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Canadian Trading Monthly

January 22, 2021

• We present 2020-in-review stats for market-wide Canadian trading in a special section beginning on page 16.

• The 193 equities listed in both Canada and the US had average daily volume across both countries of 759.8 million shares in December, down 5.82% m/m.

• Of this total, 449.0 mn (-2.00% m/m) traded in the US and 310.8 mn (-10.84% m/m) in Canada, for a US-CAD split of 59.1%-40.9%, compared with 56.8%-43.2% in November.

• The US OTC market traded 4.49% of the total value in single-listed Canadian securities, UP 55 bps m/m.

• Market-wide Canadian ADV (including single-listed names) rose 25.18% m/m (+76.65% y/y), to 1.68 billion shares.

• Dark-pool market share fell 76 bps m/m (-453 bps y/y) in December, to 3.85%.

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