{ "terms": { "url": "https://www.bankofcanada.ca/terms/" }, "groupDetail": { "label": "Volumes in cash-futures basis trading have grown steadily", "description": "Cash-futures basis trading, by tenor\n\nAll cash-futures basis trading volumes are assumed to be captured by Montréal Exchange’s exchange-for-physical trade packages.\n\nMontréal Exchange (TSX © Copyright 2024 TSX Inc. All rights reserved.) and Bank of Canada calculations", "link": "https://www.bankofcanada.ca/?p=238471" }, "seriesDetail": { "FSR_2024_C3A_S1": { "label": "2-year tenor", "description": "", "dimension": { "key": "d", "name": "Date" } }, "FSR_2024_C3A_S2": { "label": "5-year tenor", "description": "", "dimension": { "key": "d", "name": "Date" } }, "FSR_2024_C3A_S3": { "label": "10-year tenor", "description": "", "dimension": { "key": "d", "name": "Date" } } }, "observations": [ { "d": "2020-01-31", "FSR_2024_C3A_S2": { "v": "4.70" }, "FSR_2024_C3A_S3": { "v": "12.33" } }, { "d": "2020-02-29", "FSR_2024_C3A_S2": { "v": "8.66" }, "FSR_2024_C3A_S3": { "v": "7.69" } }, { "d": "2020-03-31", "FSR_2024_C3A_S2": { "v": "10.64" }, "FSR_2024_C3A_S3": { "v": "20.03" } }, { "d": "2020-04-30", "FSR_2024_C3A_S2": { "v": "7.96" }, "FSR_2024_C3A_S3": { "v": "23.16" } }, { "d": "2020-05-31", "FSR_2024_C3A_S2": { "v": "4.95" }, "FSR_2024_C3A_S3": { "v": "16.30" } }, { "d": "2020-06-30", "FSR_2024_C3A_S2": { "v": "5.75" }, "FSR_2024_C3A_S3": { "v": "11.78" } }, { "d": "2020-07-31", "FSR_2024_C3A_S2": { "v": "6.07" }, "FSR_2024_C3A_S3": { "v": "9.09" } }, { "d": "2020-08-31", "FSR_2024_C3A_S2": { "v": "6.62" }, "FSR_2024_C3A_S3": { "v": "8.55" } }, { "d": "2020-09-30", "FSR_2024_C3A_S2": { "v": "4.90" }, "FSR_2024_C3A_S3": { "v": "7.02" } }, { "d": "2020-10-31", "FSR_2024_C3A_S2": { "v": "7.33" }, "FSR_2024_C3A_S3": { "v": "12.76" } }, { "d": "2020-11-30", "FSR_2024_C3A_S2": { "v": "6.88" }, "FSR_2024_C3A_S3": { "v": "7.48" } }, { "d": "2020-12-31", "FSR_2024_C3A_S1": { "v": "0.00" }, "FSR_2024_C3A_S2": { "v": "6.51" }, "FSR_2024_C3A_S3": { "v": "8.08" } }, { "d": "2021-01-31", "FSR_2024_C3A_S1": { "v": "8.43" }, "FSR_2024_C3A_S2": { "v": "10.78" }, "FSR_2024_C3A_S3": { "v": "15.16" } }, { "d": "2021-02-28", "FSR_2024_C3A_S1": { "v": "7.25" }, "FSR_2024_C3A_S2": { "v": "10.76" }, "FSR_2024_C3A_S3": { "v": "14.16" } }, { "d": "2021-03-31", "FSR_2024_C3A_S1": { "v": "9.04" }, "FSR_2024_C3A_S2": { "v": "9.40" }, "FSR_2024_C3A_S3": { "v": "15.71" } }, { "d": "2021-04-30", "FSR_2024_C3A_S1": { "v": "5.64" }, "FSR_2024_C3A_S2": { "v": "8.00" }, "FSR_2024_C3A_S3": { "v": "10.26" } }, { "d": "2021-05-31", "FSR_2024_C3A_S1": { "v": "2.49" }, "FSR_2024_C3A_S2": { "v": "6.58" }, "FSR_2024_C3A_S3": { "v": "17.11" } }, { "d": "2021-06-30", "FSR_2024_C3A_S1": { "v": "3.48" }, "FSR_2024_C3A_S2": { "v": "9.90" }, "FSR_2024_C3A_S3": { "v": "9.52" } }, { "d": "2021-07-31", "FSR_2024_C3A_S1": { "v": "3.44" }, "FSR_2024_C3A_S2": { "v": "11.51" }, "FSR_2024_C3A_S3": { "v": "6.09" } }, { "d": "2021-08-31", "FSR_2024_C3A_S1": { "v": "3.56" }, "FSR_2024_C3A_S2": { "v": "6.45" }, "FSR_2024_C3A_S3": { "v": "9.40" } }, { "d": "2021-09-30", "FSR_2024_C3A_S1": { "v": "6.65" }, "FSR_2024_C3A_S2": { "v": "7.86" }, "FSR_2024_C3A_S3": { "v": "8.09" } }, { "d": "2021-10-31", "FSR_2024_C3A_S1": { "v": "10.76" }, "FSR_2024_C3A_S2": { "v": "7.82" }, "FSR_2024_C3A_S3": { "v": "6.87" } }, { "d": "2021-11-30", "FSR_2024_C3A_S1": { "v": "10.83" }, "FSR_2024_C3A_S2": { "v": "9.63" }, "FSR_2024_C3A_S3": { "v": "9.99" } }, { "d": "2021-12-31", "FSR_2024_C3A_S1": { "v": "6.33" }, "FSR_2024_C3A_S2": { "v": "7.44" }, "FSR_2024_C3A_S3": { "v": "11.01" } }, { "d": "2022-01-31", "FSR_2024_C3A_S1": { "v": "12.17" }, "FSR_2024_C3A_S2": { "v": "8.53" }, "FSR_2024_C3A_S3": { "v": "7.62" } }, { "d": "2022-02-28", "FSR_2024_C3A_S1": { "v": "10.73" }, "FSR_2024_C3A_S2": { "v": "10.14" }, "FSR_2024_C3A_S3": { "v": "9.21" } }, { "d": "2022-03-31", "FSR_2024_C3A_S1": { "v": "7.87" }, "FSR_2024_C3A_S2": { "v": "15.02" }, "FSR_2024_C3A_S3": { "v": "21.87" } }, { "d": "2022-04-30", "FSR_2024_C3A_S1": { "v": "8.25" }, "FSR_2024_C3A_S2": { "v": "11.32" }, "FSR_2024_C3A_S3": { "v": "12.58" } }, { "d": "2022-05-31", "FSR_2024_C3A_S1": { "v": "8.39" }, "FSR_2024_C3A_S2": { "v": "10.20" }, "FSR_2024_C3A_S3": { "v": "19.14" } }, { "d": "2022-06-30", "FSR_2024_C3A_S1": { "v": "6.96" }, "FSR_2024_C3A_S2": { "v": "12.73" }, "FSR_2024_C3A_S3": { "v": "15.31" } }, { "d": "2022-07-31", "FSR_2024_C3A_S1": { "v": "7.25" }, "FSR_2024_C3A_S2": { "v": "11.17" }, "FSR_2024_C3A_S3": { "v": "14.69" } }, { "d": "2022-08-31", "FSR_2024_C3A_S1": { "v": "8.05" }, "FSR_2024_C3A_S2": { "v": "11.53" }, "FSR_2024_C3A_S3": { "v": "18.95" } }, { "d": "2022-09-30", "FSR_2024_C3A_S1": { "v": "5.57" }, "FSR_2024_C3A_S2": { "v": "11.64" }, "FSR_2024_C3A_S3": { "v": "11.82" } }, { "d": "2022-10-31", "FSR_2024_C3A_S1": { "v": "9.19" }, "FSR_2024_C3A_S2": { "v": "12.12" }, "FSR_2024_C3A_S3": { "v": "13.58" } }, { "d": "2022-11-30", "FSR_2024_C3A_S1": { "v": "10.05" }, "FSR_2024_C3A_S2": { "v": "11.49" }, "FSR_2024_C3A_S3": { "v": "21.50" } }, { "d": "2022-12-31", "FSR_2024_C3A_S1": { "v": "6.34" }, "FSR_2024_C3A_S2": { "v": "9.94" }, "FSR_2024_C3A_S3": { "v": "8.95" } }, { "d": "2023-01-31", "FSR_2024_C3A_S1": { "v": "9.15" }, "FSR_2024_C3A_S2": { "v": "15.54" }, "FSR_2024_C3A_S3": { "v": "16.10" } }, { "d": "2023-02-28", "FSR_2024_C3A_S1": { "v": "11.18" }, "FSR_2024_C3A_S2": { "v": "12.04" }, "FSR_2024_C3A_S3": { "v": "14.37" } }, { "d": "2023-03-31", "FSR_2024_C3A_S1": { "v": "12.90" }, "FSR_2024_C3A_S2": { "v": "11.78" }, "FSR_2024_C3A_S3": { "v": "22.19" } }, { "d": "2023-04-30", "FSR_2024_C3A_S1": { "v": "9.00" }, "FSR_2024_C3A_S2": { "v": "9.22" }, "FSR_2024_C3A_S3": { "v": "8.96" } }, { "d": "2023-05-31", "FSR_2024_C3A_S1": { "v": "12.17" }, "FSR_2024_C3A_S2": { "v": "13.16" }, "FSR_2024_C3A_S3": { "v": "16.84" } }, { "d": "2023-06-30", "FSR_2024_C3A_S1": { "v": "11.94" }, "FSR_2024_C3A_S2": { "v": "16.81" }, "FSR_2024_C3A_S3": { "v": "13.47" } }, { "d": "2023-07-31", "FSR_2024_C3A_S1": { "v": "11.84" }, "FSR_2024_C3A_S2": { "v": "10.11" }, "FSR_2024_C3A_S3": { "v": "7.00" } }, { "d": "2023-08-31", "FSR_2024_C3A_S1": { "v": "12.55" }, "FSR_2024_C3A_S2": { "v": "10.46" }, "FSR_2024_C3A_S3": { "v": "14.54" } }, { "d": "2023-09-30", "FSR_2024_C3A_S1": { "v": "11.94" }, "FSR_2024_C3A_S2": { "v": "8.91" }, "FSR_2024_C3A_S3": { "v": "10.76" } }, { "d": "2023-10-31", "FSR_2024_C3A_S1": { "v": "13.63" }, "FSR_2024_C3A_S2": { "v": "14.79" }, "FSR_2024_C3A_S3": { "v": "12.64" } }, { "d": "2023-11-30", "FSR_2024_C3A_S1": { "v": "17.91" }, "FSR_2024_C3A_S2": { "v": "15.19" }, "FSR_2024_C3A_S3": { "v": "23.84" } }, { "d": "2023-12-31", "FSR_2024_C3A_S1": { "v": "13.60" }, "FSR_2024_C3A_S2": { "v": "13.27" }, "FSR_2024_C3A_S3": { "v": "14.42" } }, { "d": "2024-01-31", "FSR_2024_C3A_S1": { "v": "20.92" }, "FSR_2024_C3A_S2": { "v": "17.43" }, "FSR_2024_C3A_S3": { "v": "15.13" } }, { "d": "2024-02-29", "FSR_2024_C3A_S1": { "v": "22.33" }, "FSR_2024_C3A_S2": { "v": "18.99" }, "FSR_2024_C3A_S3": { "v": "16.26" } }, { "d": "2024-03-31", "FSR_2024_C3A_S1": { "v": "19.54" }, "FSR_2024_C3A_S2": { "v": "15.91" }, "FSR_2024_C3A_S3": { "v": "11.67" } }, { "d": "2024-04-30", "FSR_2024_C3A_S1": { "v": "22.67" }, "FSR_2024_C3A_S2": { "v": "14.15" }, "FSR_2024_C3A_S3": { "v": "13.97" } } ] }