TSE Dataset

Market: Toronto Stock Exchange

Number of stocks: 88

Number of days: 1258 (5 years)

Period: Jan 4, 1994 to Dec 31, 1998

Other info: contains all TSE stocks that were traded on each of the 1258 trading days in this period.

Stock Composition:

1. WESTCOAST ENERGY INC.

2. SEAGRAM COMPANY LTD.

3. TVX GOLD INCORPORATED

4. TRANSCANADA PIPELINES LTD.

5. THOMSON CORPORATION

6. TALISMAN ENERGY INC.

7. TRILON FINANCIAL CORP. CL 'A'

8. TECK CORP. CL 'B' SV"

9. TORONTO-DOMINION BANK

10. TRANSALTA CORPORATION

11. TELUS CORPORATION

12. SUNCOR ENERGY INC.

13. SOUTHAM INCORPORATED

14. STELCO INC. SERIES 'A'

15. SHELL CANADA LTD. CL 'A'

16. SLOCAN FOREST PRODUCTS LTD.

17. ROYAL BANK OF CANADA

18. REPAP ENTERPRISES INC.

19. RIO ALGOM LIMITED

20. RANGER OIL LTD.

21. RENAISSANCE ENERGY LTD.

22. ROGERS COMMUNICATIONS INC. CL 'B' NV

23. QLT PHOTOTHERAPEUTICS INC. J

24. PURE GOLD MINERALS INC. J

25. POWER CORPORATION OF CANADA SV

26. POTASH CORPORATION OF SASKATCHEWAN INC.

27. POCO PETROLEUMS LTD.

28. PLACER DOME INC.

29. PETRO-CANADA COMMON/VARIABLE VOTING

30. NORTHERN TELECOM LTD.

31. NOVA SCOTIA POWER INC.

32. NEWBRIDGE NETWORKS CORPORATION

33. NOVA CORPORATION

34. NATIONAL BANK OF CANADA

35. INCO LIMITED

36. METHANEX CORPORATION

37. MOLSON COMPANIES LTD. (THE) CL 'A' NV

38. MITEL CORPORATION

39. MERRILL LYNCH

40. MAGNA INTERNATIONAL INC. CL 'A' SV

41. MOORE CORPORATION LTD.

42. MACMILLAN BLOEDEL LTD.

43. MIRAMAR MINING CORPORATION

44. LOEWEN GROUP INC.

45. KINROSS GOLD CORPORATION

46. IMASCO LIMITED

47. IMPERIAL OIL LTD.

48. INVESTORS GROUP INC.

49. INTERNATIONAL FOREST PRODUCTS LTD. CL 'A' SV

50. HUDSON'S BAY COMPANY

51. GENTRA INCORPORATED

52. GULF CANADA RESOURCES LTD.

53. FRANCO-NEVADA MINING CORP.

54. FLETCHER CHALLENGE CANADA LTD. CL 'A'

55. FIRST AUSTRALIA PRIME INCOME INV. CO. LTD.

56. EXTENDICARE INC. SV

57. EURO-NEVADA MINING CORP. LTD.

58. CANADIAN 88 ENERGY CORP.

59. ECHO BAY MINES LTD.

60. DOMTAR INC.

61. DOFASCO INC.

62. DUNDEE BANCORP INC. CL 'A' SV

63. CANADIAN OCCIDENTAL PETROLEUM LTD.

64. CANADIAN UTILITIES LTD. CL 'A' NV

65. CANADIAN TIRE CORP. LTD. CL 'A' NV

66. CANADIAN NATURAL RESOURCES LIMITED

67. CANADIAN IMPERIAL BANK OF COMMERCE

68. COMINCO LTD.

69. CAMBIOR INC.

70. CAE INC.

71. BREAKWATER RESOURCES LTD.

72. BANK OF NOVA SCOTIA

73. BANK OF MONTREAL

74. BEMA GOLD CORPORATION J

75. BCE MOBILE COMMUNICATIONS INC.

76. BC TELECOM INC.

77. B.C. GAS INC.

78. BCE INC.

79. COTT CORPORATION

80. BOMBARDIER INC. CL 'B' SV

81. ANDERSON EXPLORATION LTD.

82. AUR RESOURCES INC.

83. ALCAN ALUMINIUM LTD.

84. AGNICO-EAGLE MINES LTD.

85. ALBERTA ENERGY COMPANY LTD.

86. AIR CANADA

87. ABER RESOURCES LTD.

88. BARRICK GOLD CORPORATION"