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

As of May 2018, the Bank of Canada no longer publishes Tables F11 to F14, previously available in the Banking and Financial Statistics. A new version of the data will be published monthly by the Investment Industry Regulatory Organization of Canada (IIROC) on its website. The change is a result of the discontinuation of weekly statistical reporting via the Market Trade Reporting System. Historical data for Tables F11-14 will continue to be available on this page.

For more information, contact the Bank of Canada at Communications@bank-banque-canada.ca or IIROC at DebtStatistics@IIROC.CA.

On this page you can graph and download the historical weekly data. The data was last updated at the end of 2017 and a new version of these data is now published by the Investment Industry Regulatory Organization of Canada. See the notes for this table for metadata and background information.

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.