Unofficial Consolidation: Form 21-101F3 Quarterly Report of Marketplace Activities

Unofficial Consolidation: Form 21-101F3 Quarterly Report of Marketplace Activities

Forms

Ontario Securities Commission

Form 21-101F3

Unofficial consolidation current to 2020-09-14

This document is not an official statement of law or policy and should be used for reference purposes only.

Form 21-101F3
Quarterly Report of Marketplace Activities

A. General Marketplace Information

  1. Marketplace Name:

 

  1. Period covered by this report:

 

  1. Identification

A.           Full name of marketplace (if sole proprietor, last, first and middle name):

B.           [Repealed]

C.          [Repealed]

 

  1. [Repealed]

 

  1. [Repealed]

 

  1. [Repealed]

 

  1. [Repealed]

B. Marketplace Activity Information

Section 1 – Equity Marketplaces Trading Exchange-Listed Securities

1.           General trading activity – [Repealed]

Chart 1 – General trading activity for equity marketplaces trading exchange-listed securities

[Repealed]

2.           Crosses – [Repealed]

Chart 2 – Crosses

[Repealed]

3.           Order information – [Repealed]

Chart 3 – Order information

[Repealed]

4.           Trading by security – [Repealed]

Chart 4 – Most traded securities

[Repealed]

5.           Trading by marketplace participant – [Repealed]

Chart 5 – Concentration of trading by marketplace participant

[Repealed]

6.           Routing activities – [Repealed]

Chart 6 – Routing of marketplace orders

[Repealed]

Section 2 – Fixed Income Marketplaces

1.           General trading activity - Provide the details (where appropriate) requested in the form set out in Chart 7 below for each type of fixed income security traded on the marketplace for transactions executed during regular trading hours during the quarter. Enter “None”, “N/A”, or “0” where appropriate.

Chart 7 – Fixed income activity

Category of Securities

Value Traded

Number of Trades

Domestic Unlisted Debt Securities - Government

 

 

1. Federal

 

 

2. Federal Agency

 

 

3. Provincial and Municipal

 

 

Domestic Unlisted Debt Securities – Corporate

 

 

Domestic Unlisted Debt Securities - Other

 

 

Foreign Unlisted Debt Securities – Government

 

 

Foreign Unlisted Debt Securities – Corporate

 

 

Foreign Unlisted Debt Securities –Other

 

 

2.           Trading by security – Provide the details requested in the form set out in Chart 8 below for each fixed income security traded on the marketplace during regular trading hours during the quarter. Enter “None”, “N/A”, or “0” where appropriate.

Chart 8 – Traded fixed income securities

Category of Securities

Value Traded

Number of Trades

Domestic Unlisted Debt Securities - Government

1. Federal

[Enter issuer, maturity, coupon]

 

 

2. Federal Agency

[Enter issuer, maturity, coupon]

 

 

3. Provincial and Municipal

[Enter issuer, maturity, coupon]

 

 

Domestic Unlisted Debt Securities – Corporate

[Enter issuer, maturity, coupon]

 

 

Domestic Unlisted Debt Securities – Other

[Enter issuer, maturity, coupon]

 

 

Foreign Unlisted Debt Securities – Government

[Enter issuer, maturity, coupon]

 

 

Foreign Unlisted Debt Securities – Corporate

[Enter issuer, maturity, coupon]

 

 

Foreign Unlisted Debt Securities – Other

[Enter issuer, maturity, coupon]

 

 

3.           Trading by marketplace participant – [Repealed]

Chart 9 – Concentration of trading by marketplace participant

[Repealed]

Section 3 – Securities Lending Marketplaces

1.           General lending activity – Please provide details (where appropriate) requested in the form set out in Chart 10 below for each type of securities loaned on the marketplace. Enter “None”, “N/A” or “0” where appropriate.

Chart 10 – Lending activity

Category of Securities

Quantity of Securities Lent During the Quarter

Aggregate Value of Securities Lent During the Quarter

Domestic

 

 

1. Corporate Equity Securities

 

 

1.1. Common Shares

 

 

1.2. Preferred Shares

 

 

2. Non-Corporate Equity Securities (e.g. trust units, partnership units, etc.) (please specify)

 

 

3. Government Debt Securities

 

 

4. Corporate Debt Securities

 

 

 

Category of Securities

Quantity of Securities Lent During the Quarter

Aggregate Value of Securities Lent During the Quarter

5. Other Fixed Income Securities (please specify)

 

 

Foreign

 

 

1. Corporate Equity Securities

 

 

1.1. Common Shares

 

 

1.2. Preferred Shares

 

 

2. Non-Corporate Equity Securities (e.g. trust units, partnership units, etc.) (Please specify)

 

 

3. Government Debt Securities

 

 

4. Corporate Debt Securities

 

 

5. Other Fixed Income Securities (please specify)

 

 

2.           Trading by marketplace participant – Provide the details requested in the form set out in Chart 11 and Chart 12 below for the top 10 borrowers and lenders based on their aggregate value of securities borrowed or loaned, respectively, during the quarter.

Chart 11 – Concentration of activity by borrower

Borrower Name

Aggregate Value of Securities Borrowed During the Quarter

1.

 

2.

 

3.

 

4.

 

5.

 

6.

 

7.

 

8.

 

9.

 

10.

 

Chart 12 – Concentration of activity by lender

Lender Name

Aggregate Value of Securities Loaned During the Quarter

1.

 

2.

 

3.

 

4.

 

5.

 

6.

 

7.

 

8.

 

9.

 

10.

 

3.           Lending activity by security – Provide the details requested in the form set out in Chart 13 below for the 10 most loaned securities on the marketplace (based on the quantity of securities loaned during the quarter). Enter “None”, “N/A” or “0” where appropriate.

Chart 13 – Most loaned securities

Category of Securities

Quantity of Securities Lent During the Quarter

Aggregate Value of Securities Lent During the Quarter

Domestic

 

 

1. Common Shares

 

 

[Name of Security]

 

 

1.

 

 

2.

 

 

3.

 

 

4.

 

 

5.

 

 

6.

 

 

7.

 

 

8.

 

 

9.

 

 

10.

 

 

2. Preferred Shares

 

 

[Name of Security]

 

 

1.

 

 

2.

 

 

3.

 

 

4.

 

 

5.

 

 

6.

 

 

7.

 

 

8.

 

 

9.

 

 

10.

 

 

3. Non-Corporate Equity Securities

 

 

[Name of Security]

 

 

1.

 

 

2.

 

 

3.

 

 

4.

 

 

5.

 

 

6.

 

 

7.

 

 

8.

 

 

9.

 

 

10.

 

 

 

 

 

Category of Securities

Quantity of Securities Lent During the Quarter

Aggregate Value of Securities Lent During the Quarter

4. Government Debt Securities

 

 

[Name of Security]

 

 

1.

 

 

2.

 

 

3.

 

 

4.

 

 

5.

 

 

6.

 

 

7.

 

 

8.

 

 

9.

 

 

10.

 

 

5. Corporate Debt Securities

 

 

[Name of Security]

 

 

1.

 

 

2.

 

 

3.

 

 

4.

 

 

5.

 

 

6.

 

 

7.

 

 

8.

 

 

9.

 

 

10.

 

 

6. Other Fixed Income Securities

 

 

[Name of Security]

 

 

1.

 

 

2.

 

 

3.

 

 

4.

 

 

5.

 

 

6.

 

 

7.

 

 

8.

 

 

9.

 

 

10.

 

 

Foreign

1. Common Shares

 

 

[Name of Security]

 

 

1.

 

 

2.

 

 

3.

 

 

4.

 

 

5.

 

 

6.

 

 

7.

 

 

8.

 

 

9.

 

 

10.

 

 

 

 

 

 

Category of Securities

Quantity of Securities Lent During the Quarter

Aggregate Value of Securities Lent During the Quarter

2. Preferred Shares

 

 

[Name of Security]

 

 

1.

 

 

2.

 

 

3.

 

 

4.

 

 

5.

 

 

6.

 

 

7.

 

 

8.

 

 

9.

 

 

10.

 

 

3. Non-Corporate Equity Securities

 

 

[Name of Security]

 

 

1.

 

 

2.

 

 

3.

 

 

4.

 

 

5.

 

 

6.

 

 

7.

 

 

8.

 

 

9.

 

 

10.

 

 

4. Government Debt Securities

 

 

 

[Name of Security]

 

 

 

1.

 

 

 

2.

 

 

 

3.

 

 

 

4.

 

 

 

5.

 

 

 

6.

 

 

 

7.

 

 

 

8.

 

 

 

9.

 

 

 

10.

 

 

 

5. Corporate Debt Securities

 

 

[Name of Security]

 

 

1.

 

 

2.

 

 

3.

 

 

4.

 

 

5.

 

 

6.

 

 

7.

 

 

8.

 

 

9.

 

 

10.

 

 

               

 

Category of Securities

Quantity of Securities Lent During the Quarter

Aggregate Value of Securities Lent During the Quarter

6. Other Fixed Income Securities

 

 

[Name of Security]

 

 

1.

 

 

2.

 

 

3.

 

 

4.

 

 

5.

 

 

6.

 

 

7.

 

 

8.

 

 

9.

 

 

10.

 

 

Section 4 – Derivatives Marketplaces in Québec

1.           General trading activity – For each category of product traded on the marketplace, provide the details (where appropriate) requested in the form set out in Chart 14 below. For products other than options on ETFs and equity options, provide the details on a product-by-product basis in the appropriate category. Details for options on ETFs and equity options must be provided on an aggregate basis (one total for options on ETFs and one for options on equities). The information must be provided for transactions executed in the early session, during the regular session, and in the extended session during the quarter. Enter “None”, “N/A”, or “0” where appropriate.

Chart 14 – General trading activity

Category of Product

Volume

Number of Trades

Open Interest (Number/End of Quarter)

Futures Products

1(a) Interest rate - short term

 

 

 

1(b) Interest rate – long term

 

 

 

2. Index

 

 

 

3. ETF

 

 

 

4. Equity

 

 

 

5. Currency

 

 

 

6. Energy

 

 

 

7. Others, please specify

 

 

 

Options Products

1(a) Interest rate -short term

 

 

 

1(b) Interest rate – long term

 

 

 

2. Index

 

 

 

3. ETF

 

 

 

4. Equity

 

 

 

5. Currency

 

 

 

6. Energy

 

 

 

7. Others, please specify

 

 

 

         

2.           Trades resulting from pre-negotiation discussions - Provide the details (where appropriate) requested in the form set out in Chart 15 below by product and for each type of trade resulting from pre-negotiation discussions. For products other than options on ETFs and equity options, provide the details on a product-by-product basis in the appropriate category. Details for options on ETFs and equity options must be provided on an aggregate basis (one total for options on ETFs and one for options on equities). The information must be provided for trades executed in the early session, during the regular session and in the extended session during the quarter. Enter “None”, “N/A”, or “0” where appropriate.

Chart 15 –Trades resulting from pre-negotiation discussions

Type of Trade

Volume

Number of Trades

Futures Products

A. Cross

 

 

B. Pre-arranged

 

 

C. Block

 

 

D. Exchange for physical

 

 

E. Exchange for risk

 

 

F. Riskless basis cross

 

 

G. Others, please specify

 

 

Options Products

A. Cross

 

 

B. Pre-arranged

 

 

C. Block

 

 

D. Others, please specify

 

 

3.           Order information – Provide the details (where appropriate) requested in the form set out in Chart 16 below by product and for each type of order in exchange traded contracts executed on the marketplace. For products other than options on ETFs and equity options, provide the details on a product-by-product basis in the appropriate category. Details for options on ETFs and equity options must be provided on an aggregate basis (one total for options on ETFs and one for options on equities). The information must be provided for orders entered in the early session, during the regular session and in the extended session during the quarter. Enter “none”, “N/A”, or “0” where appropriate.

Chart 16 – Order Information

Type of Orders

Volume

Number of Trades

1. Anonymous

 

 

2. Fully transparent

 

 

3. Pegged orders

 

 

4. Fully hidden

 

 

5. Separate dark facility of a transparent market

 

 

6. Partially hidden (reserve, for example, iceberg orders)

 

 

4.           Trading by product – Provide the details requested in the form set out in Chart 17 below. For each product other than options on ETFs and equity options, list the most actively-traded contracts (by volume) on the marketplace that in the aggregate constitute at least 75% of the total volume for each product during the quarter. The list must include at least 3 contracts. For options on ETFs and equity options, list the 10 most actively traded classes by volume. Details for options on ETFs and equity options must be provided on an aggregate basis (one total for options on ETFs and one for options on equities). The information must be provided for trades executed in the early session, during the regular session and in the extended session during the quarter. Enter “None”, “N/A”, or “0” where appropriate.

Chart 17 – Most traded contracts

Category of Product

Volume

Number of Trades

Open Interest (Number/End of Quarter)

Futures Products

 

 

 

1. Name of products – 3 most-traded

 

 

 

contracts (or more as applicable)

 

 

 

1.

 

 

 

2.

 

 

 

3.

 

 

 

Options Products

 

 

 

2. ETF

 

 

 

[Classes]

 

 

 

1.

 

 

 

2.

 

 

 

3.

 

 

 

4.

 

 

 

5.

 

 

 

6.

 

 

 

7.

 

 

 

8.

 

 

 

9.

 

 

 

10.

 

 

 

3. Equity

 

 

 

[Classes]

 

 

 

1.

 

 

 

2.

 

 

 

3.

 

 

 

4.

 

 

 

5.

 

 

 

6.

 

 

 

7.

 

 

 

8.

 

 

 

9.

 

 

 

10.

 

 

 

4. Other listed options (specify for each) – 3 most traded contracts (or more as applicable)

 

 

 

1.

 

 

 

2.

 

 

 

3.

 

 

 

5.           Concentration of trading by marketplace participant - Provide the details requested in the form set out in Chart 18 below. For each product other than options on ETFs and equity options, list the top marketplace participants whose aggregate trading (by volume) constituted at least 75% of the total volume traded. The list must include at least 3 marketplace participants. For options on ETFs and equity options, provide the top 10 most active marketplace participants (by volume). The information must be provided on an aggregate basis (one total for options on ETFs and one for options on equities). The information must be provided for trades executed in the early session, during the regular session and in the extended session during the quarter. Enter “None”, “N/A”, or “0” where appropriate.

Chart 18 – Concentration of trading by marketplace participant

Product Name

Marketplace Participant Name

Volume

Futures

 

 

Product Name (specify for each)

1.

2.

3. (more if necessary)

 

Options

 

 

ETF

1.

2.

3.

4.

5.

6.

7.

8.

9.

10.

 

Equity

1.

2.

3.

4.

5.

6.

7.

8.

9.

10.

 

Other options (specify for each)

1.

2.

3. (more if necessary)

 

C. Certificate of Marketplace

The undersigned certifies that the information given in this report relating to the marketplace is true and correct.

DATED at ________________ this ______ day of ________________ 20___

___________________________

(Name of Marketplace)

___________________________

(Name of director, officer or partner – please type or print)

___________________________

(Signature of director, officer or partner)

___________________________

(Official capacity – please type or print)