54,5 7.3% 217, , % 81,39 131,3-38.2% 88,5-8.4% CGB 716, , % 1,354, % 5,175,46 3,914, % 211,25 195, % 246, % CGZ 8,4 N/A 19, % 4, % 3,229 N/A 4, % OGB N/A 1,271-1.% 2,656 5, % 1,271 2, % 1,271.% LGB N/A N/A N/A N/A N/A ONX N/A N/A N/A N/A N/A OIS N/A N/A N/A 15 N/A N/A N/A N/A N/A CGF 8,351 N/A 32, % 91,139 N/A 3,382 N/A 5, % SCF 4 N/A % % 2 N/A % Sub total 2,748,285 3,47, % 4,118, % 17,332,95 15,737, % 849,327 95,15-1.6% 1,23,24-17.% Index Derivatives SXF 579, ,3 7.5% 27, % 2,,56 2,9,28 -.5% 154, , % 159, % SXM 14,418 16,24-1.% 14, % 62,377 3, % 1,764 2, % 1,87-2.4% SXA N/A N/A N/A N/A N/A SXB N/A N/A N/A N/A N/A SXH N/A N/A N/A N/A N/A SXY N/A N/A N/A N/A N/A SXO (LT Included) 9,474 9,974-5.% 8, % 41,452 55, % 146,89 11, % 18, % Sub total 63,49 565, % 293, % 2,13,885 2,95,867.4% 32,79 135, % 179, % ETF Options XIU (LT included) 224, , % 311,2-27.7% 1,519,41 1,257, % 278,8 359, % 33, % COW % 2 19.% 144 1,37-89.% % % HGD % % 3,653 2, % % % HGU 2, % 1, % 14,66 5, % 1, % 1, % HXD 77 1, % 1,15-3.3% 3,199 4, % 1,131 1, % 1, % HXU % % 2,622 1, % % % XDV % % 2,166 2,4-9.8% 1,26 1, % 1,57-2.% XIC 1,27 1,67-3.7% 3, % 18,79 5, % 6,856 2, % 8,62-2.5% XRE % % 1, % % 1,65-1.7% HOD 88 2, % 1, % 8,937 18,21-5.9% 1,375 2, % 1, % HOU 4,324 7, % 5, % 33,853 5, % 5,893 1, % 6, % HFD % % 857 2, % 411 1, % % HFU % 1-47.% 742 1, % % % XIN 1,799 1,76 2.2% % 5,363 4, % 2,255 2,41-6.4% 3, % XSP 191 1, % % 3,538 2, % 1,572 1, % 1, % HED % % % % % HEU % % % % 17 9.% GAS 69 1, % % , % 547 5, % % XCB % % 1,772 1, % % % XSB % 6 22.% % % % HND 2,172 2, % 1,975 1.% 9,983 13, % 1, % 2, % HNU 3,14 9, % 4, % 26,755 67, % 3,681 8, % 4, % CGL % % 1, % % % ZCN % N/A % % % HIX N/A 5-1.% % N/A N/A HXT % % % % % ZEB 2,113 N/A N/A % 65,46 N/A N/A 2,214 N/A N/A % XSU 3,842 N/A N/A N/A 3,842 N/A N/A 3,232 N/A N/A N/A XGD/XGL (LT included) 12,71 32, % 11,56 4.4% 81,728 73, % 21,293 34, % 3, % XFN 14,896 5, % 92, % 198,778 84, % 25,139 9, % 11, % XIT 25-1.% 42-1.% % % % XMA % % 3,936 1, % % -55.8% 1, % XEG/XEX (LT included) 15,291 52, % 15, % 221,11 199, % 52,89 36, % 147,93-64.% Sub total 383,7 59, % 454, % 2,235,176 1,826, % 417, , % 633, % Equity Derivatives Equity Options 1,726,19 1,681, % 1,853, % 12,548,895 11,155, % 3,57,613 2,788, % 2,883,72 6.1% LongTerm Options N/A N/A N/A N/A N/A Sub total 1,726,19 1,681, % 1,853, % 12,548,895 11,155, % 3,57,613 2,788, % 2,883,72 6.1% Sub total Equity Opt.+ ETF 2,19,26 2,19, % 2,38,15-8.6% 14,784,71 12,982, % 3,474,732 3,275,44 6.1% 3,516, % Currency Options USX % % 2,83 7, % 392 1, % % CO 2e Derivatives MCX N/A N/A N/A N/A N/A Energy Derivatives WCH N/A N/A N/A N/A N/A TOTAL 5,461,363 6,164, % 6,72, % 34,223,691 3,823, % 4,627,241 4,361, % 4,72,134-2.% BAX: Three-month Canadian Bankers' Acceptance Futures XMA: iunits S&P/TSX Capped Materials Index Fund XSB: ishares CDN DEX Short Term Bond Index Fund CGB: Ten-year Government of Canada Bond Futures GAS:Claymore Natural Gas Commodity ETF CGL : Claymore Gold Bullion ETF CGZ: Two-year Government of Canada Bond Futures XEG: iunits S&P/TSX Capped Energy Index Fund XDV : Options on ishares DJ Canada Select Dividend Index Fund CGF: Five-Year Government of Canada Bond Futures HOD: Horizons BetaPro NYMEX Crude Oil Bear Plus ETF XIC : Options on ishares CDN S&P/TSX Capped Composite Index Fund OBX: Options on Three-month Canadian Bankers' Acceptance Futures HOU: Horizons BetaPro NYMEX Crude Oil Bull Plus ETF XRE : Options on ishares CDN S&P/TSX Capped REIT Index Fund OGB : Option on Ten-year Government of Canada Bond Futures HFD: Horizons BetaPro S&P/TSX Capped Financials Bear Plus ETF SXF: S&P Canada 6 Futures LGB : Option on Thirty-year Government of Canada Bond Futures HFU: Horizons BetaPro S&P/TSX Capped Financials Bull Plus ETF SXM: S&P/TSX 6 Index Mini Futures XIU : Options on ishares CDN LargeCap 6 Index HED: Horizons BetaPro S&P/TSX Cap Energy Bear+ ETF SXA : S&P/TSX Capped Gold Index COW: Claymore Global Agriculture HEU: Horizons BetaPro S&P/TSX Cap Energy Bull+ ETF SXB : S&P/TSX Capped Financials Index HGD :Horizons BetaPro S&P/TSX Global Gold Bear Plus Fund HND: Horizons BetaPro NYMEX Natural Gas Bear Plus Fund SXH : S&P/TSX Capped Information Technology Index HGU :Horizons BetaPro S&P/TSX Global Gold Plus Plus Fund HNU : Horizons BetaPro NYMEX Natural Gas Bull Plus Fund SXY : S&P/TSX Capped Energy Index HXD :Horizons BetaPro S&P/TSX 6 Bear Plus Fund HIX : Horizons BetaPro S&P/TSX 6 Inverse ETF ZCN - BMO Dow Jones Canada Titans 6 Index ETF HXU:Horizons BetaPro S&P/TSX 6 Bull Plus Fund HXT Horizons BetaPro S&P/TSX 6 Index ETF MCX - Futures Contracts on Canada Carbon Dioxide Equivalent (CO 2e) Units XGD: iunits S&P/TSX Capped Gold Index Fund XCB: ishares CDN DEX - Corporate Bond Index Fund USX: Options on the US dollar XFN: iunits S&P/TSX Capped Financials Index Fund XIN: ishares CDN MSCI EAFE 1% Hedged to CAD Dollars Index Fund WCH: Canadian Heavy Crude Oil Differential Price Futures XIT: iunits S&P/TSX Capped Information Technology Index Fund XSP: ishares CDN S&P 5 Hedged to CAD Dollars Index Fund ZEB: BMO S&P/TSX Equal Weight Banks Index ETF XSU: ishares Russell 2 Index Fund (CAD-Hedged) OIS: Overnight Index Swap Futures All reported futures and options figures represent cleared data as provided by the Canadian Derivatives Clearing Corporation (CDCC).

3 MONTRÉAL EXCHANGE INC. Historical Interest Rate Derivative Statistics Futures Contracts 212 YTD 211 YTD Volume Interest Volume Interest Volume Interest Volume Interest Volume Interest Volume Interest BAX 11,85, ,361 2,865,769 47,248 13,698,87 299,345 7,668,781 38,98 9,958,833 22,391 15,237, ,956 CGB 5,175,46 211,25 7,788, ,383 6,45, ,47 5,31,537 13,932 7,363, ,31 9,337, ,87 CGZ 4,673 3,229 59, ,363 CGF 8,351 3,382 18,269 3, TOTAL 17,29, ,997 28,731,96 596,417 2,15,6 456,6 12,979, ,3 17,345, ,292 24,595, ,14 Futures Options OGB 2,656 1,271 8,775 1, ,675 43,39 12,531 1,697 23,553 5,87 13,782 2,251 OBX 217,688 81,39 635,46 66,65 9,742 2, ,861 84,23 282,19 23,75 748,991 43,646 TOTAL 22,344 82,31 643,821 67, ,417 45, ,392 85,72 35,743 28, ,773 45,897 Bond Options OBA 2,656 1,271 8,775 1,181 N/A N/A 12,531 1,697 23,553 5,87 13,782 2,251 TOTAL 2,656 1,271 8,775 1,181 12,531 1,697 23,553 5,87 13,782 2,251 BAX: Three-month Canadian Bankers' Acceptance Futures OBX: Options on Three-month Canadian Bankers' Acceptance Futures CGB: Ten-year Government of Canada Bond Futures OGB : Option on Ten-year Government of Canada Bond Futures Historical Index Derivative Statistics Futures Contracts 212 YTD 211 YTD Volume Interest Volume Interest Volume Interest Volume Interest Volume Interest Volume Interest SXF 2,,56 154,217 4,228,938 13,2 4,7,64 116,355 4,157, ,316 4,575, ,562 3,885, ,912 SXM 62,377 1,764 1,554 1,135 SXA 2 91,186 1,98 1,56 SXB , ,14 1,27 SXH SXY 11 28,762 5, TOTAL 2,62, ,981 4,329, ,335 4,7,62 116,355 4,158, ,32 4,719, ,564 3,911, ,852 Options on Index Derivatives SXO 41, ,89 93,151 12,51 77,82 16,32 34,56 2,241 38,666 3,542 26,484 1,716 XIU 1,519,41 278,8 2,473, ,231 2,333,95 543,396 1,956, , ,286 85, ,924 28,436 COW , , , HGD 3, , , , HGU 14,66 1,751 16,216 1,691 7, , HXD 3,199 1,131 14,859 1,341 8, ,137 1,42 3, HXU 2, , , , ,665 1,443 XDV 2,166 1,26 5,526 1,394 4,567 1,42 3, XIC 18,79 6,856 16,143 6,422 4, , XRE 1, ,347 1,627 2, , HOD 8,937 1,375 36,818 3,15 12, , HOU 33,853 5,893 99,245 1,3 68,123 2,383 75,439 47,638 HFD ,448 3,15 2, , HFU , , , XIN 5,363 2,255 8,736 1,614 7,768 2,3 1, XSP 3,538 1,572 7,343 1,566 5,938 2,673 1,268 5 HED , HEU , GAS , ,1 6,344 79,444 15,92 XCB 1, , ,418 1,28 1,28 58 XSB , , HND 9,983 1,529 2,174 1,31 12, HNU 26,755 3,681 15,827 4,662 11,575 1,515 2,38 1,517 CGL 1, , , N/A N/A ZCN ,96 47 N/A N/A HIX HXT ZEB 2,113 2,214 2,368 2,422 XSU 3,842 3,232 XGD 81,728 21, ,669 12, ,824 14,29 114,884 19,121 58,438 12,245 89,435 9,455 XFN 198,778 25, ,119 14, ,487 16, ,4 43,87 195,82 13,128 11,499 12,44 XIT , , , , XMA 3, ,447 1,492 5, ,669 2,681 5, , XEG 221,11 52,89 474,128 14,48 262,674 3,46 121,64 14,35 8,838 16, ,178 9,635 TOTAL 2,213, ,928 3,954, ,971 3,39,47 655,185 2,817,818 58,761 1,55, , ,88 62,842 XIU: Options on iunits S&P/TSE 6 Inde XIU: Options on iunits S&P/TSE 6 Index Participation Fund SXF: S&P Canada 6 Futures SXA, SXB, SXH, SXY : Futures on S&P/TSE sectorial indices Historical Equity Derivative Statistics Equity Options 212 YTD 211 YTD Volume Interest Volume Interest Volume Interest Volume Interest Volume Interest Volume Interest Equity Options 12,548,895 3,57,613 24,211,857 3,173,582 16,245,341 2,316,811 14,196,257 1,417,614 14,3,555 1,266,47 11,93,42 1,47,3 Long TermOptions 17, ,4 129,56 63,44 186,895 73, ,879 TOTAL 12,548,895 3,57,613 24,211,857 3,173,582 16,353,284 2,316,811 14,57,261 1,547,12 14,633,599 1,453,365 12,634,6 1,745,882

4 MONTRÉAL EXCHANGE INC. - averages Index / Equity/ ETF/ Currency Trading Days Interest Rate Derivatives Derivatives Total January February x March April May June July 2 2 August September October 2 2 November December 2 2 Ave. Daily Daily Ave. Daily Ave. Daily Ave. Daily Ave. Interest Rate Volume % Volume % Daily Ave. Volume Volume % Volume % Derivatives June 212 June 211 variation May 212 variation YTD. 212 YTD 211 variation 211 variation BAX 93, , % 12, % 93,694 91, % 83, % OBX 2,761 4,62-32.% 2, % 1,728 2,878-4.% 2, % CGB 34,111 29, % 61, % 41,72 31, % 31, % CGZ (6) 383 N/A % % % OGB N/A 58-1.% % % LGB (9) N/A N/A N/A N/A ONX N/A N/A N/A N/A OIS (28) N/A N/A N/A 2 N/A N/A N/A N/A CGF (15) 398 N/A 1, % 723 N/A % SCF (17) 2 N/A 6 N/A 1 N/A % Sub total (*) 13, , % 187,24-3.1% 137, , % 118, % Index Derivatives SXF 27,6 24, % 12, % 15,873 16,74-1.2% 16, % SXM(26) % % % % SXA(2) N/A N/A N/A N/A SXB(2) N/A N/A N/A N/A SXH(2) N/A N/A N/A N/A SXY(2) N/A N/A N/A N/A SXO (LT term included) % % % % Sub total (*) 28,738 13, % 13, % 16,698 16, % 17, % ETF Options XIU (LT Included) 1,712 17,55-39.% 14, % 12,59 1, % 9, % COW (12) % % % % XDV (13) % % % % XIC (13) % % % % XRE (13) % % % % HGD(14) % % % % HGU(14) % % % % HXD (1) % 5-27.% % % HXU (1) % 3 2.2% % % HOD (16) % % % % HOU (16) % % % % HFD (16) % % % % HFU (16) % % % % XIN (16) % % % % XSP (16) % % % % HED (18) % % % % HEU (18) % % % % GAS (18) % % % % XCB (18) % % % 13 9.% XSB (19) % % % 6-15.% HND(2) % % % % HNU(2) % % % % CGL(21) % % % 1-1.1% ZCN(22) % N/A N/A % HIX(24) N/A -1.% -9.1% 1-74.% HXT(25) N/A N/A % % ZEB(27) 11 N/A N/A % 516 N/A N/A % XSU(29) 183 N/A N/A N/A 142 N/A N/A N/A N/A XGD/XGL (4) (LT Included) 575 1,464-61% % % % XFN (4) % 4, % 1, % 1, % XIT (4) 1 % 2-1.% % % XMA (8) % % % % XEG/XEX (LT included) 5,14 2,375-78% % 1,754 1,598 1% 1, % Sub total 18,241 23, % 2, % 17,739 12, % 15, % Equity Derivatives Equity Options 82,2 76, % 84, % 99,594 89, % 96, % LongTerm Options N/A N/A N/A N/A Sub total 82,2 76, % 84, % 99,594 89, % 96, % Sub total Equity Opt.+ ETF (*) 1,441 99,581.9% 14, % 117,334 13, % 112, % Currency Options USX (7) % 9 8.9% % % CO 2e Derivatives MCX (11) N/A N/A N/A N/A Energy Derivitives WCH (23) N/A N/A N/A N/A TOTAL (*) 26,65 28, % 35, % 271, , % 247, % 2 - Listed on April 29, Listed on Feb. 25, Listed on May 13, Listed on August 3, Listed on April 21, Listed on May 3, Listed on July 29, Listed on February 25, 211 * These numbers are based on the number of total traded contracts 5 - Listed on June 23, Listed on October 6, Listed on Sept.9, Listed on May 6, 211 divided by the number of trading days during the same period 6 - Listed on May 3, Listed on February 23, Listed on Dec.14, Listed on Aug 11, Listed on Sept. 26, Listed on April 6, Listed on Feb.19, Listed on Feb 24, Listed on Sept. 26, Listed on April 17, Listed on May 26, Listed on May 25, Listed on Nov. 3, Listed on May 8, Listed on June 18, 21 All reported futures and options figures represent cleared and compensated data as provided by the Canadian Derivatives Clearing Corporation (CDCC).

5 Montréal Exchange Inc. - Monthly Options Summary - June Volume Value Transactions Interest Calls Puts Total Calls Puts Total Calls Puts Total 3-Jun-12 1 Advantage Oil & Gas Ltd. AAV ,672 2 Barrick Gold Corporation ABX 39,654 18,879 58,533 6,223,498 3,765,259 9,988,757 2,786 1,266 4,52 63,517 3 Astral Media Inc. ACM ,55 3, ,67 4 Agnico Eagle Mines Ltd. AEM 2,38 4,176 24,214 4,512,4 1,17,84 5,529,844 1, ,452 23,78 5 La Société de Gestion AGF Limitée AGF ,275 68,535 75, , ,636 6 Alamos Gold Inc. AGI 3,334 2,138 5, , ,59 372, ,584 7 Agrium Inc AGU 11,153 4,481 15,634 2,35,874 1,557,294 3,863, ,481 15,832 8 Groupe Aeroplan Inc. AIM ,392 1,4 9, AltaGas Ltd. ALA 1, ,193 77,93 88,62 166, ,31 1 Allied Nevada Gold Corp. ANV 4, , ,1 127, , , Algonquin Power & Utilities Corp AQN ,348 2,36 11, ,84 12 Argonaut Gold Inc AR ,6 1,9 6, Groupe Aecon Inc. ARE ,44 14, 31, ,5 14 ARC Energy Trust ARX 3,848 2,77 5, ,71 217, , , Aurizon Mines Ltd. ARZ 1, ,999 57,915 7,985 65, ,4 16 Alacer Gold Corp. ASR ,42 27,35 55, ,53 17 ATS Automation Tooling Systems Inc. ATA 5 5 7,625 7, Alimentation Couche Tard Inc. ATD ,13 44,95 77,38 122, ,76 19 Athabasca Oil Sands Corp ATH 22,295 17,71 39,366 78, ,18 1,65, ,927 2 Atlantic Power Corporation ATP 2, ,928 25,28 14,165 39, , Gammon Gold Inc. AUQ 1, ,54 112,898 31,55 144, , Avalon Rare Metals Inc. AVL 1 1 2, 2, Alexco Resource Corp. AXR ,25 3, Augusta Resource Corporation AZC Bell Aliant Inc. BA 2, ,3 65,135 67,42 132, , Banro Corporation BAA ,35 3,85 11, Brookfield Asset Management inc. BAM ,152 63,139 38,97 11, , Bombardier Inc.Cl.B SV BBD 16,33 5,868 22,198 47, ,193 72, , Corporation Cott BCB ,565 2,99 8, ,429 3 BCE Inc. BCE 17,674 4,847 22,521 1,324,21 636,38 1,96, , IESI BFC Ltd. BIN ,867 4,653 23, , Bircheliff Energy Ltd. BIR ,175 27,935 47, , BNK Petroleum Inc BKX 1 34 Bank of Montreal BMO 26,885 1,578 37,463 2,739,74 1,853,394 4,593,134 1, ,141 7, Bankers Petroleum Ltd. BNK 2, , ,345 59, , , Bonavista Energy Corporation BNP 1,815 1,177 2, , , , , Bank of Nova Scotia BNS 36,831 12,572 49,43 3,585,294 1,681,384 5,266,678 1, ,16 71, Brookfield Properties Corp. BPO ,136 19,765 4, , Baytex Energy Corp. BTE 4,166 1,935 6,11 33,93 416, , ,195 4 Bellatrix Exploration Ltd. BXE , , CAE Inc. CAE ,575 12,92 28, ,39 42 Canadian Apartment Properties Real Estate Investment Trust CAR ,22 1, 3, , Cascades Inc. CAS , , Cogeco Câble inc. CCA ,2 6,55 7, Cameco Corp. CCO 5,855 2,297 8, ,38 25,2 939, ,28 46 Corridor Resources Inc. CDH 2 47 Cœur d`alene Mines Corp. CDM ,43 3,245 53, Coastal Energy Company CEN ,58 47,12 88, ,76 49 Financiere Canacord Inc. CF ,115 27,435 33, ,671 5 Canfor Corp. CFP ,64 1,85 5, Calfrac Well Services Ltd CFW ,8 71,71 111, , Canfor Pulp Products Inc CFX ,1 2,15 3, Centerra Gold Inc. CG 4,759 2,5 6, ,48 252,12 673, , China Gold International Resources Corp. Ltd CGG ,49 1,975 6, , Cineplex Inc. CGX ,32 12,135 35, , Chorus Aviation Inc. CHR , , CI Financial Inc CIX ,296 1,9 12, , CORUS Entertainment Inc. CJR ,375 8,385 28, , CML HealthCare Inc. CLC ,355 3,145 1, Celestica Inc. SV CLS ,694 25,295 31,691 56, , Celtic Exploration Ltd. CLT 38 1,854 2,162 23,59 131,95 154, , CDN Imperial Bank of Comm. CM 2,155 7,96 27,251 2,25,757 1,488,27 3,739,27 1, ,593 45, Continental Gold Limited CNL 18, , ,4 49,2 765, ,66 64 Canadian Natural Resources CNQ 28,86 1,42 39,28 2,93,691 2,432,463 4,526,154 1, ,72 42, Canadian National Railway CNR 8,896 2,968 11,864 1,238,57 611,559 1,85, , Cardiome Pharma Corp COM 8 67 Canadian Sands Trust COS 28,749 7,763 36, ,282 1,439,91 2,323, ,69 7,46 68 Canadian Pacific Railway CP 1,598 2,341 3, , ,66 915, ,65 69 Crescent Point Energy Corp. CPG 7,793 9,27 17, 715,755 1,617,985 2,333, ,42 7 Capital Power Corporation CPX 1, ,196 59,44 2,99 8, , Crew Energy CR 5,132 1,42 6,534 36,11 377,5 737, , Capstone Mining Corp. CS Chartwell Seniors Housing Real Estate Investment Trust CSH , , Colossus Minerals Inc. CSI ,275 1,125 15, Canadian Tire Limitée CTC ,435 27,22 86, ,51 76 Canadian Utilities Limited CU ,67 57,265 2,146 77, , Copper Mountain Mining Corporation CUM ,472 15,265 36, , Canexus Corporation CUS ,955 2,94 15, , Cenovus Energy Inc. CVE 14,36 6,822 21,182 1,18, ,9 2,154, ,189 8 Canadian Western Bank CWB 3, ,258 14,25 176,43 316, , Calloway Real Estate Investment Trust CWT ,5 4,1 5, Daylight Energy Ltd DAY 83 Dundee Corporation DC ,95 9 3, Detour Gold Corp. DGC 2,646 1,646 22,292 1,418, ,1 1,677, ,48 85 Davis + Henderson Corporation DH ,912 1,9 25, ,84 86 Dollarama Inc. DOL 7,53 1,296 8,799 1,8,44 176,5 1,976, , Dundee Precious Metals Inc. DPM ,67 36,433 24,76 61, , DragonWave Inc. DWI Encana Corporation ECA 38,865 26,744 65,69 3,761,614 2,962,836 6,724,45 1, ,625 59,681 9 Endeavour Silver Corp. EDR ,515 6,835 32, , Enerflex Ltd. EFX 7 7 1,5 1, Eldorado Gold Corporation ELD 3,324 2,91 32,415 1,863, ,897 2,9, , Emera Inc. EMA 1, ,8 51,135 34,395 85, , Enbridge ENB 19,189 3,671 22,86 97, ,849 1,328, , Greystar Resources Ltd. EOM Fonds Enerplus Ressources ERF 1,599 1,63 3,229 72, ,785 37, , Ensign Energy Services Inc. ESI 323 1,265 1,588 3,535 47,515 78, , Extendicare Real Estate Investment Trust EXE , , First Capital Realty Inc. FCR ,91 13,27 36, ,35 1 Fairborne Energy Ltd. FEL First Quantum Minerals Ltd. FM 18,783 6,743 25,526 1,745, ,19 2,573, ,3 25, Franco Nevada Corporation FNV 7,265 3,739 11,4 1,558,135 25,85 1,88, , First Majestic Silver Corp. FR 1, ,92 139,7 41,45 181, , Canyon Services Group Inc. FRC ,2 3,385 26, , Freehold Royalties Ltd. FRU ,17 11,665 25, , Fortis Inc. FTS 3,14 1,958 5,62 197,345 92, , , Finning International Inc. FTT ,161 64,55 37,23 11, ,95 18 Fortuna Silver Mines Inc. FVI ,38 4,2 54, , Goldcorp Inc. G 43,59 9,936 53,526 7,241,49 2,722,18 9,963,67 2, ,597 5,65 11 Gabriel Resources Ltd. GBU 47 1,43 1,81 7,765 31,22 317, , Great Canadian Gaming Corporation GC Grande Cache Coal Corporation GCE 113 Gibson Energy Inc. GEI 1, ,15 48,9 21, 69, , CGI Inc.(Groupe) Cl A SV GIB ,254 75,957 56, , , Gildan Activewear Inc. GIL 2, , ,758 41, , , GMP Capital Inc. GMP ,15 7,29 12, Galleon Energy Inc. GO 1, Granite Real Estate Inc. GRT ,13 3,32 6, Golden Star Resources Ltd. GSC Gran Tierra Energy Inc. GTE 1, ,899 28,563 13,6 42, , Guyana Goldfields Inc. GUY ,993 15,7 3, , Corporation de Sécurité Garda World GW 3 3 1,5 1, Great West Life Co GWO 3, , ,39 85,34 218, , HudBay Minerals Inc. HBM 3, , ,765 25, , , Horizon North Logistics inc. HNL 126 H&R Real Estate Investment Trust HR ,85 2,75 5, Husky Energy Inc. HSE 1,375 3,535 13,91 7,75 345,96 1,46, , Hary Winston Diamond Corp. HW ,754 18,632 33, , Industrial Alliance Ins. and Fin. Services Inc IAG ,196 6, , , ,47 13 Intact Corporation Financière IFC 1, ,817 43,77 54,22 97, , IGM Financial Inc. IGM 1, ,49 4,218 3,879 71, , IAMGold Corp. IMG 21,79 2,288 23,367 1,518, ,69 1,784, , Corporation Minière Inmet IMN 2,48 3,217 5, ,83 1,5,14 1,396, , Imperial Oil Limited IMO 8,76 1,152 9, ,912 19, , , IMAX Corporation IMX ,776 6,22 53, , Inter Pipeline Fund IPL 2, ,714 72,411 2,24 92, , International Tower Hill Mines Ltd. ITH ,5 6, Ivahoe Mines Ltd. IVN 64 1,11 1,714 35,112 33,52 365, , Jaguar Mining Inc. JAG ,37 9,17 15, , Just Energy Group Inc. JE 2, ,31 54,444 31,585 86, , Kinross K 22,73 5,88 27,791 1,23,71 397,989 1,628, , Keyera Corp. KEY ,25 29,765 65, , Kirkland Lake Gold Inc. KGI ,35 11,64 34, , Keegan Resources Inc. KGN ,5 6,545 9, Loblaw Companies Ltd. L ,196 53,25 43,86 96, , Legacy Oil + Gas Inc. LEG 2,735 1,46 4, , , , , Lululemon Athletica Inc. LLL ,573 27, , , , Linamar Corporation LNR ,625 2, Lake Shore Gold Corp. LSG 2 2 1,9 1, ,92 15 Lundin Mining Corp. LUN 11,915 2,13 14,45 226,475 44,35 27, , MAG Silver Corp. MAG ,6 2,7 53, , Manitoba Telecom MBT ,43 5,765 12, , MacDonald, Dettwiler and Associate MDA ,45 8,15 89, Major Drilling Grop International Inc MDI ,2 2,75 75, MEG Energy Corp. MEG 5,212 1,644 6, , ,79 658, , Manulife Financial MFC 45,185 8,446 53,631 2,41, ,812 2,86, ,15 235, Maple Leaf Foods Inc. MFI , , Minefinders Corporation Ltd. MFL 159 Magna International Cl A MG 5, ,18 254, ,295 46, , Migao Corporation MGO ,24 3, Genworth MI Canada Inc. MIC 632 7,48 7,68 53,36 1,887,68 1,941, , Mercator Minerals ML Martinrea International Inc. MRE ,35 4, 5, Métro Inc. MRU ,89 22,98 87, , Mullen Group Ltd. MTL ,15 14,52 36, , Methanex Corporation MX ,95 42,53 12, , National Bank of Canada NA 8,538 2,583 11, ,91 387,426 1,, , NAL Oil & Gas Trust NAE Northern Dynasty Minerals Ltd. NDM ,68 13,535 22, , Nordion Inc. NDN ,33 16,83 25, , Neo Material Technologies Inc. NEM ,315 1, 27, , NovaGold Resources Inc. NG 2 2 1,7 1, New Gold Inc. NGD 3,63 1,42 4, , ,5 326, , Angle Energy Inc. NGL ,55 13,66 24, Niko Resources Ltd. NKO 6,423 12,194 18, ,837 2,913,865 3,848, , Northland Power Inc. NPI 2, ,275 24,71 7,1 31, , Nevsun Resources Ltd. NSU ,685 17,31 37, , Nu Vista Energy Ltd. NVA 1, ,813 64,99 16,17 8, , Nexen Inc. NXY 11,32 1,274 12, ,571 22,15 626, , Onex Corp. OCX ,78 6,5 15, Range Energy Corp. ONR 182 Aura Minerals Inc. ORA 183 Corporation Minière Osisko OSK 17,96 6,572 23,668 1,58,18 473,84 1,531, , Text Corp. OTC ,7 83,492 27, , , Pan American Silver Corp. PAA 5,64 1,338 6,42 381, , , , Petrobank Energy & Resources Ltd. PBG ,92 24,965 53, , PetroBakken Energy Ltd. PBN 1, , , , , , Precision Drilling Corp. PD 2, ,33 14,715 7,73 21, , North American Palladium Ltd. PDL Paladin Resources PDN 1,14 3 1,134 2,37 3,9 24, , Peyto Exploration & Development Corp. PEY ,465 52,115 32,46 84, , Premier Gold Mines Limited PG ,2 1, Pengrowth Energy Trust PGF 946 1,794 2,74 35, ,545 49, , Groupe Jean Coutu Inc. PJC , , , Parkland Fuel Corporation PKI ,67 3,45 14, Petrominerales Ltd. PMG 2, , ,78 121,11 374, , Perpetual Energy Inc. PMT Primaris Retail Real Estate Investment Trust PMZ , , Potash POT.O 23,581 7,191 3,772 3,142,96 1,882,659 5,25,565 1, ,493 32,927 2 Paramount Resources Ltd. POU ,855 5,355 71, , Power Corp. POW 4,25 1,656 5, ,9 25,14 35, , Pembina Pipeline Corporation PPL 2, ,862 67,83 121, , , Pacific Rubiales Energy Corp. PRE 5,64 2,836 8, , , , ,1 24 Poseidon Concepts Corp. PSN 3, ,35 52,725 56,95 559, , Provident Energy Ltd. PVE 26 Pretium Resources Inc. PVG ,515 13,85 75, , Power Corp. FIN PWF 62 1,119 1,739 51,985 16,85 158, , Penn West Energy Trust PWT 7,846 3,396 11,242 26,37 584,32 79, , ProEX Energy Ltd. PXE 6, ,521 6,49,633 3,335 6,412, , Parex resources Inc. PXT , 35 6, BlackPearl Resources Inc. PXX 3,21 1,318 4,519 72,495 83, , , QLT Phototherapeutics Inc. QLT Quadra Mining Ltd. QUA Ritchie Bros. Auctioneers Incorporated RBA ,4 25 2, Rogers Communication ClB RCI 9,149 4,68 13, , ,38 647, , RioCan Real Estate Investment Trust REI ,16 9,95 35, Rare Element Resources Ltd. RES ,165 2,75 4, Royal Gold Inc. RGL ,195 29,41 134, Research In Motion RIM 34,385 11,413 45,798 1,27,122 2,48,692 3,678,814 1, ,545 44, Rubicon Minerals Corp. RMX 3, , ,411 13, , , Rona Inc. RON ,168 5,816 15, , Rainy River Resources Ltd. RR ,4 1, 4, Métaux Russel Inc. RUS ,57 2,165 49, , Resverlogix Corp. RVX , Royal Bank of Canada RY 3,679 27,825 58,54 3,187,79 5,153,33 8,341,12 1, ,535 14,7 226 Sherritt International Corporation S 2,32 1,834 3,866 71,82 9,45 162, , Saputo Inc. SAP ,295 29,26 69, , Sabina Gold & Silver Corp. SBB ,175 2,4 16, Corporation Shoppers Drug Mart SC ,99 26,2 79, , ShawCor Ltd. SCL ,135 7,425 18, Sprott Resource Corp. SCP , , Seabridge Gold Inc. SEA ,995 32,65 66, Secure Energy Services Inc. SES , SouthGobi Resources Ltd. SGQ 391 2,192 2,583 1,985 86, , , Surge Energy Inc. SGY ,975 2,375 4, Shaw Communications SJR 2, ,411 14,53 73, , , Sun Life Financial SLF 18,654 3,475 22, ,7 39,152 1,28, , Silver Wheaton Corp. SLW 22,489 5,671 28,16 2,529,564 1,156,527 3,686,91 1, ,942 21, SMART Technologies Inc. SMA SEMAFO INC. SMF 2, ,67 146,74 119, , , SNC Lavalin SNC 2,32 1,816 4, , , , , SunOpta Inc. SOY Superior Plus Corp. SPB ,88 28,18 37, , Silver Standard Ressources Inc. SSO 1, ,86 143,522 12, , , Student Transportations Inc STB Stantec Inc. STN ,35 1,375 6, Suncor Energy Inc. SU 53,877 21,289 75,166 3,994,54 3,773,377 7,767,431 2,343 1,95 3,438 76, Silvercorp Metals Inc. SVM 2, ,887 97,431 5,99 13, , Savanna Energy Services Corp. SVY ,55 1,55 22,

6 NOTE * : Leaps included Volume Value Transactions Interest Calls Puts Total Calls Puts Total Calls Puts Total 3-Jun ,358 27, Sierra Wireless Inc. SW 251 SXC Health Solutions Corp. SXC Telus Corp. T TransAlta Corporation TA Teck Cominco Ltd. TCK Transcontinental Inc. TCL Thompson Creek Mettals Company Inc. TCM Trican Well Services Inc TCW Toronto-Dominion Bank TD Trinidad Drilling TDG Trilogy Energy Corp. TET TransForce Inc. TFI TransGlobe Energy Corporation TGL Theratechnologies inc. TH Tim Hortons Inc. THI Tahoe Resource Inc. THO Toromont Industries Ltd. TIH Taseko Mines Limited TKO Talisman Energy Inc. TLM Tembec Inc. TMB Tanzanian Royalty Exploration Corporation TNX Tourmaline Oil Corp. TOU Sino-Forest Corporation TRE 273 Thomson Corporation TRI TransCanada Corp. TRP Uranium Participation Corp. U Domtar Inc. UFS Uranium One Inc. UUU Vermilion Energy Inc. VET Vero Energy Inc. VRO Biovail Corporation VRX Veresen Inc. VSN Saskatchewan Wheat Pool Inc. VT Whitecap Resources Inc. WCP Wi-Lan Inc. WIN Westjet Airlines Inc. WJA George Weston WN Westport Innovations Inc. WPT TSX Group X Extore Gold Mines Limited XG Exeter Resource Corporation XRC Yellow Pages Income Fund YLO 292 Yamana Gold Inc. YRI Sub-total 1,25, ,974 1,726,19 111,661,3 75,191, ,853,144 51,28 24,633 75,913 3,57,613 NOTE : Long termoptions included in the Listed on May 31, 212 Montréal Exchange Inc. - Monthly Options Summary - Futures/Bond/Index/iUnits Volume Value Transactions Interest Puts Puts Puts 3-Jun-12 Calls Total Calls Total Calls Total 16,345 41,639 57,984 7,52,563 7,47,238 14,549, ,39 BAX BAX Options OBX CGB CGB Options OGB 1,271 S+P/CDA 6 Index S+P/CDA 6 Index SXO 3,73 5,771 9,474 6,131,23 11,719,165 17,85, ,89 ETF on IT XIT 41 ETF on Sectors HFD ,265 3,86 6, ETF on Sectors HFU ,6 1,68 5, ETF on Sectors HGD ,92 2,185 95, ETF on Sectors HGU 1, , ,78 36, , ,751 ETF on Sectors XRE ,35 3,925 5, ETF on Sectors ZEB 15 2,98 2,113 1, 296,63 297, ,214 ETF on Index HED ,765 4,65 6, ETF on Index HEU ,92 1,15 11, ETF on Index HIX ETF on Index XIU 81,18 143, ,957 3,33,478 6,52,497 9,85, , ,8 ETF on Index XSB ,72 6, ETF on Index XSP ,66 1,745 6, ,572 ETF on Index HXD ,55 9,3 59, ,131 ETF on Index HXT ETF on Index HXU ,25 29,748 7, ETF on Index XCB ,945 1,925 3, ETF on Index XDV ,81 3,815 33, ,26 ETF on Index XIC ,27 31,73 91, , ,856 ETF on Index XIN 1, ,799 51, ,5 165, ,255 ETF on Index ZCN ETF on Index XSU 52 3,79 3,842 6,9 256,95 263, ,232 ETF on Commodity CGL ,215 1,5 24, ETF on Commodity HND 1, , ,85 44,98 261, ,529 ETF on Commodity HNU 1,745 1,269 3,14 182, , , ,681 ETF on Commodity GAS ,885 1,555 17, ETF on Commodity HOD ,65 8,4 13, ,375 ETF on Commodity HOU 3, , ,686 63, , ,893 ETF on Financial Services XFN 3,952 1,944 14, ,383 1,39,179 1,562, ,139 ETF on Materials XMA ,96 62,945 66, ETF on Energy * XEG 11,5 93,791 15, ,71 771,517 1,626, ,89 ETF on Gold * XGD 8,214 3,857 12,71 559, ,751 1,129, ,293 Agriculture ETF on Agriculture COW 4 4 4,19 4, USD/CAD Currency Options USX ,871 24,622 36, Sub Total 138,96 311,896 45,856 19,753,45 29,212,555 48,965,959 2,642 1,867 4,59 646,63 Grand Total 1,389, ,87 2,177,46 131,414,75 14,44, ,819,13 53,922 26,5 8,422 3,74,243

7 Montréal Exchange Inc. - Canadian Equity Options Market Trading Volume by Sector (*) MTD Sectors Volume June 212 % du transigé: Volume June 211 variation of traded: Volume May 212 variation of traded: June- May (212) Materials 599,2 34.7% 634,27-5.5% 574, % Industrials 48,52 2.8% 61, % 72, % 8, 6, Traded distribution per sector (MTD) Telecommunications 47, % 26, % 55, % 4, Consumer Discretionary 3, % 5, % 37, % Energy 524, % 425, % 552, % 2, Financials 34, % 361, % 441, % Health Care 1,553.6% 2, % 11, % Technology 51,218 3.% 79, % 42, % Utilities 59, % 24, % 43, % Consumer Staples 14,66.8% 13, % 2, % Materials Industrials Telecomm. Consumer Discretionary Energy Financials Health Care Technology Utilities Consumer Staples Total 1,726,19 1.% 1,681, % 1,853, % YTD Sectors Volume YTD 212 Trade Volume (%) Volume YTD 211 Change Volume YTD 212/ YTD 211 Materials 3,764,141 3.% 4,249, % Industrials 594,1 4.7% 456,77 3.% Telecommunications 392,58 3.1% 28, % Consumer Discretionary 26, % 268, % 4,, 3,, 2,, Traded distribution per sector (YTD) Energy 3,538, % 2,787,22 27.% Financials 3,25, % 2,413, % Health Care 55,882.4% 2, % Technology 317,98 2.5% 345, % Utilities 428, % 251, % Consumer Staples 171, % 153, % 1,, Materials Industrials Telecomm. Consumer Discretionary Energy Financials Health Care Technology Utilities Consumer Staples Total 12,548,895 1.% 11,155, % * Sector breakdowns are based on the S&P/TSX Indices

8 BAX Three-Month Canadian Bankers' Acceptance Futures December 25 open interest BAX - and open interest 2,5, 2,, 1,5, 1,, 5, CGB Ten-Year Government of Canada Bond Futures open interest 1,6, 1,4, 1,2, 1,, 8, 6, 4, 2, CGB - and open interest

9 SXF S&P Canada 6 Index Futures open interest December 25 65, 585, 52, 455, 39, 325, 26, 195, 13, 65, SXF - and open interest Equity Options open interest Equity Options - and open interest 3,, 2,5, 2,, 1,5, 1,, 5,