The TMX Fixed Income Price Service (FIPS) offers comprehensive insights into Canada's fixed-income market. By providing daily details of fixed income trades reported to The Canadian Depository for Securities (CDS), FIPS is a valuable tool for market participants seeking to monitor liquidity, manage risk, and perform capital adequacy analysis. We offer daily and end-of-day pricing data for Canadian fixed income securities, ideal for firms focusing on bond trading, pricing algorithms, and portfolio analytics. This data arms companies with reliable and consistent pricing information to power investment and risk assessment solutions.
Datasets
Standard FIPS
This dataset encompasses details of all fixed-income trades reported to CDS, excluding the identities of the involved parties.
Customized FIPS
This dataset also provides comprehensive trade details and identifies the subscribing customer if they are a party to a trade, maintaining the anonymity of other parties.
Specifications
Delivery Format
TAB delimited file with ASCII characters
Delivery Channels
- SFTP
- API
Coverage
All active securities eligible for CDS settlement covering Canada, US, Foreign Issued
Frequency
Daily (T+1)
History
Up to 16 years
Use Cases
FIPS data can be instrumental in a variety of use cases:
Liquidity Monitoring
FIPS allows users to track trading activity, identify trends, and gain a deeper understanding of market liquidity.
Post-Trade Transparency
The service provides comprehensive trade data, promoting transparency in the fixed-income market.
Market Valuation
FIPS data serves as a valuable resource for more accurate market valuation, aiding in risk management strategies.
Risk Management
By providing insights into market movements and trade details, FIPS enables more effective risk assessment and mitigation.
Capital Adequacy Analysis
Track trading activity and volumes to understand market liquidity for different fixed income securities.
Request a FREE Trial or More Information
We offer substantial expertise to help you meet your fixed income data needs. Contact a member of our TMX Fixed Income team to see how we can help.