WWW.CANDEAL.COM | 1.866.422.6332 | [email protected] | ©2016 CANDEAL. All rights reserved. Trade Execution Insight 2015 CANDEAL YEAR IN REVIEW HOW DID PARTICIPANTS LEVERAGE OUR MARKETPLACE? TOTAL TRADED VOLUME $2.3 TRILLION TRADED $370 B MONEY MARKET VOLUME (CAMM) $343 B CTB VOLUME $134 B PROVINCIAL BOND VOLUME $108 B CMB BOND VOLUME $1.3 T GoC BOND VOLUME Volume by Client Type All Products 32% ASSET MANAGER 29% PENSION 16% LEVERAGED 14% TREASURY 5% INSURANCE 4% OTHER $0 $400 B $800 B GoC Benchmark Volume Data Insights MOST POPULAR DATA CHANNELS CANDEAL INVESTOR DASHBOARD CanDeal Has Replaced 815,011 PHONE CALLS A YEAR 3,260 PHONE CALLS PER DAY THAT’S Multi-Dealer Volume Breakdown Volume and Trade Count by Hour 7 – 8 AM 8 – 9 AM 9 – 10 AM 1 – 2 PM 10 – 11 AM 2 – 3 PM 11 AM – 12 PM 3 – 4 PM 4 – 5 PM 12 – 1 PM $84 B $278 B $345 B $396 B $367 B $180 B $153 B $162 B $188 B $102 B 12 CANDEAL DEALERS BY MARKET SHARE 17% 17% 13% 13% 12% 12% 9% 3% 4%* * Market Share of remaining dealers Average Time to Quote PROVINCIAL 15 seconds GoC BONDS 12 seconds CMB 16 seconds TBILL 6 seconds 61% 4 DEALER RFQ 26% 3 DEALER RFQ 13% 2 DEALER RFQ 0 $40 B 2YR 5YR 10YR 30YR $30 B $20 B $10 B DECEMBER JANUARY JUNE CanPX END-OF-DAY PRICING & TRADE FILES HISTORICAL INTRA-DAY DATA SPREADSHEET REAL-TIME FEED New to CanDeal: List Trading 2015 saw the addition of List Trading functionality. This feature reduces the need for multiple RFQs and phone calls, dramatically increasing operational eﬃciency. 237,471 TRADE COUNT 79% BUY-SIDE TRADES PROCESSED ELECTRONICALLY (STP)* 100% SELL-SIDE TRADES PROCESSED ELECTRONICALLY (STP)* 754 BUY-SIDE PROFESSIONALS 158 SELL-SIDE TRADERS 31% OF OUR BOND BUSINESS WAS DONE OUTSIDE OF CANADA * Excludes inventory based products

2015 CANDEAL YEAR IN REVIEW · 2015 candeal year in review how did participants leverage our marketplace? total traded volume $2.3 trillion traded $370 b money market volume (camm)

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Trade Execution Insight

2015 CANDEAL YEAR IN REVIEW HOW DID PARTICIPANTS LEVERAGE OUR MARKETPLACE?

TOTAL TRADED VOLUME

$2.3TRILLIONT R A D E D

$370 B MONEY MARKET VOLUME (CAMM)

$343 B CTB VOLUME

$134 B PROVINCIAL BOND VOLUME

$108 B CMB BOND VOLUME

$1.3 T GoC BOND VOLUME

Volume by Client Type All Products

32% ASSET MANAGER

29% PENSION

16% LEVERAGED

14% TREASURY

5% INSURANCE

4% OTHER

$0 $400 B $800 B

GoC Benchmark Volume

Data InsightsMOST POPULAR DATA CHANNELS

CANDEAL INVESTOR DASHBOARD

CanDeal Has Replaced

815,011PHONE CALLS A YEAR

3,260 PHONE CALLS PER DAY

THAT’S

Multi-Dealer Volume Breakdown

Volume and Trade Count by Hour

7 – 8 AM 8 – 9 AM 9 – 10 AM 1 – 2 PM10 – 11 AM 2 – 3 PM11 AM – 12 PM 3 – 4 PM 4 – 5 PM12 – 1 PM

$84 B $278 B $345 B $396 B $367 B $180 B $153 B $162 B $188 B $102 B

12 CANDEAL DEALERS BY MARKET SHARE

17%

13%13%

12%

3% 4%*

* Market Share of remaining dealers

Average Time to Quote

PROVINCIAL

15seconds

GoC BONDS

12seconds

CMB

16seconds

TBILL

6seconds

61%4 DEALER

RFQ

26%3 DEALER

RFQ

13%2 DEALER

RFQ

$40 B2YR

5YR

10YR

30YR

$30 B

$20 B

$10 B

DECEMBERJANUARY JUNE

CanPX

END-OF-DAY PRICING & TRADE FILES

HISTORICAL INTRA-DAY DATA

SPREADSHEET

REAL-TIME FEED

New to CanDeal: List Trading 2015 saw the addition of List Trading functionality. This feature reduces the need for multiple RFQs and phone calls, dramatically increasing operational efficiency.

237,471TRADE COUNT

79%BUY-SIDE TRADES PROCESSED ELECTRONICALLY (STP)*

100%SELL-SIDE TRADES PROCESSED ELECTRONICALLY (STP)*

754BUY-SIDE PROFESSIONALS

158 SELL-SIDE TRADERS

31% OF OUR BOND BUSINESS WAS DONE OUTSIDE OF CANADA

* Excludes inventory based products