Aggregate Fixed Income Trade information as of: 03Feb2012
| # 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) |
137 | 205 | 443 | 521 | 3.42 | 3.42 |
Commercial Paper (CP) |
CPISSTRADE | CPISSTAVG | CPISSTICKETS | CPISSDTAVG | CPFACETRADED | CPMKTVAL |
Canada TBills |
19 | 20 | 517 | 571 | 2.73 | 2.72 |
Provincial TBills |
0 | 28 | 0 | 65 | 0.00 | 0.00 |
BONDS |
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|
Government of Canada / Federal Bonds |
70 | 59 | 3142 | 1798 | 39.18 | 41.60 |
|
Government of Canada Real Return Bonds |
6 | 6 | 26 | 25 | 0.08 | 0.13 |
|
Provincial Bonds |
159 | 102 | 846 | 1798 | 4.36 | 4.60 |
|
Municipal Bonds |
17 | 18 | 23 | 22 | 0.01 | 0.01 |
|
Corporate Bonds |
300 | 228 | 673 | 513 | 0.53 | 0.57 |
|
Mortgage Backed Securities (MBS) |
0 | 2 | 0 | 2 | 0.00 | 0.00 |
|
Coupons and Residuals (Strips) |
70 | 89 | 10 | 115 | 0.01 | 0.01 |