Beginning in May 2018, IIROC produces monthly statistics that replace the reports formerly known as the F11 to F14 reports produced by the Bank of Canada and included in the Bank of Canada Banking and Financial Statistics. The Debt Statistics Report (excel) is produced using debt securities transaction data reported to IIROC through the Market Trade Reporting System 2.0 (MTRS 2.0), as required under IIROC Rule 7200.
The Debt Statistics Report shows secondary trading by all GSD and non-GSD Dealer Members. Values are expressed in $MM (millions of dollars) rounded to the next million.
The Debt Statistics Report is produced following the end of each calendar month and is typically published after the fifth business day after month-end. The report is provided in Excel format with a separate tab for each page:
| Page | Tab |
| Money market trading by type of security | MMKT |
| Bond market trading by type of security | BOND |
| Government of Canada Treasury Bills and Bond trading with counterparties | GOVT |
| Federal Crown Corporation Bonds and Provincial Bond trading with counterparties | FED_PROV |
| Strip Bond Trading (coupons and residuals) and Municipal bonds trading with counterparties | STRIP_MUNI |
| Corporate Bonds; Other Domestic Bonds trading with counterparties | CORP |
| Backed Securities; Asset-Backed Securities with counterparties | MBS_ABS |
| Bond market repo trading by type of security | BOND_REPO |
| Money market repo trading by type of security | MMKT_REPO |
This report ("Report") and the data herein ("Data") are generated by IIROC from the transaction data reported by third parties ("Third Parties") to MTRS 2.0. The recipient of this Report ("Recipient") acknowledges that a Third Party is solely responsible for the accuracy, completeness and timeliness of its transaction data reported to MTRS 2.0. IIROC is not responsible for, nor makes any representation or warranty in respect of, the accuracy, completeness, compliance or timeliness of information reported by Third Parties. IIROC has relied on transaction data and reference data from third party vendor sources ("Vendors") for the Product Categories in this Report. IIROC is not responsible for, nor makes any representation or warranty in respect of, the accuracy, completeness, compliance or timeliness of the Vendor information. The Report and Data are provided "as is", "as available" and "with all faults", and without any warranties. For further applicable terms of use, please see the IIROC Website Use Agreement (pdf).
MFDA and IIROC have consolidated
As of January 1, 2023 the MFDA and IIROC have come together as New Self-Regulatory Organization of Canada (New SRO).
New SRO has assumed the regulatory responsibilities of the MFDA and IIROC.
We have set up an interim website for updates and information related to the New SRO including:
Enforcement proceedings, membership lists, continuing education, investor education resources and any other information not set out above continue to reside on www.mfda.ca and www.iiroc.ca.