Description
FIPS provides details of fixed income trades reported to CDS Clearing and Depository Services Inc. (CDS) on a daily basis. FIPS reports trades on all Canadian fixed income federal, provincial, municipal and corporate securities that are eligible for deposit at CDS.
TMX Fixed Income Pricing Service (TMX FIPS)
| Package Name | Security Type | Security Subtype | Instrument Type |
| Government of Canada |
Debt Debt |
Money Market Market Bond |
Canada Treasury Bills Govt of Canada Bond |
| Canadian Provinical |
Debt Debt Debt |
Money Market Money Market Market Bond |
Provincial Notes Provinicial Treasury Bill Provinical Bond |
| Corporates | Debt | Market Bond | Corporate Bond |
| Canada | Debt | All | All |
The following reporting details apply to both of the above FIPS offerings:
- One file is provided at the end of each trading day (around 9 p.m. ET).
- Trade ("par quantity") for all securities is capped at 2 million. Trade ("par quantity") for all securities over 2 million are reported as 2,000,001, and "accrued interest" reported as zero (0).
- Where a security trades only once in a given day, that trade will be reported in the FIPS report 14 calendar days after the date the transaction was reported to CDS. Securities that have multiple trades on a given day will be reported in FIPS on the day the transactions were reported to CDS.
- Single trades with par quantity exceeding 50 million that are split into multiples of 50 million when reported to CDS (due to a current CDS Clearing and Depository Inc. imposed limitation) are aggregated for reporting in FIPS, and par quantity reported as 2,000,001 as noted in item 2. above.
Delivery Format
Frequency: Daily
Format: TAB delimited file with ASCII characters
Delivery: SFTP over the internet
