Weekly series
Legend
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. Bond turnover excludes all securities with an original term to maturity of one year or less.
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 and bond 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. Allotments of all new bond issues (auctions and syndicate offerings) are not included in bond market trading.
Provincial bonds include Canadian dollar bonds issued by provincial Crown corporations and agencies.