Standard & Poor’s today announced that seven of Canada’s largest banks and fixed-income dealers will begin contributing bond pricing for the calculation of the S&P/TSX Canadian bond index beginning April 3.
In addition to the existing providers, CIBC World Markets and RBC Capital Markets, the new participants are BMO Nesbitt Burns Inc., Casgrain & Company Limited, Laurentian Bank Securities Inc., Merrill Lynch Canada Inc., and TD Securities Inc.
Dealer pricing will be combined into a single blended price, which will be calculated at end of day, for each index bond. These blended prices will be used to calculate the index levels. According to S&P, the participation of a broader range of price providers will provide market participants with a more accurate measure of the performance of the Canadian bond market.
“The participation of the new price providers, coupled with the independence and objectivity of the S&P/TSX Canadian bond index, gives asset managers and other financial professionals a more valuable performance benchmark for the Canadian fixed-income market,” said Steve Rive, Vice President of Canadian Index Services at Standard & Poor’s, in a release.
“Today’s announcement further demonstrates the growing acceptance in the marketplace of Canada’s first independent, multi-dealer-priced fixed-income index and truly paves the way for the development of bond index-linked investment vehicles,” he added.
S&P/TSX Canadian bond index expands pricing coverage
Number of dealers providing pricing information climbs to seven
- By: IE Staff
- March 27, 2006 March 27, 2006
- 10:30