Unofficial Consolidation: Form 24-101F2 Clearing Agency Quarterly Operations Report of Institutional Trade Reporting and Matching
Unofficial Consolidation: Form 24-101F2 Clearing Agency Quarterly Operations Report of Institutional Trade Reporting and Matching
Ontario Securities Commission
Form 24-101F2
Unofficial consolidation current to 2018-01-30
This document is not an official statement of law or policy and should be used for reference purposes only.
Form 24-101F2
Clearing Agency
Quarterly Operations Report of
Institutional Trade Reporting and Matching
CALENDAR QUARTER PERIOD COVERED:
From: ________________ to: ______________
IDENTIFICATION AND CONTACT INFORMATION:
- Full name of clearing agency:
- Name(s) under which business is conducted, if different from item 1 :
- Address of clearing agency's principal place of business:
- Mailing address, if different from business address:
- Contact employee name:
Telephone number:
E-mail address:
INSTRUCTIONS:
Deliver this form together with all exhibits pursuant to section 5.1 of the Instrument, covering the calendar quarter indicated above, within 30 days of the end of the calendar quarter.
Include client trades in an exchange-traded fund (ETF) security in the equity trades statistics.
Exhibits must be provided in an electronic file, in the following file format: " "CSV"" (Comma Separated Variable) (e.g., the format produced by Microsoft Excel).
EXHIBITS:
1. DATA REPORTING
Exhibit A – Aggregate matched trade statistics
For client trades, provide the information to complete Tables 1 and 2 below for each month in the quarter. These two tables can be integrated into one report. Provide separate aggregate information for trades that have been reported or entered into your facilities as matched trades by a matching service utility.
Month/Year: _________ (MMM/YYYY)
Table 1 --- Equity trades:
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Entered into clearing agency by dealers |
Matched in clearing agency by custodians |
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# of Trades |
% Industry |
$ Value of Trades |
% Industry |
# of Trades |
% Industry |
$ Value of Trades |
% Industry |
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T |
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T+1 - noon |
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T+1 |
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T+2 |
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>T+2 |
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Total |
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Table 2 — Debt trades:
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Entered into clearing agency by dealers |
Matched in clearing agency by custodians |
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# of Trades |
% Industry |
$ Value of Trades |
% Industry |
# of Trades |
% Industry |
$ Value of Trades |
% Industry |
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T |
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|
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T+1 - noon |
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T+1 |
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T+2 |
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>T+2 |
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Total |
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Legend "# of Trades" is the total number of transactions in the month; "$ Value of Trades" is the total value of the transactions (purchases and sales) in the month. |
Exhibit B – Individual matched trade statistics
Using the same format as Exhibit A above, provide the relevant information for each participant of the clearing agency in respect of client trades during the quarter that have been entered by the participant and matched within the timelines indicated in Exhibit A.
CERTIFICATE OF CLEARING AGENCY
The undersigned certifies that the information given in this report on behalf of the clearing agency is true and correct.
DATED at _______________________ this ____ day of ___________ 20 ___
_________________________________________
(Name of clearing agency - type or print)
_________________________________________
(Name of director, officer or partner - type or print)
_________________________________________
(Signature of director, officer or partner)
_________________________________________
(Official capacity - type or print)