Symbols

Sorry, we are having a problem retrieving Symbol Search results. Please try again later.

Please wait, the Symbol Search is loading.

< Back

Monthly DMM Activity Report

APRIL 2019

TSX-Listed Securities - NEO-L

Tier 1 Tier 2 Tier 3
Assigned Securities 87 78 277
Obligation Pas Rate (%) 71.28 66.85 53.094
Quoted Spread (%) 1.295 2.502 3.924
Quoted Size 1090.964 667.878 571.406
NBB Presence (%) 6.998 5.912 17.122
NBO Presence (%) 6.63 6.861 25.696
Daily Traded Volume 59311.508 39941.512 20428.317
DMM Participation (%) 8.053 6.236 5.986
MMVA Utilization (%) 0.474 0.414 0.186

TSX-Listed Securities - NEO-N

Tier 1 Tier 2 Tier 3
Assigned Securities 87 78 277
Obligation Pas Rate (%) 71.17 66.85 53.025
Quoted Spread (%) 1.253 2.175 3.872
Quoted Size 1226.333 896.318 620.037
NBB Presence (%) 27.762 37.423 30.26
NBO Presence (%) 27.083 37.315 37.246
Daily Traded Volume 45273.838 21896.867 16424.01
DMM Participation (%) 37.932 40.012 25.606
MMVA Utilization (%) 3.127 3.028 1.282

Exchange Traded Funds - NEO-L

Tier 1 Tier 2 Tier 3
Assigned Securities 7 24 690
Obligation Pas Rate (%) 27.211 73.81 80.514
Quoted Spread (%) 0.075 0.297 0.378
Quoted Size 14546.35 7847.527 6578.81
NBB Presence (%) 49.06 36.223 50.216
NBO Presence (%) 48.096 39.024 54.535
Daily Traded Volume 84633.605 24394.61 5453.457
DMM Participation (%) 21.577 39.3 29.548
MMVA Utilization (%) 2.55 4.947 4.566

Exchange Traded Funds - NEO-N

Tier 1 Tier 2 Tier 3
Assigned Securities 7 24 690
Obligation Pas Rate (%) 27.211 73.611 82.883
Quoted Spread (%) 0.088 0.341 0.411
Quoted Size 13477.325 8011.34 6570.312
NBB Presence (%) 31.757 23.109 34.03
NBO Presence (%) 33.501 24.329 36.943
Daily Traded Volume 48061.224 16927.038 5997.516
DMM Participation (%) 21.987 33.087 23.82
MMVA Utilization (%) 2.108 3.507 2.575

TSXV-Listed - NEO-L

Tier 3
Assigned Securities 183
Obligation Pas Rate (%) 1.578
Quoted Spread (%) 3.65
Quoted Size 1360.067
NBB Presence (%) 23.871
NBO Presence (%) 26.377
Daily Traded Volume 35425.449
DMM Participation (%) 0.554
MMVA Utilization (%) 0.012

TSXV-Listed - NEO-N

Tier 3
Assigned Securities 183
Obligation Pas Rate (%) 1.578
Quoted Spread (%) 2.828
Quoted Size 2865.5
NBB Presence (%) 45.669
NBO Presence (%) 48.078
Daily Traded Volume 36632.971
DMM Participation (%) 2.533
MMVA Utilization (%) 0.171

Debt - NEO-L

Tier 1
Assigned Securities 1
Obligation Pas Rate (%) 0
Quoted Spread (%) 0
Quoted Size 0
NBB Presence (%) 0
NBO Presence (%) 0
Daily Traded Volume 3500
DMM Participation (%) 64.286
MMVA Utilization (%) 0

Debt - NEO-N

Tier 1
Assigned Securities 1
Obligation Pas Rate (%) 0
Quoted Spread (%) 0
Quoted Size 0
NBB Presence (%) 0
NBO Presence (%) 0
Daily Traded Volume 0
DMM Participation (%) 0
MMVA Utilization (%) 0

Trade Participation - Per DMM

BMO NESBITT BURNS CANACCORD GENUITY CIBC WORLD MARKETS NATIONAL BANK FINANCIAL RBC CAPITAL MARKETS RBC DOMINION SECURITIES TD SECURITIES W.D. LATIMER CO.
Assigned Securities 260 10 15 279 366 366 127 293
ObligationPass Rate (%) 91.026 0 0 76.676 85.007 81.234 76.322 0
NBBO Presence (%) 35.745 0 0 52.395 27.26 26.966 40.337 0
DMM Participation (%) 20.278 0.045 0.028 39.65 27.335 24.922 14.124 0.046

Trade Participation - Launch to Date NEO-L

Trade Participation - Launch to Date NEO-N

1 Change in market share compared to previous week

2 Assumes that crosses make up 12% of the overall market in terms of volume and value. Estimated by averaging the historical proportion of crosses over the last six months.