Posts

• October 16, 2017

  Senior Loan Officer Survey - Third Quarter of 2017

  Survey results point to nearly unchanged overall business-lending conditions in the third quarter. This is the fifth consecutive quarter of unchanged overall conditions.

  Content Type(s): Publications, Senior Loan Officer Survey
• October 14, 2017

  Government of Canada direct securities and loans: Distribution of holdings (formerly G4)

  Distribution of Government of Canada direct securities and loans among the Bank of Canada, Government of Canada and the general public as at weekly Wednesday and at month-end.

  Content Type(s): Banking and financial statistics
• October 13, 2017

  Weekly Financial Statistics - October 13, 2017

  Content Type(s): Publications, Historical: Weekly Financial Statistics

• Measuring Limits of Arbitrage in Fixed-Income Markets

  Staff Working Paper 2017-44 Jean-Sébastien Fontaine, Guillaume Nolin

  We use relative value to measure limits to arbitrage in fixed-income markets. Relative value captures apparent deviations from no-arbitrage relationships. It is simple, intuitive and can be computed model-free for any bond.

  Content Type(s): Staff research, Staff working papers Topic(s): Asset pricing, Financial markets, International financial markets JEL Code(s): G, G1, G12
• October 12, 2017

  Historical strip bond trading and repos by type of security (formerly F14)

  Inactive: As of the end of 2017, the Bank of Canada no longer publishes this table. Starting from May 2018, a new version of the data is being published by the Investment Industry Regulatory Organization of Canada.

  Content Type(s): Banking and financial statistics
• October 12, 2017

  Historical Government of Canada treasury bill and bond trading with counterparties (formerly F13)

  Inactive: As of the end of 2017, the Bank of Canada no longer publishes this table. Starting from May 2018, a new version of the data is being published by the Investment Industry Regulatory Organization of Canada.

  Content Type(s): Banking and financial statistics
• October 12, 2017

  Historical bond market trading by type of security (formerly F12)

  Inactive: As of the end of 2017, the Bank of Canada no longer publishes this table. Starting from May 2018, a new version of the data is being published by the Investment Industry Regulatory Organization of Canada.

  Content Type(s): Banking and financial statistics
• October 12, 2017

  Historical money market trading by type of security (formerly F11)

  Inactive: As of the end of 2017, the Bank of Canada no longer publishes this table. Starting from May 2018, a new version of the data is being published by the Investment Industry Regulatory Organization of Canada.

  Content Type(s): Banking and financial statistics
• October 12, 2017

  Historical net new issues of securities by corporations and federal government enterprises: Industrial classification (formerly K9)

  Inactive: Starting with reference month October 2020, the Bank of Canada no longer updates this table.

  Content Type(s): Banking and financial statistics
• October 12, 2017

  Government of Canada bonds outstanding by currency of payments (formerly K8)

  Month-end bonds outstanding data by currency for Government of Canada.

  Content Type(s): Banking and financial statistics