Standard & Poor’s today announced that National Bank Financial Inc. will begin contributing bond pricing for the calculation of the S&P/TSX Canadian bond Index commencing October 5.
NBF. will contribute bond pricing in addition to the existing providers, CIBC World Markets, RBC Capital Markets, BMO Nesbitt Burns Inc., Casgrain & Company Ltd., Desjardins Securities Inc., Laurentian Bank Securities Inc., Merrill Lynch Canada Inc., and TD Securities Inc. This brings the total number of price providers to nine.
“National Bank Financial Inc., a leader in government, corporate, and municipal debt securities, is very pleased to be part of the broad contributor based S&P/TSX Canadian bond index and looks forward to it becoming the industry’s leading bond index,” said Michael Edey, managing director of fixed income at NBF.
The multiple dealer prices are combined into a single blended price, which is calculated at end of day, for each index bond. These blended prices are used to calculate the S&P/TSX Canadian bond index levels. The participation of a broad range of price contributors provides market participants with a more accurate measure of the performance of the Canadian bond market. In a market where exchange-traded pricing information is unavailable, blended prices for a broad spectrum of Canadian government and corporate bonds aids the price discovery process by providing a more representative gauge of security valuation.
“Additional price providers help facilitate the transparency of the fixed income marketplace in Canada,” said Steve Rive, vp of Canadian index services at Standard & Poor’s. “The S&P/TSX Canadian bond index is an important tool for investors because of its independence and breadth of pricing sources,” he added. “It’s the only fixed income index in Canada offering investors such a comprehensive view of the investment-grade segment of the market.”