Bond and Money Market Secondary Trading Statistics

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 Dealer Member Rule 2800C (pdf).

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:

PageTab
Money market trading by type of securityMMKT
Bond market trading by type of securityBOND
Government of Canada Treasury Bills and Bond trading with counterpartiesGOVT
Federal Crown Corporation Bonds and Provincial Bond trading with counterpartiesFED_PROV
Strip Bond Trading (coupons and residuals) and Municipal bonds trading with counterpartiesSTRIP_MUNI
Corporate Bonds; Other Domestic Bonds trading with counterpartiesCORP
Backed Securities; Asset-Backed Securities with counterpartiesMBS_ABS
Bond market repo trading by type of securityBOND_REPO
Money market repo trading by type of securityMMKT_REPO

IIROC Disclaimer

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).

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