Fixed Income Quarterly—Benchmark Barometer Page 5
Table 4.1: FTSE TMX Canada (formerly DEX) Universe Bond Index Changes in Composition (New Issues)
Issuer
Cusip
Coupon %
Maturity
Par Value ($mm)
Index Weight(1)
Curve Segment
Sector
Additions
BMW Canada Inc.
BMW Canada Inc. Crombie Real Est Inv Tr Daimler Canada Finance Enbridge Inc.
Alberta
Rogers Communication Inc. Genworth MI Canada Inc. Artis REIT
Enbridge Inc.
OMERS Realty Corp.
Tim Hortons Inc.
05590HAK3 05590HAL1 227107AG4 23384NAM9 29251ZBF3 013051DM6 775109BD2 37252BAC6 04315LAH8 29251ZBG1 68214WAK4 88706MAD5
2.33 1.73 3.96 2.27 3.16 3.10 2.80 4.24 3.75 4.57 2.97 2.85
09/26/2018 09/26/2016 06/01/2021 03/26/2018 03/11/2021 06/01/2024 03/13/2019 04/01/2024 03/27/2019 03/11/2044 04/05/2021 04/01/2019
300
200
100
400
400
600
400
160
125
500
300
450
0.02% 0.02% 0.01% 0.03% 0.03% 0.05% 0.03% 0.01% 0.01% 0.04% 0.02% 0.04%
Short Short Mid Short Mid Long Short Long Short Long Mid Mid
Corporate Industrial Corporate Industrial Corporate Real Estate Corporate Financial Corporate Energy Government Provincial Corporate Communication Corporate Financial Corporate Real Estate Corporate Energy Corporate Real Estate Corporate Industrial
Canada Housing Trust
13509PEG4
1.95
06/15/2019
5,000
0.39%
Mid
Government Federal
Bank of Nova Scotia
0641493J4
2.46
03/14/2019
1,250
0.10%
Short
Corporate Financial
Saskatchewan
803854JY5
1.95
03/01/2019
250
0.02%
Short
Government Provincial
Toronto-Dominion Bk Toronto-Dominion Bk
MCAP Commercial LP Rogers Communication Inc.
891145N42 891145N34 55279QAA8 775109BA8
2.45 1.82
3.96 4.00
04/02/2019 04/03/2017
03/11/2019 03/13/2024
2,000 500 150 600 13,685
0.16% 0.04%
0.01% 0.05% 1.07%
Mid Short Short Mid
Corporate Financial Corporate Financial Corporate Financial Corporate Communication
Deletions
C.I.B.C.
Ontario
Husky Energy Inc.
Canada Housing Trust
Royal Bank of Cda Covered Bank of Nova Scotia Trans-Northern Pipelines Inc.
13591Z5H9 683234WM6 448055AG8 13509PCF8 780085J49 064149A80 89328MAA7
3.10 4.50 3.75 2.95 3.18 3.34 4.74
03/02/2015 03/08/2015 03/12/2015 03/15/2015 03/16/2015 03/25/2015 03/31/2015
1,500 2,894 300 6,000 850 1,000 51 12,595
0.12% 0.24% 0.02% 0.48% 0.07% 0.08% 0.00% 1.02%
Short Short Short Short Short Short Short
Corporate Financial Government Provincial Corporate Energy Government Federal Corporate Financial Corporate Financial Corporate Energy
Source: PCBond, a business unit of TMX Group Inc.
Table 4.2: FTSE TMX Canada (formerly DEX) Universe Bond Index Changes in Composition (Re-Openings)
Issuer
Coupon %
Maturity
Reissue Value ($mm)
Reissue Date
Sector
Re-Openings
Cominar REIT
Ontario
Prince Edward Island First Capital Realty Inc. Canada
Manitoba
Ontario
Ontario
Total
4.94 3.50 3.60 4.79 1.00 4.05 3.45 3.50
27-Jul-20 02-Jun-24 17-Jan-53 30-Aug-24 01-May-16 05-Sep-45 02-Jun-45 02-Jun-24
100 750 125
75 3,300 250 600 750 5,950
05-Mar-14 05-Mar-14 06-Mar-14 07-Mar-14 20-Mar-14 21-Mar-14 24-Mar-14 31-Mar-14
Corporate Real Estate REIT Government Provincial Government Provincial Corporate Real Estate Non-REIT Government Federal Government Provincial Government Provincial Government Provincial
Source: PCBond, a business unit of TSX Inc.