december 31, 2015 - tmx tsx | tsxv · december 31, 2015 indices december 31 close previous close...

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For more information, email [email protected] Visit our blog at <http://exchange.tmx.com/> 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 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 -17.01 BNS -16.55 TD -11.35 MFC -6.74 CNR -6.43 BCE -5.84 BAM.A -4.60 BMO -4.39 SLF -3.94 CM -3.82 Index Contribution Constituent Top 10 Index Contributors ENB 2.88 ECA 2.15 CCO 0.66 PPL 0.65 BPY.UN 0.63 WCP 0.62 BBD.B 0.61 CPG 0.60 BTE 0.60 CVE 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 -132.33 S&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% This report is published by TSX Inc. TSX Inc. does not guarantee either the completeness or the accuracy of this information. The information contained in this report is provided for informational purposes only and you agree not to rely upon the information contained in this report for any trading, business or financial purpose. These sheets are printed in Canada and issued by TSX Inc. under the express condition, to which everyone receiving or making use thereof assents, that no liability shall be incurred by TS Inc. or its affiliated companies or any other vendor or donor, including, without limitation, for reliance on or for any errors or inaccuracies in this report. Neither TMX Group Limited, TSX Inc., nor any of their affiliated companies, guarantees the completeness of the information contained in this document and are not responsible for any errors or omission in or your use of, or reliance on, the information. This publication is under copyright. © 2015 TSX Inc. All rights reserved. Do not copy, distribute, sell or modify this publication without the prior written consent of TSX Inc. www.tmx.com/trading

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For more information, email [email protected] Visit our blog at <http://exchange.tmx.com/>

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%

This report is published by TSX Inc. TSX Inc. does not guarantee either the completeness or the accuracy of this information. The information contained in this report is provided for informational purposes only and you agree not to rely upon the information contained in this report for any trading, business or financial purpose. These sheets are printed in Canada and issued by TSX Inc. under the express condition, to which everyone receiving or making use thereof assents, that no liability shall be incurred by TSX Inc. or its affiliated companies or any other vendor or donor, including, without limitation, for reliance on or for any errors or inaccuracies in this report. Neither TMX Group Limited, TSX Inc., nor any of their affiliated companies, guarantees the completeness of the information contained in this document and are not responsible for any errors or omission in or your use of, or reliance on, the information. This publication is under copyright. © 2015 TSX Inc. All rights reserved. Do not copy, distribute, sell or modify this publication without the prior written consent of TSX Inc. www.tmx.com/trading

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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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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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