december 31, 2015 - tmx tsx | tsxv · december 31, 2015 indices december 31 close previous close...
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December 31, 2015
Indices December 31 Close Previous Close Change % Change
S&P/TSX Composite Index 13,009.95 13,142.29 -132.33 -1.01 %
S&P/TSX 60 Index 764.54 773.50 -8.96 -1.16 %
S&P/TSX Venture Composite Index 525.66 520.86 4.79 0.92 %
S&P/TSX Completion Index 826.43 830.72 -4.29 -0.52 %
S&P/TSX Smallcap Index 487.34 487.33 0.01 0.00 %
Unchanged Decliners Advancers S&P/TSX Composite Index
84 153 3
Return Constituent
Top 10 Advancers
BTE 8.74%POU 5.88%PGF 5.15%ECA 4.77%BIR 4.12%MEG 3.75%CEU 3.47%SGY 3.43%TOG 3.41%PD 3.40%
S&P/TSX Composite Index S&P/TSX Composite Index
Return Constituent
Top 10 Decliners
CMG -5.67%AIM -3.59%SAP -3.16%BNS -3.00%MRU -2.98%RBA -2.74%SPB -2.71%MDA -2.71%CJR.B -2.61%BCB -2.50%
Index Contribution Constituent
Top 10 Index Detractors
RY -17.01BNS -16.55TD -11.35MFC -6.74CNR -6.43BCE -5.84BAM.A -4.60BMO -4.39SLF -3.94CM -3.82
Index Contribution Constituent
Top 10 Index Contributors
ENB 2.88ECA 2.15CCO 0.66PPL 0.65BPY.UN 0.63WCP 0.62BBD.B 0.61CPG 0.60BTE 0.60CVE 0.60
S&P/TSX Composite Index
Sector # of Index Weight Market Cap Index
Constituents ($B) Contribution
S&P/TSX Composite Index - Sectors Returns
Energy 55 18.16 $301.87 14.16%
Utilities 12 2.30 $37.67 -2.74%
Health Care 5 3.17 $51.87 -3.78%
Information Technology
13 3.22 $52.52 -6.07%
Materials 46 9.46 $155.33 -8.52%
Industrials 23 8.26 $135.32 -9.28%
Consumer Discretionary
26 6.92 $113.04 -10.93%
Telecommunication Services
4 5.45 $88.61 -11.26%
Consumer Staples 10 4.54 $73.49 -11.58%
Financials 46 38.52 $626.14 -82.34%
240 100.00 $1,635.86 -132.33S&P/TSX Composite Index
%
Energy
Utilities
Health Care
Info Tech
Materials
Industrials
Cons Disc
Telecomm
Cons Staples
Financials
-0.7% -0.6% -0.5% -0.4% -0.3% -0.2% -0.1% 0.0% 0.1% 0.2%
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190,333,306$2,970,504,618
553,922
Daily VolumeDaily ValueDaily TradesDaily Symbols Traded 1,752
Daily VolumeDaily ValueAverage Trade Size% TSX Volume
69,748,402 $1,250,911,756
281 36.65 %
TSX TSX ANONYMOUS TRADING
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TSX Value ( in Canadian Dollars )
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Average Daily Volume Avearge Trade Size
TSX Volume
Top 20 TSX Symbols by Volume Top 20 TSX Symbols by Value Symbol TSX Volume TSX Value
BBD.B 3,768,993 $4,979,865
BTE 3,274,284 $14,344,549
DGI 3,249,809 $49,367
ECA 3,092,919 $21,428,446
XIU 2,763,525 $53,179,167
K 2,610,404 $6,527,742
FM 2,446,136 $12,673,256
HNU 2,406,704 $35,016,738
TD 2,334,512 $126,932,104
ABX 2,297,420 $23,448,940
PMT 2,250,497 $109,100
HOU 2,232,450 $11,256,451
RY 2,000,752 $149,019,302
YRI 1,973,192 $5,054,627
SU 1,852,539 $66,055,400
BNS 1,806,802 $101,390,654
MFC 1,794,936 $37,356,870
TCK.B 1,704,681 $9,057,919
TST 1,633,519 $662,392
AET.UN 1,623,060 $17,378
Symbol TSX Volume TSX Value
RY 2,000,752 $149,019,302
TD 2,334,512 $126,932,104
BNS 1,806,802 $101,390,654
CNR 1,020,046 $78,777,884
CM 850,270 $77,764,859
BMO 965,784 $75,596,732
SU 1,852,539 $66,055,400
VRX 446,525 $63,315,915
CP 352,584 $62,035,935
ENB 1,256,694 $57,465,846
XIU 2,763,525 $53,179,167
TRP 1,151,189 $51,905,798
BCE 916,633 $49,150,804
CNQ 1,407,112 $42,596,594
NA 950,771 $38,335,958
MFC 1,794,936 $37,356,870
ATD.B 602,119 $36,768,739
HNU 2,406,704 $35,016,738
MG 603,740 $33,944,498
POT 1,420,740 $33,820,571
$280,952,530 17,295,418
29,696
$9,461 582
353
Daily VolumeDaily Value
# Trades
Average Trade ValueAverage Trade Size
# of ETFs Traded
ETF Trading
Symbol Market Volume Market Value
XIU 2,763,525 $53,179,167
HNU 2,406,704 $35,016,738
HOU 2,232,450 $11,256,451
HND 1,204,260 $20,604,478
HOD 1,102,274 $21,443,954
HGU 847,899 $13,784,245
HGD 417,266 $4,986,247
XEG 389,818 $3,989,451
HVU 341,699 $10,916,619
ZPR 340,354 $3,606,453
Top 10 ETFs by TSX Volume Top 10 ETFs by TSX Value Symbol Market Volume Market Value
XIU 2,763,525 $53,179,167
HNU 2,406,704 $35,016,738
HOD 1,102,274 $21,443,954
HND 1,204,260 $20,604,478
HGU 847,899 $13,784,245
HOU 2,232,450 $11,256,451
HVU 341,699 $10,916,619
HSU 325,957 $10,052,151
HXT 303,908 $7,646,505
XSP 285,232 $6,716,795
324 553,598 Block Trades Non Block Trades
3,660,800 CIBC WORLD MARKETS INC. 2,852,300 SCOTIA CAPITAL INC. 1,597,500 TD SECURITIES INC. 1,089,800 CREDIT SUISSE SECURITIES (CANADA), INC. 1,031,800 NATIONAL BANK FINANCIAL INC.
Top 5 Block Trade Brokers by Volume Top 5 Block Trade Symbols by Volume
SGF 1,000,000 ATH 996,900 XIU 909,100 K 562,700 MEG 442,700
Broker TSX Block Volume Symbol TSX Block Volume
29,141,710 $7,546,822
6,744 40.01%
Daily VolumeDaily ValueAverage Trade Size% TSXV Volume
72,828,169$17,396,178
10,974
Daily VolumeDaily ValueDaily TradesDaily Symbols Traded 909
TSXV ANONYMOUS TRADING TSXV
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Average Daily Volume Avearge Trade Size
TSXV Volume
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0.0K
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Average Daily Value Average Trade Value
TSXV Value ( in Canadian Dollars )
Top 20 TSXV Symbols by Volume Top 20 TSXV Symbols by Value
Symbol TSXV Volume TSXV Value
NXE 2,342,409 $1,644,417
ARC 2,275,000 $34,135
DVN 2,076,000 $282,280
LRN 1,994,940 $50,074
UBR 1,235,450 $58,557
TEN 1,189,000 $118,885
TGV 1,122,000 $5,610
VMS 1,014,500 $58,065
PHM 927,013 $609,816
EQT 887,041 $79,875
PTK 884,193 $881,745
KEK 857,090 $274,206
ART 781,000 $114,453
PTU 738,000 $25,840
FUU 727,808 $79,966
FF 708,704 $248,366
SLY.H 650,000 $56,500
WKM 631,225 $25,246
LXE 563,128 $461,670
DAP.U 560,318 $509,684
Symbol TSXV Volume TSXV Value
NXE 2,342,409 $1,644,417
PTK 884,193 $881,745
CGC 282,927 $837,424
NYX 251,483 $675,337
PHM 927,013 $609,816
DAP.U 560,318 $509,684
LXE 563,128 $461,670
OGI 357,832 $328,878
DVN 2,076,000 $282,280
KEK 857,090 $274,206
APH 217,422 $273,870
TNC 112,748 $253,774
FF 708,704 $248,366
TRX 173,809 $232,646
QHR 172,511 $224,337
TLT 538,265 $223,779
RUF.UN 28,895 $207,333
VGO 180,305 $189,547
PNE 194,700 $182,966
PRN 235,593 $181,244
Dark TSX/TSXV Trading
VolumeValue Daily Symbols Traded
Daily Trades 17,332 4,605,330 128,097,261 914