I have a discount brokerage account with a CDN bank. When I make a transaction, I can see my transaction on the TMX website, and it shows (me) the the buyer or seller as being a bank.

That definitely explains some of the transactions. What kill me are ones for 100 shares or odd lot sizes way below market that end up skewing the BID price. Those low ball prices usually end up skewing the bid prices for end of day as well - so when you look at your account in the evening it makes for many disheartening nights.

All part of the game we have been trained to play. What I am waiting for are the halcyon days like dot-com in 98-2000 or PM in 02-03 or 04-05. I wasn't in any of those rallys BTW, but have been patiently waiting for them to come our way.

I'm getting tired of waiting.