Historical money market trading by type of security (formerly F11)

View or download the historical weekly data, last updated at the end of 2017. For metadata and background information, see the notes.

The Bank of Canada no longer publishes this table. As of May 2018, a new version of the data is being published monthly by the Investment Industry Regulatory Organization of Canada (IIROC) on its website. This change is a result of the discontinuation of weekly statistical reporting via the Market Trade Reporting System.

Weekly Series

Notes

Source: Primary distributors of Government of Canada marketable debt, Bank of Canada

This is historical data, submitted to the Bank of Canada until 2017 by the distributors of Government of Canada marketable debt.

A trade is reported on a trade-date basis and calculated as follows: purchases + sales + agency transactions (both sides) to a domestic or foreign client. All “when-issued” trades are included in the amounts reported.

Only domestically issued securities and “global” issues denominated in Canadian dollars are reported. (Global issues are offered simultaneously in several markets worldwide.) Money market turnover excludes all securities with an original term to maturity of greater than one year.

Strip bonds are bonds that have been divided into their interest (coupon) and residual principal components. Repos are transactions involving a repurchase or resale agreement. Strip bonds and repo trades are excluded from the overall money market trading numbers and reported separately in their respective categories.

All trades, including stripped coupons and residual principal components of stripped bonds, are reported at par value.

Government of Canada treasury bills allotted to primary distributors at new issue auctions are not included in money market trading.

Pre-auction trades includes all when-issued trading between the announcement date of the forthcoming auction in these securities and the auction.

Provincial securities include money market securities issued by provincial Crown corporations and agencies.

Asset-backed securities include securities backed by mortgages and other financial assets.

In January 2004, Money Market trading introduced Asset-Backed Paper as a new category. The Asset-Backed Paper has been broken out from total corporate. Reporting changes were also made to the category of Total Banks, Trust, and Mortgage Company Paper.

Each sub-component must be reported separately in their components and the sum of the individual components must equal to the total for Bank, Trust and Mortgage Company paper.