The SGC Notes are entirely secured by a standardized basket (SGC Securities Basket) of highly liquid securities (SGC Securities), including investment grade (IG) corporate debt securities, managed to meet strict eligibility and ongoing market valuation criteria by CDCC. Investors can monitor at all times the specific SGC Securities’ Basket for each subscribing bank, including any daily eligible substitutions through TMX Datalinx service.
Product Description
Reports the underlying basket constituents backing SGC notes for a specific sponsor dealer. The files include the issuer name, security type, collateral value and basket weight information related to all securities contained in the file. The file is available after 12:00 PM and 4:00PM each business day.
Product Sheet
- To understand the basket composition for specific sponsor dealers
- To help optimize client investment strategies
- To monitor movement in underlying collateral securities
- Timely information, directly from source data
- Available twice a day (Intraday & EOD)
- Covers all SGC sponsor dealers
- Provides collateral values and individual security weightings for basket
- Why Use SGC Basket Composition Files?
- Features
Specifications
- Frequency - Daily, Intraday (12:00 PM) and EOD (4:00 PM)
- Format - CSV file
- Delivery - SFTP