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FTSE Canada Fixed Income

FTSE Russell operates a comprehensive fixed income business in Canada which supports the market ecosystem through provision of benchmark indexes, end of day bond pricing services and robust risk and performance analytics. FTSE Global Debt Capital Markets Inc. is a leading provider of fixed income indexes in Canada and is used as the benchmark for approximately $2 billion in assets globally, invested across ETFs, mutual funds, and segregated mandates.

FTSE Canada Fixed Income Indexes

The FTSE Canada Fixed Income Indexes covers a multitude of asset categories and debt types in the Canadian markets with 600+ indexes across 20+ index series, including the flagship FTSE Canada Universe Bond Index.

With over 40 years of published history, FTSE Canada Fixed Income Indexes are available through multiple analytics platforms. The indexes are administered in accordance with a transparent rules-based methodology, featuring modular construction, inclusion considerations, classification and rating schemes tailored to the local market convention and best representing the investor opportunity set in Canada. Custom index solutions are available by request.

Important Dates for 2023
Canada Bond Market Holidays* FTSE Canada Fixed Income Advisory Committee
Monday, 2 January 2023
Monday, February 20, 2023 Tuesday, February 14, 2023
Friday, April 7, 2023
Monday, May 22, 2023
Friday, July 3, 2023
Monday, August 7, 2023
Monday, September 4, 2023 Monday, September 11, 2023
Friday, September 30, 2023
Monday, October 9, 2023
Friday, November 13, 2023
Monday, December 25, 2023
Tuesday, December 26, 2023

* Index is not published on Canada Bond Market Holidays

Internal Controls Assurance Report (ISAE 3000)

The Internal Controls Assurance Report is intended for the use of clients and potential clients of FTSE Russell who, as part of their operational due diligence, seek assurance on the processes and controls relating to the administration of the FTSE Canada Universe Bond Index Series. KPMG LLP were engaged to opine on the implementation, design suitability and operating effectiveness of the controls. The report is prepared in accordance with ISAE3000 which is a recognized international standard, developed and approved by the International Auditing and Assurance Standards Board (IAASB) as the umbrella framework for assurance reports.

Two assurance reports were obtained for the FTSE Canada Universe Bond Index Series. Type I Assurance Report detailed FTSE Canada's key procedure controls as of September 30, 2016. The subsequent Type II Assurance Report opines on the operational effectiveness of controls over a time period. A copy of the Type I and Type II Assurance reports may be obtained for internal review from our Client Service Team.

Index rules should be read in conjunction with supportingFTSE Russell noticesThese notices advise of advance changes in index methodology, which may not be reflected in index rules until the change effective date. The notices may also communicate revisions in index treatment in the period up to a rule change.