|
The CanPX service combines digital-based feeds from participating inter-dealer brokers to provide a composite display of real time bid and offer quotations, in price and yield terms, and of trade price/yield and volume information with respect to the bond and treasury bill issues identified on the Site.
The current release CanPX service covers the Government of Canada Bonds, Government of Canada TBills and Provincial Bonds traded in the inter-dealer broker market.
|
|
The CanPX Corporates product consolidates hourly post-trade data sourced from participating investment dealers for a select list of corporate bonds. A corporate debt security may be designated for inclusion in the CanPX system if it meets some or all of the criteria outlined in Schedule E of the CSA-approved CanPX Participation Agreement.
The CanPX Corporates product will display for each trade, within one hour of the trade, details including the type of issue, class, series, coupon and maturity, price and time of the trade and, subject to par value caps of $2 million and above for investment grade and $200,000 and above for non-investment grade, the volume traded. At each hour, trades are presented in random order regardless of reporting source, trade time (within the previous hour), price, size, counterparty or marketplace.
|