Aggregate Fixed Income Trade information as of: 19Jul2010
| # of issues traded | Daily Issues Traded (30 Day Avg.) | # Individual Trades | Daily Trades (30 Day Avg.) | Face Value Traded (Billions) | Market Value Traded (Billions) | |
Money Market |
||||||
Bankers Acceptances (BA's) |
132 | 205 | 320 | 521 | 2.31 | 2.31 |
Commercial Paper (CP) |
2 | 251 | 2 | 548 | 0.00 | 0.00 |
Canada TBills |
18 | 20 | 500 | 571 | 1.81 | 1.80 |
Provincial TBills |
1 | 28 | 1 | 65 | 0.00 | 0.00 |
BONDS |
||||||
|
Government of Canada / Federal Bonds |
63 | 59 | 1335 | 1798 | 20.04 | 20.80 |
|
Government of Canada Real Return Bonds |
2 | 6 | 7 | 25 | 0.01 | 0.01 |
|
Provincial Bonds |
131 | 102 | 363 | 1798 | 1.26 | 1.36 |
|
Municipal Bonds |
16 | 18 | 20 | 22 | 0.00 | 0.00 |
|
Corporate Bonds |
199 | 228 | 423 | 513 | 0.29 | 0.30 |
|
Mortgage Backed Securities (MBS) |
0 | 2 | 0 | 2 | 0.00 | 0.00 |
|
Coupons and Residuals (Strips) |
63 | 89 | 16 | 115 | 0.00 | 0.00 |