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 ending | The USD to CDN exchange rate to use is |
September 30, 2018 | 1.292600058 |
June 30, 2018 | 1.315450052 |
March 31, 2018 | 1.289249924 |
December 31, 2017 | 1.25295007 |
September 30, 2017 | 1.250650025 |
June 30, 2017 | 1.298699949 |
March 31, 2017 | 1.33365003 |
December 31, 2016 | 1.341049913 |
September 30, 2016 | 1.314250071 |
June 30, 2016 | 1.298699949 |
March 31, 2016 | 1.293450059 |
December 31, 2015 | 1.389099954 |
September 30, 2015 | 1.340700033 |
June 30, 2015 | 1.248450049 |
March 31, 2015 | 1.266499961 |
December 31, 2014 | 1.158249953 |
September 30, 2014 | 1.117550062 |
June 30, 2014 | 1.065150006 |
March 31, 2014 | 1.103749957 |
December 31, 2013 | 1.062499966 |
September 30, 2013 | 1.02789998 |
June 30, 2013 | 1.054950025 |
March 31, 2013 | 1.015950008 |
December 31, 2012 | 0.99569997 |
September 30, 2012 | 0.983950004 |
June 30, 2012 | 1.019449984 |
March 31, 2012 | 0.999450002 |
December 31, 2011 | 1.018249992 |
September 30, 2011 | 1.042050054 |
June 30, 2011 | 0.965099958 |
March 31, 2011 | 0.972749966 |
December 31, 2010 | 0.993649980 |
September 30, 2010 | 1.025849983 |
June 30, 2010 | 1.062650019 |
March 31, 2010 | 1.014549965 |
December 31, 2009 | 1.048350007 |
September 30, 2009 | 1.073299946 |
June 30, 2009 | 1.161349948 |
March 31, 2009 | 1.258149981 |
December 31, 2008 | 1.234499927 |
September 30, 2008 | 1.06320001 |
June 30, 2008 | 1.014549965 |
March 31, 2008 | 1.026049972 |