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:
|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|
- Bond and Money Market Secondary Trading Statistics (excel)
- See Banking and Financial Statistics - Bank of Canada for historical reports.