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Fixed Income Pricing Service (FIPS) Issuer Packages

Provider: TMX Group

  • Frequency:
    Daily
  • License:
    Individual
  • REST API:
    No
  • Format:
    CSV, JSON, XML
TMX Fixed Income Pricing Service (TMX FIPS) is now available in four packages to facilitate interest by issuer type and sector. TMX FIPS provide post-trade data for all fixed income trades eligible to settle through the Canadian Depository for Securities (CDS).
Please sign-in with your TMX Webstore account to view pricing information.

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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

There is no sample file available at this time. Please contact us for more details.

Please sign-in with your TMX Webstore account to view pricing information.