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Monthly DMM Activity Report

DECEMBER 2018

TSX Listed Securities Lit Book

Tier 1 Tier 2 Tier 3
Assigned Securities 87 81 290
Obligation Pas Rate (%) 67.393 65.237 45.126
Quoted Spread (%) 1.319 2.531 4.088
Quoted Size 1010.969 614.661 554.857
NBB Presence (%) 2.168 5 13.545
NBO Presence (%) 2.485 5.815 19.706
Daily Traded Volume 52489.013 17549.049 25159.305
DMM Participation (%) 7.835 11.706 9.514
MMVA Utilization (%) 0.206 0.473 0.461

TSX Listed Securities NEO Book

Tier 1 Tier 2 Tier 3
Assigned Securities 87 81 290
Obligation Pas Rate (%) 67.453 65.432 45.145
Quoted Spread (%) 1.226 2.084 3.796
Quoted Size 1316.294 1021.601 668.826
NBB Presence (%) 22.183 32.383 27.746
NBO Presence (%) 25.119 32.766 33.279
Daily Traded Volume 55928.748 23099.934 27905.896
DMM Participation (%) 44.29 65.601 42.108
MMVA Utilization (%) 2.686 2.615 0.921

Exchange Traded Funds Lit Book

Tier 1 Tier 2 Tier 3
Assigned Securities 7 24 658
Obligation Pas Rate (%) 11.278 55.482 69.603
Quoted Spread (%) 0.08 0.56 0.541
Quoted Size 16275.933 8503.103 6382.34
NBB Presence (%) 72.864 37.203 54.304
NBO Presence (%) 66.857 32.529 55.057
Daily Traded Volume 214917.977 45250.905 7198.377
DMM Participation (%) 20.698 38.877 32.291
MMVA Utilization (%) 1.611 4.144 2.481

Exchange Traded Funds NEO Book

Tier 1 Tier 2 Tier 3
Assigned Securities 7 24 658
Obligation Pas Rate (%) 9.774 55.263 71.041
Quoted Spread (%) 0.112 0.58 0.567
Quoted Size 14749.231 8557.933 6384.555
NBB Presence (%) 42.893 25.027 38.252
NBO Presence (%) 34.847 22.25 38.755
Daily Traded Volume 154024.812 44244.835 8158.807
DMM Participation (%) 9.388 21.771 23.719
MMVA Utilization (%) 1.45 2.772 2.283

TSXV Listed Lit Book

Tier 3
Assigned Securities 191
Obligation Pas Rate (%) 1.021
Quoted Spread (%) 4.271
Quoted Size 651.027
NBB Presence (%) 4.559
NBO Presence (%) 5.138
Daily Traded Volume 25256.611
DMM Participation (%) 1.578
MMVA Utilization (%) 0.022

TSXV Listed NEO Book

Tier 3
Assigned Securities 191
Obligation Pas Rate (%) 1.021
Quoted Spread (%) 2.4
Quoted Size 1147.378
NBB Presence (%) 46.343
NBO Presence (%) 54.194
Daily Traded Volume 29500.854
DMM Participation (%) 6.835
MMVA Utilization (%) 0.079

Debts Listed Lit Book

Tier 1
Assigned Securities 2
Obligation Pas Rate (%) 0
Quoted Spread (%) 0
Quoted Size 0
NBB Presence (%) 0
NBO Presence (%) 0
Daily Traded Volume 19350
DMM Participation (%) 37.985
MMVA Utilization (%) 0

Debts Listed NEO Book

Tier 1
Assigned Securities 2
Obligation Pas Rate (%) 0
Quoted Spread (%) 0
Quoted Size 0
NBB Presence (%) 0
NBO Presence (%) 0
Daily Traded Volume 0
DMM Participation (%) 0
MMVA Utilization (%) 0

Trade Participation - Per DMM

BMO NESBITT BURNS CANACCORD GENUITY CIBC WORLD MARKETS NATIONAL BANK FINANCIAL RBC CAPITAL MARKETS TD SECURITIES W.D. LATIMER CO.
Assigned Securities 264 10 17 241 377 127 307
ObligationPass Rate (%) 75.904 1.053 0 65.951 72.347 69.519 0
NBBO Presence (%) 42.541 0.168 0 55.944 21.546 40.175 0
DMM Participation (%) 31.581 0.1 0.033 34.765 33.975 14.837 0.092

Trade Participation - Launch to Date Lit

Trade Participation - Launch to Date NEO

1 Change in market share compared to previous week

2 Assumes that crosses make up 12% of the overall market in terms of volume and value. Estimated by averaging the historical proportion of crosses over the last six months.