If you are sending a paper return, you don't have to attach anything to schedule 3. Just keep all your backup in case CRA asks for it later on. CRA has copies of all trades and sometime during the year, they compare what you said to the slips on file. (I'm not saying they compare yours specifically, but they do select returns at random). Right now, I am dealing with a client (at H&R Block) who is being reassessed for a trade made back in 2005.