Touchstone Strategic Income ETF V.SIO

SIO April 16th

[Sailor99]

Today I`ll say another different day again.
429.000 on 111 trades to close down 0.01 at 0.24.
Could have been a bit lower but TD covered the Bid at 0.24.

TD highest buyer again and ANON highest seller.
TD crosstraded 46.000.
Strange thing with Salman, they have never bought a single share but they have sold 530.000 in the last 7days and they have 100.000 at 0.245,100.000 at 0.255 and another 100.000 at 0.265
Besides that not much.

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House Positions for C:SIO from 20150416 to 20150416

House	Bought	$Val	Ave	Sold	$Val	Ave	Net	$Net
7 TD Sec	169,250	41,434	0.245	88,200	21,364	0.242	81,050	-20,070
15 UBS	15,000	3,675	0.245	0			15,000	-3,675
2 RBC	39,065	9,563	0.245	28,000	6,735	0.241	11,065	-2,828
85 Scotia	38,000	9,400	0.247	30,000	7,400	0.247	8,000	-2,000
99 Jitney	32,500	7,890	0.243	26,500	6,625	0.25	6,000	-1,265
1 Anonymous	113,500	27,464	0.242	108,500	27,002	0.249	5,000	-462
80 National Bank	1,540	385	0.25	0			1,540	-385
39 Merrill Lynch	1,000	235	0.235	500	125	0.25	500	-110
36 Latimer	1,200	300	0.25	1,205	296	0.246	-5	-4
13 Instinet	0			2,000	500	0.25	-2,000	500
58 Qtrade	0			10,000	2,400	0.24	-10,000	2,400
124 Questrade	0			13,000	3,120	0.24	-13,000	3,120
79 CIBC	13,500	3,294	0.244	28,000	6,765	0.242	-14,500	3,471
9 BMO Nesbitt	4,000	1,000	0.25	22,450	5,336	0.238	-18,450	4,336
78 Salman	0			25,500	6,247	0.245	-25,500	6,247
19 Desjardins	300	75	0.25	45,000	10,800	0.24	-44,700	10,725
TOTAL	428,855	104,715	0.244	428,855	104,715	0.244	0	0

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The Bids are soft again and the Asks filling.

V:SIO Depth by Price @15:59:59

Bid				Ask
Orders	Size	Price		Price	Size	Orders
3	14,500	0.235		0.245	74,500	1
5	65,500	0.23		0.25	141,500	4
3	38,000	0.225		0.255	208,500	5
10	62,000	0.22		0.26	98,000	4
1	14,500	0.215		0.265	128,500	5

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V:SIO Market Book By Order 15:59:59

Bid							Ask
Spec	Time	Broker	ATS	Size	Price		Price	Size	ATS	Broker	Time	Spec
	04-09 07:43	2	V	11,000	0.235		0.245	74,500	V	78	04-16 12:52
	04-09 08:06	80	V	1,500			0.25	1,000	V	1	04-16 10:35
	04-16 14:42	1	V	2,000				25,000	V	85	04-16 10:56
	04-09 11:54	9	V	10,000	0.23			100,000	V	78	04-16 12:38
	04-10 07:25	7	V	10,000				15,500	V	2	04-16 13:07
	04-16 07:28	7	V	500				200	V	2	04-16 13:07
	04-16 08:03	7	V	25,000			0.255	22,500	V	2	04-15 14:40
	04-16 13:24	85	V	20,000				56,000	V	19	04-16 10:22
	04-09 07:04	2	V	10,000	0.225			100,000	V	78	04-16 10:30
	04-09 09:36	7	V	5,000				20,000	V	7	04-16 13:07
	04-16 10:50	85	V	23,000				10,000	V	9	04-16 15:41
	04-09 07:23	7	V	20,000	0.22		0.26	18,000	V	2	04-14 12:30
	04-09 10:55	7	V	2,000				10,000	V	2	04-14 15:42
	04-09 11:42	7	V	5,000				30,000	V	2	04-16 07:24
	04-10 07:25	7	V	5,000				40,000	V	7	04-16 11:48
	04-10 15:57	79	V	3,000			0.265	7,000	V	9	04-13 09:34
	04-14 08:06	80	V	3,000				100,000	V	7	04-13 12:33
	04-14 08:06	80	V	50				6,500	V	85	04-13 12:37
	04-16 08:30	1	V	500				10,000	V	7	04-16 08:37
	04-16 11:00	28	V	1,000				5,000	V	2	04-16 12:27
	04-16 14:05	7	V	14,000			0.27	7,500	V	9	04-09 11:18
	04-16 14:09	7	V	8,500				23,000	V	79	04-10 07:00
	04-16 13:57	7	V	14,500	0.215			10,000	V	7	04-16 07:28
	04-09 07:00	79	V	1,000	0.21			5,000	V	85	04-16 08:15
	04-09 07:24	7	V	2,500				5,000	V	80	04-16 10:56
	04-09 13:22	7	V	3,000				2,000	V	7	04-16 14:06
	04-13 07:03	2	V	5,000			0.28	2,000	V	2	04-09 09:47
	04-14 12:05	9	V	2,000				1,500	V	124	04-09 11:03
	04-09 07:23	7	V	1,000	0.20			10,000	V	9	04-09 11:09
	04-09 12:01	1	V	50,000				10,000	V	9	04-09 11:13
	04-09 13:18	7	V	20,000				15,000	V	79	04-10 07:00
	04-10 07:26	7	V	2,000				10,100	V	124	04-15 08:00
	04-10 08:18	7	V	4,000				1,000	V	9	04-16 08:15
	04-13 07:24	7	V	14,000				5,000	V	7	04-16 09:05
	04-13 07:25	7	V	7,000			0.29	15,000	V	9	04-15 08:15
	04-13 08:16	9	V	2,000			0.295	40,000	V	2	11-17 07:46
	04-15 08:15	9	V	7,075				1,500	V	7	04-13 07:24
	04-16 15:33	1	V	26,000				5,000	V	7	04-16 14:26
	04-08 08:00	124	V	5,000	0.19		0.30	4,500	V	9	09-22 08:01
	04-09 14:04	7	V	7,500				1,000	V	9	04-09 08:16
	04-06 13:39	7	V	3,000	0.185			10,000	V	85	04-09 09:46
	04-07 07:04	2	V	10,000				7,000	V	7	04-09 12:58
	04-07 09:08	124	V	10,000				10,000	V	80	04-09 14:44
	04-07 07:15	7	V	3,000	0.18			5,000	V	2	04-10 07:05
	04-07 07:15	7	V	300				5,000	V	7	04-14 09:27
	04-09 09:18	7	V	5,000				50,000	V	80	04-15 11:26
	04-13 07:25	7	V	20,000				8,500	V	124	04-16 09:49
	04-13 07:25	7	V	18,000			0.305	15,000	V	85	04-15 08:15
	04-13 07:25	7	V	13,000			0.31	10,000	V	9	04-16 09:43
	04-14 08:15	9	V	10,000			0.315	2,000	V	80	04-10 12:53