TS03 Inc Trust Units TSTIF

BTW, Who is ITG, Anyway?

[echo2]

https://www.theglobeandmail.com/report-on-business/international-business/us-business/itg-to-pay-record-203-million-over-probe-into-secret-trading-desk/article25940709/

Seems like ITG was the big seller, and didn't pick up a share. CIBC continued to bleed a little. TD was able to cover a bit, nicely, however. NB and BMO clients see a steal at these levels.

House	Bought	$Val	Ave	Sold	$Val	Ave	Net	$Net
80 National Bank	177,171	411,986	2.325	41,970	101,149	2.41	135,201	-310,837
9 BMO Nesbitt	127,590	293,998	2.304	5,730	13,914	2.428	121,860	-280,084
7 TD Sec	153,178	357,672	2.335	53,306	123,402	2.315	99,872	-234,270
19 Desjardins	123,720	290,593	2.349	32,400	74,553	2.301	91,320	-216,040
2 RBC	154,550	353,165	2.285	98,727	232,131	2.351	55,823	-121,034
48 Laurentian	44,900	102,333	2.279	15,000	33,700	2.247	29,900	-68,633
85 Scotia	72,465	170,420	2.352	49,400	114,427	2.316	23,065	-55,993
124 Questrade	36,000	84,830	2.356	13,000	32,529	2.502	23,000	-52,301
13 Instinet	55,100	126,954	2.304	38,200	87,586	2.293	16,900	-39,368
89 Raymond James	15,500	36,593	2.361	0			15,500	-36,593
101 SG Capital	12,100	29,327	2.424	1,800	4,316	2.398	10,300	-25,011
83 Mackie	5,000	11,550	2.31	0			5,000	-11,550
39 Merrill Lynch	87,420	203,180	2.324	84,100	193,449	2.30	3,320	-9,731
18 Echelon	2,600	5,954	2.29	0			2,600	-5,954
57 Interactive	2,000	4,558	2.279	0			2,000	-4,558
76 Industrial Alliance	1,000	2,375	2.375	0			1,000	-2,375
88 Credential	800	1,846	2.308	0			800	-1,846
70 Manulife	500	1,190	2.38	0			500	-1,190
65 Goldman	300	753	2.51	0			300	-753
36 Latimer	1,705	3,967	2.327	1,531	3,576	2.336	174	-391
28 BBS	140	322	2.30	300	720	2.40	-160	398
53 Morgan Stanley	6,800	15,713	2.311	7,700	17,945	2.331	-900	2,232
22 Fidelity	2,500	5,725	2.29	3,500	8,080	2.309	-1,000	2,355
99 Jitney	22,300	52,722	2.364	25,600	59,509	2.325	-3,300	6,787
15 UBS	0			10,000	22,600	2.26	-10,000	22,600
58 Qtrade	0			12,400	27,320	2.203	-12,400	27,320
72 Credit Suisse	0			17,300	40,771	2.357	-17,300	40,771
74 GMP	349,850	825,233	2.359	369,300	879,931	2.383	-19,450	54,698
79 CIBC	81,195	187,897	2.314	123,075	283,850	2.306	-41,880	95,953
33 Canaccord	2,000	4,500	2.25	48,800	114,141	2.339	-46,800	109,641
14 ITG	0			238,125	545,660	2.291	-238,125	545,660
1 Anonymous	207,200	483,820	2.335	454,320	1,053,917	2.32	-247,120	570,097
TOTAL	1,745,584	4,069,176	2.331	1,745,584	4,069,176	2.331	0	0

Broker Positions for C:TOS Broker #14 from 20161107 to 20161207

Date	Bought	$Val	Ave	Sold	$Val	Ave	Net	Position	$Net	$Position
20161107	100	319	3.19	4,300	12,498	2.907	-4,200	-4,200	12,179	12,179
20161108	460	1,255	2.728	0			460	-3,740	-1,255	10,924
20161111	0			101	267	2.644	-101	-3,841	267	11,191
20161114	100,000	252,500	2.525	100,095	252,735	2.525	-95	-3,936	235	11,426
20161115	0			44,000	112,412	2.555	-44,000	-47,936	112,412	123,838
20161116	0			6,900	19,389	2.81	-6,900	-54,836	19,389	143,227
20161117	0			18,065	47,151	2.61	-18,065	-72,901	47,151	190,378
20161121	17,950	51,035	2.843	310	835	2.694	17,640	-55,261	-50,200	140,178
20161128	62,400	155,122	2.486	0			62,400	7,139	-155,122	-14,944
20161129	0			297	766	2.579	-297	6,842	766	-14,178
20161130	1,329	3,328	2.504	417	1,055	2.53	912	7,754	-2,273	-16,451
20161201	0			549	1,354	2.466	-549	7,205	1,354	-15,097
20161202	0			925	2,360	2.551	-925	6,280	2,360	-12,737
20161206	0			9,375	24,261	2.588	-9,375	-3,095	24,261	11,524
20161207	0			238,125	545,660	2.291	-238,125	-241,220	545,660	557,184
TOTAL	182,239	463,559	2.544	423,459	1,020,743	2.41		-241,220		557,184