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

DECEMBER 2019

TSX-Listed Securities - NEO-L

Tier 1 Tier 2 Tier 3
Assigned Securities 156 102 198
Obligation Pas Rate (%) 36.581 22.228 42.449
Quoted Spread (%) 1.307 2.124 3.059
Quoted Size 1140.563 855.408 740.021
NBB Presence (%) 8.061 8.666 40.501
NBO Presence (%) 8.041 11.087 46.22
Daily Traded Volume 54478.58 31000.42 10688.947
DMM Participation (%) 4.458 3.404 7.469
MMVA Utilization (%) 0.499 0.245 0.16

TSX-Listed Securities - NEO-N

Tier 1 Tier 2 Tier 3
Assigned Securities 156 102 198
Obligation Pas Rate (%) 36.613 23.515 42.323
Quoted Spread (%) 1.238 1.69 3.437
Quoted Size 1269.505 1779.221 672.926
NBB Presence (%) 29.818 37.537 49.555
NBO Presence (%) 29.609 39.861 53.175
Daily Traded Volume 31492.577 35131.429 15461.591
DMM Participation (%) 50.127 31.436 13.436
MMVA Utilization (%) 2.493 0.838 0.022

Exchange Traded Funds - NEO-L

Tier 1 Tier 2 Tier 3
Assigned Securities 51 175 549
Obligation Pas Rate (%) 53.725 63.086 70.826
Quoted Spread (%) 0.305 0.319 0.392
Quoted Size 16289.754 8605.387 5515.114
NBB Presence (%) 36.663 35.301 53.714
NBO Presence (%) 49.314 43.328 56.111
Daily Traded Volume 46162.376 6596.971 1705.67
DMM Participation (%) 21.513 25.441 38.448
MMVA Utilization (%) 4.635 4.783 3.201

Exchange Traded Funds - NEO-N

Tier 1 Tier 2 Tier 3
Assigned Securities 51 175 549
Obligation Pas Rate (%) 53.137 62.857 70.707
Quoted Spread (%) 0.35 0.352 0.424
Quoted Size 16074.852 8342.184 5486.103
NBB Presence (%) 19.173 19.903 35.463
NBO Presence (%) 29.267 26.162 37.163
Daily Traded Volume 29823.703 7444.638 1876.128
DMM Participation (%) 21.697 16.144 29.421
MMVA Utilization (%) 3.409 2.924 1.276

TSXV-Listed - NEO-L

Tier 2 Tier 3
Assigned Securities 9 198
Obligation Pas Rate (%) 0 0.431
Quoted Spread (%) 0 8.682
Quoted Size 0 2000
NBB Presence (%) 0 0.265
NBO Presence (%) 0 0.445
Daily Traded Volume 34777.799 20814.138
DMM Participation (%) 2.294 0.524
MMVA Utilization (%) 0 0

TSXV-Listed - NEO-N

Tier 2 Tier 3
Assigned Securities 9 198
Obligation Pas Rate (%) 0 0.431
Quoted Spread (%) 0 8.629
Quoted Size 0 2000
NBB Presence (%) 0 0.265
NBO Presence (%) 0 0.444
Daily Traded Volume 54191.62 33212.537
DMM Participation (%) 8.969 0.832
MMVA Utilization (%) 0 0

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 29500
DMM Participation (%) 0
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 DOMINION SECURITIES TD SECURITIES VIRTU FINANCIAL CANADA ULC W.D. LATIMER CO.
Assigned Securities 251 10 15 349 380 166 3 276
ObligationPass Rate (%) 80.996 12.755 0.5 62.307 48.637 50.695 92.5 0
NBBO Presence (%) 37.577 0 24.622 47.923 36.53 34.709 8.729 0
DMM Participation (%) 23.012 0.154 0.053 32.269 25.078 10.269 2.673 0.051

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.