<?xml version="1.0" encoding="UTF-8"?>
<data>
<terms url="https://www.bankofcanada.ca/terms/"></terms>
<groupDetail>
    <label>Life insurers use derivatives to hedge against interest rate and foreign exchange risks - Average term-to-maturity</label>
    <description><![CDATA[Figures include the derivative securities of life insurers’ Canadian-domiciled branches but not life insurers’ mutual funds.

Office of the Superintendent of Financial Institutions and Bank of Canada calculations]]></description>
    <link>https://www.bankofcanada.ca/?p=238078</link>
</groupDetail>
<seriesDetail>
<series id="SAN_ALDR20240213_C3B_S1">
<label>Foreign exchange derivatives</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="SAN_ALDR20240213_C3B_S2">
<label>Interest rate derivatives</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
</seriesDetail>
<observations>
<o d="2017-01-01"><v s="SAN_ALDR20240213_C3B_S1">6.02</v><v s="SAN_ALDR20240213_C3B_S2">12.81</v></o>
<o d="2017-04-01"><v s="SAN_ALDR20240213_C3B_S1">6.05</v><v s="SAN_ALDR20240213_C3B_S2">14.20</v></o>
<o d="2017-07-01"><v s="SAN_ALDR20240213_C3B_S2">15.47</v><v s="SAN_ALDR20240213_C3B_S1">6.06</v></o>
<o d="2017-10-01"><v s="SAN_ALDR20240213_C3B_S2">15.53</v><v s="SAN_ALDR20240213_C3B_S1">8.75</v></o>
<o d="2018-01-01"><v s="SAN_ALDR20240213_C3B_S1">8.77</v><v s="SAN_ALDR20240213_C3B_S2">15.86</v></o>
<o d="2018-04-01"><v s="SAN_ALDR20240213_C3B_S1">8.68</v><v s="SAN_ALDR20240213_C3B_S2">16.20</v></o>
<o d="2018-07-01"><v s="SAN_ALDR20240213_C3B_S2">16.32</v><v s="SAN_ALDR20240213_C3B_S1">8.62</v></o>
<o d="2018-10-01"><v s="SAN_ALDR20240213_C3B_S2">16.07</v><v s="SAN_ALDR20240213_C3B_S1">8.71</v></o>
<o d="2019-01-01"><v s="SAN_ALDR20240213_C3B_S2">15.93</v><v s="SAN_ALDR20240213_C3B_S1">8.31</v></o>
<o d="2019-04-01"><v s="SAN_ALDR20240213_C3B_S2">15.54</v><v s="SAN_ALDR20240213_C3B_S1">8.10</v></o>
<o d="2019-07-01"><v s="SAN_ALDR20240213_C3B_S2">15.58</v><v s="SAN_ALDR20240213_C3B_S1">8.07</v></o>
<o d="2019-10-01"><v s="SAN_ALDR20240213_C3B_S2">15.58</v><v s="SAN_ALDR20240213_C3B_S1">8.94</v></o>
<o d="2020-01-01"><v s="SAN_ALDR20240213_C3B_S1">8.67</v><v s="SAN_ALDR20240213_C3B_S2">15.03</v></o>
<o d="2020-04-01"><v s="SAN_ALDR20240213_C3B_S1">8.80</v><v s="SAN_ALDR20240213_C3B_S2">15.36</v></o>
<o d="2020-07-01"><v s="SAN_ALDR20240213_C3B_S2">15.42</v><v s="SAN_ALDR20240213_C3B_S1">8.63</v></o>
<o d="2020-10-01"><v s="SAN_ALDR20240213_C3B_S2">15.04</v><v s="SAN_ALDR20240213_C3B_S1">8.86</v></o>
<o d="2021-01-01"><v s="SAN_ALDR20240213_C3B_S2">14.71</v><v s="SAN_ALDR20240213_C3B_S1">8.83</v></o>
<o d="2021-04-01"><v s="SAN_ALDR20240213_C3B_S2">14.62</v><v s="SAN_ALDR20240213_C3B_S1">8.97</v></o>
<o d="2021-07-01"><v s="SAN_ALDR20240213_C3B_S2">14.30</v><v s="SAN_ALDR20240213_C3B_S1">8.84</v></o>
<o d="2021-10-01"><v s="SAN_ALDR20240213_C3B_S2">14.13</v><v s="SAN_ALDR20240213_C3B_S1">8.81</v></o>
<o d="2022-01-01"><v s="SAN_ALDR20240213_C3B_S1">8.65</v><v s="SAN_ALDR20240213_C3B_S2">13.75</v></o>
<o d="2022-04-01"><v s="SAN_ALDR20240213_C3B_S1">8.66</v><v s="SAN_ALDR20240213_C3B_S2">13.70</v></o>
<o d="2022-07-01"><v s="SAN_ALDR20240213_C3B_S2">13.66</v><v s="SAN_ALDR20240213_C3B_S1">8.51</v></o>
<o d="2022-10-01"><v s="SAN_ALDR20240213_C3B_S2">13.55</v><v s="SAN_ALDR20240213_C3B_S1">8.46</v></o>
<o d="2023-01-01"><v s="SAN_ALDR20240213_C3B_S1">8.12</v><v s="SAN_ALDR20240213_C3B_S2">13.53</v></o>
</observations>
</data>