End-of-Quarter USD to CDN Conversion Rate for Exception Reporting Purposes

End-of-Quarter USD to CDN Conversion Rate for Exception Reporting Purposes

To report exceptions to NI 24-101 matching targets, it was agreed that all U.S. dollar (USD) trades in CDS’s quarterly report to the securities regulator on participant matching rates would be converted into Canadian dollars using a single fixed exchange rate. As matching ratios could be affected by the use of different rates and/or exchange rate fluctuations, having all registrants using a common rate ensures comparability and simplifies analytical or research work.

  • For quarterly regulatory reporting purposes, CDS uses the Bank of Canada calendar quarter-end closing spot rate to convert the total USD trade value into Canadian dollars
  • For reporting to CDS participants on a daily and/or monthly basis, CDS uses the Bank of Canada USD/CDN end-of-day spot rate for the first business day of the current month
For the quarter endingThe USD to CDN exchange rate to use is
September 30, 20181.292600058
June 30, 20181.315450052
March 31, 20181.289249924
December 31, 20171.25295007
September 30, 20171.250650025
June 30, 20171.298699949
March 31, 20171.33365003
December 31, 20161.341049913
September 30, 20161.314250071
June 30, 20161.298699949
March 31, 20161.293450059
December 31, 20151.389099954
September 30, 20151.340700033
June 30, 20151.248450049
March 31, 20151.266499961
December 31, 20141.158249953
September 30, 20141.117550062
June 30, 20141.065150006
March 31, 20141.103749957
December 31, 20131.062499966
September 30, 20131.02789998
June 30, 20131.054950025
March 31, 20131.015950008
December 31, 20120.99569997
September 30, 20120.983950004
June 30, 20121.019449984
March 31, 20120.999450002
December 31, 20111.018249992
September 30, 20111.042050054
June 30, 20110.965099958
March 31, 20110.972749966
December 31, 20100.993649980
September 30, 20101.025849983
June 30, 20101.062650019
March 31, 20101.014549965
December 31, 20091.048350007
September 30, 20091.073299946
June 30, 20091.161349948
March 31, 20091.258149981
December 31, 20081.234499927
September 30, 20081.06320001
June 30, 20081.014549965
March 31, 20081.026049972

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