<?xml version="1.0" encoding="UTF-8"?>
<data>
<terms url="https://www.bankofcanada.ca/terms/"></terms>
<groupDetail>
    <label>Balance sheet netting benefits are substantially lower for public pension funds</label>
    <description><![CDATA[Bank of Canada, MTRS]]></description>
    <link>https://www.bankofcanada.ca/?p=227303</link>
</groupDetail>
<seriesDetail>
<series id="SAN_CHEN20220509_C2_S1">
<label>Status quo</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="SAN_CHEN20220509_C2_S2">
<label>Eligible LCMs</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
</seriesDetail>
<observations>
<o d="2020-01-01"><v s="SAN_CHEN20220509_C2_S1">6.20</v><v s="SAN_CHEN20220509_C2_S2">12.37</v></o>
<o d="2020-01-08"><v s="SAN_CHEN20220509_C2_S1">7.43</v><v s="SAN_CHEN20220509_C2_S2">14.19</v></o>
<o d="2020-01-15"><v s="SAN_CHEN20220509_C2_S1">9.70</v><v s="SAN_CHEN20220509_C2_S2">15.23</v></o>
<o d="2020-01-22"><v s="SAN_CHEN20220509_C2_S1">9.13</v><v s="SAN_CHEN20220509_C2_S2">14.32</v></o>
<o d="2020-01-29"><v s="SAN_CHEN20220509_C2_S1">10.05</v><v s="SAN_CHEN20220509_C2_S2">16.00</v></o>
<o d="2020-02-05"><v s="SAN_CHEN20220509_C2_S1">8.30</v><v s="SAN_CHEN20220509_C2_S2">12.90</v></o>
<o d="2020-02-12"><v s="SAN_CHEN20220509_C2_S1">10.99</v><v s="SAN_CHEN20220509_C2_S2">16.23</v></o>
<o d="2020-02-19"><v s="SAN_CHEN20220509_C2_S1">7.89</v><v s="SAN_CHEN20220509_C2_S2">10.73</v></o>
<o d="2020-02-26"><v s="SAN_CHEN20220509_C2_S1">8.57</v><v s="SAN_CHEN20220509_C2_S2">10.88</v></o>
<o d="2020-03-04"><v s="SAN_CHEN20220509_C2_S1">5.49</v><v s="SAN_CHEN20220509_C2_S2">9.02</v></o>
<o d="2020-03-11"><v s="SAN_CHEN20220509_C2_S1">5.46</v><v s="SAN_CHEN20220509_C2_S2">10.12</v></o>
<o d="2020-03-18"><v s="SAN_CHEN20220509_C2_S1">5.79</v><v s="SAN_CHEN20220509_C2_S2">8.34</v></o>
<o d="2020-03-25"><v s="SAN_CHEN20220509_C2_S1">5.02</v><v s="SAN_CHEN20220509_C2_S2">6.97</v></o>
<o d="2020-04-01"><v s="SAN_CHEN20220509_C2_S1">3.55</v><v s="SAN_CHEN20220509_C2_S2">4.46</v></o>
<o d="2020-04-08"><v s="SAN_CHEN20220509_C2_S1">4.13</v><v s="SAN_CHEN20220509_C2_S2">7.05</v></o>
<o d="2020-04-15"><v s="SAN_CHEN20220509_C2_S1">4.13</v><v s="SAN_CHEN20220509_C2_S2">5.95</v></o>
<o d="2020-04-22"><v s="SAN_CHEN20220509_C2_S1">3.47</v><v s="SAN_CHEN20220509_C2_S2">5.20</v></o>
<o d="2020-04-29"><v s="SAN_CHEN20220509_C2_S1">6.36</v><v s="SAN_CHEN20220509_C2_S2">7.69</v></o>
<o d="2020-05-06"><v s="SAN_CHEN20220509_C2_S1">6.89</v><v s="SAN_CHEN20220509_C2_S2">8.96</v></o>
<o d="2020-05-13"><v s="SAN_CHEN20220509_C2_S1">5.88</v><v s="SAN_CHEN20220509_C2_S2">8.84</v></o>
<o d="2020-05-20"><v s="SAN_CHEN20220509_C2_S1">6.26</v><v s="SAN_CHEN20220509_C2_S2">8.58</v></o>
<o d="2020-05-27"><v s="SAN_CHEN20220509_C2_S1">6.25</v><v s="SAN_CHEN20220509_C2_S2">8.64</v></o>
<o d="2020-06-03"><v s="SAN_CHEN20220509_C2_S1">7.76</v><v s="SAN_CHEN20220509_C2_S2">11.70</v></o>
<o d="2020-06-10"><v s="SAN_CHEN20220509_C2_S1">8.17</v><v s="SAN_CHEN20220509_C2_S2">13.65</v></o>
<o d="2020-06-17"><v s="SAN_CHEN20220509_C2_S1">6.89</v><v s="SAN_CHEN20220509_C2_S2">8.85</v></o>
<o d="2020-06-24"><v s="SAN_CHEN20220509_C2_S1">8.00</v><v s="SAN_CHEN20220509_C2_S2">9.84</v></o>
<o d="2020-07-01"><v s="SAN_CHEN20220509_C2_S1">7.21</v><v s="SAN_CHEN20220509_C2_S2">8.96</v></o>
<o d="2020-07-08"><v s="SAN_CHEN20220509_C2_S1">6.22</v><v s="SAN_CHEN20220509_C2_S2">8.42</v></o>
<o d="2020-07-15"><v s="SAN_CHEN20220509_C2_S1">6.42</v><v s="SAN_CHEN20220509_C2_S2">7.46</v></o>
<o d="2020-07-22"><v s="SAN_CHEN20220509_C2_S1">4.65</v><v s="SAN_CHEN20220509_C2_S2">6.05</v></o>
<o d="2020-07-29"><v s="SAN_CHEN20220509_C2_S1">4.27</v><v s="SAN_CHEN20220509_C2_S2">6.55</v></o>
<o d="2020-08-05"><v s="SAN_CHEN20220509_C2_S1">5.83</v><v s="SAN_CHEN20220509_C2_S2">7.79</v></o>
<o d="2020-08-12"><v s="SAN_CHEN20220509_C2_S1">4.59</v><v s="SAN_CHEN20220509_C2_S2">6.56</v></o>
<o d="2020-08-19"><v s="SAN_CHEN20220509_C2_S1">4.87</v><v s="SAN_CHEN20220509_C2_S2">9.41</v></o>
<o d="2020-08-26"><v s="SAN_CHEN20220509_C2_S1">5.61</v><v s="SAN_CHEN20220509_C2_S2">9.54</v></o>
<o d="2020-09-02"><v s="SAN_CHEN20220509_C2_S1">5.54</v><v s="SAN_CHEN20220509_C2_S2">10.01</v></o>
<o d="2020-09-09"><v s="SAN_CHEN20220509_C2_S1">6.57</v><v s="SAN_CHEN20220509_C2_S2">8.43</v></o>
<o d="2020-09-16"><v s="SAN_CHEN20220509_C2_S1">5.53</v><v s="SAN_CHEN20220509_C2_S2">6.98</v></o>
<o d="2020-09-23"><v s="SAN_CHEN20220509_C2_S1">6.18</v><v s="SAN_CHEN20220509_C2_S2">7.89</v></o>
<o d="2020-09-30"><v s="SAN_CHEN20220509_C2_S1">8.86</v><v s="SAN_CHEN20220509_C2_S2">11.26</v></o>
<o d="2020-10-07"><v s="SAN_CHEN20220509_C2_S1">9.10</v><v s="SAN_CHEN20220509_C2_S2">11.41</v></o>
<o d="2020-10-14"><v s="SAN_CHEN20220509_C2_S1">7.64</v><v s="SAN_CHEN20220509_C2_S2">8.49</v></o>
<o d="2020-10-21"><v s="SAN_CHEN20220509_C2_S1">6.83</v><v s="SAN_CHEN20220509_C2_S2">8.10</v></o>
<o d="2020-10-28"><v s="SAN_CHEN20220509_C2_S1">7.05</v><v s="SAN_CHEN20220509_C2_S2">9.68</v></o>
<o d="2020-11-04"><v s="SAN_CHEN20220509_C2_S1">8.24</v><v s="SAN_CHEN20220509_C2_S2">9.73</v></o>
<o d="2020-11-11"><v s="SAN_CHEN20220509_C2_S1">7.14</v><v s="SAN_CHEN20220509_C2_S2">9.22</v></o>
<o d="2020-11-18"><v s="SAN_CHEN20220509_C2_S1">7.69</v><v s="SAN_CHEN20220509_C2_S2">9.90</v></o>
<o d="2020-11-25"><v s="SAN_CHEN20220509_C2_S1">6.90</v><v s="SAN_CHEN20220509_C2_S2">9.34</v></o>
<o d="2020-12-02"><v s="SAN_CHEN20220509_C2_S1">5.92</v><v s="SAN_CHEN20220509_C2_S2">7.38</v></o>
<o d="2020-12-09"><v s="SAN_CHEN20220509_C2_S1">5.69</v><v s="SAN_CHEN20220509_C2_S2">7.49</v></o>
<o d="2020-12-16"><v s="SAN_CHEN20220509_C2_S1">6.60</v><v s="SAN_CHEN20220509_C2_S2">7.60</v></o>
<o d="2020-12-23"><v s="SAN_CHEN20220509_C2_S1">7.97</v><v s="SAN_CHEN20220509_C2_S2">8.95</v></o>
<o d="2021-01-01"><v s="SAN_CHEN20220509_C2_S1">8.83</v><v s="SAN_CHEN20220509_C2_S2">9.92</v></o>
<o d="2021-01-08"><v s="SAN_CHEN20220509_C2_S1">8.42</v><v s="SAN_CHEN20220509_C2_S2">8.90</v></o>
<o d="2021-01-15"><v s="SAN_CHEN20220509_C2_S1">8.15</v><v s="SAN_CHEN20220509_C2_S2">8.86</v></o>
<o d="2021-01-22"><v s="SAN_CHEN20220509_C2_S1">8.34</v><v s="SAN_CHEN20220509_C2_S2">9.34</v></o>
<o d="2021-01-29"><v s="SAN_CHEN20220509_C2_S1">7.57</v><v s="SAN_CHEN20220509_C2_S2">8.21</v></o>
<o d="2021-02-05"><v s="SAN_CHEN20220509_C2_S1">6.37</v><v s="SAN_CHEN20220509_C2_S2">7.40</v></o>
<o d="2021-02-12"><v s="SAN_CHEN20220509_C2_S1">5.20</v><v s="SAN_CHEN20220509_C2_S2">6.30</v></o>
<o d="2021-02-19"><v s="SAN_CHEN20220509_C2_S1">5.31</v><v s="SAN_CHEN20220509_C2_S2">7.18</v></o>
<o d="2021-02-26"><v s="SAN_CHEN20220509_C2_S1">8.08</v><v s="SAN_CHEN20220509_C2_S2">8.65</v></o>
<o d="2021-03-05"><v s="SAN_CHEN20220509_C2_S1">10.48</v><v s="SAN_CHEN20220509_C2_S2">11.69</v></o>
<o d="2021-03-12"><v s="SAN_CHEN20220509_C2_S1">9.92</v><v s="SAN_CHEN20220509_C2_S2">11.10</v></o>
<o d="2021-03-19"><v s="SAN_CHEN20220509_C2_S1">7.10</v><v s="SAN_CHEN20220509_C2_S2">7.76</v></o>
<o d="2021-03-26"><v s="SAN_CHEN20220509_C2_S1">7.21</v><v s="SAN_CHEN20220509_C2_S2">7.34</v></o>
<o d="2021-04-02"><v s="SAN_CHEN20220509_C2_S1">7.75</v><v s="SAN_CHEN20220509_C2_S2">9.59</v></o>
<o d="2021-04-09"><v s="SAN_CHEN20220509_C2_S1">7.75</v><v s="SAN_CHEN20220509_C2_S2">8.95</v></o>
<o d="2021-04-16"><v s="SAN_CHEN20220509_C2_S1">7.73</v><v s="SAN_CHEN20220509_C2_S2">8.07</v></o>
<o d="2021-04-23"><v s="SAN_CHEN20220509_C2_S1">7.68</v><v s="SAN_CHEN20220509_C2_S2">8.68</v></o>
<o d="2021-04-30"><v s="SAN_CHEN20220509_C2_S1">7.95</v><v s="SAN_CHEN20220509_C2_S2">8.64</v></o>
<o d="2021-05-07"><v s="SAN_CHEN20220509_C2_S1">8.99</v><v s="SAN_CHEN20220509_C2_S2">9.63</v></o>
<o d="2021-05-14"><v s="SAN_CHEN20220509_C2_S1">7.72</v><v s="SAN_CHEN20220509_C2_S2">8.88</v></o>
<o d="2021-05-21"><v s="SAN_CHEN20220509_C2_S1">7.74</v><v s="SAN_CHEN20220509_C2_S2">8.25</v></o>
<o d="2021-05-28"><v s="SAN_CHEN20220509_C2_S1">8.81</v><v s="SAN_CHEN20220509_C2_S2">9.58</v></o>
<o d="2021-06-04"><v s="SAN_CHEN20220509_C2_S1">10.01</v><v s="SAN_CHEN20220509_C2_S2">10.63</v></o>
<o d="2021-06-11"><v s="SAN_CHEN20220509_C2_S1">8.24</v><v s="SAN_CHEN20220509_C2_S2">9.00</v></o>
<o d="2021-06-18"><v s="SAN_CHEN20220509_C2_S1">8.81</v><v s="SAN_CHEN20220509_C2_S2">9.96</v></o>
<o d="2021-06-25"><v s="SAN_CHEN20220509_C2_S1">8.99</v><v s="SAN_CHEN20220509_C2_S2">9.69</v></o>
<o d="2021-07-02"><v s="SAN_CHEN20220509_C2_S1">10.33</v><v s="SAN_CHEN20220509_C2_S2">12.70</v></o>
<o d="2021-07-09"><v s="SAN_CHEN20220509_C2_S1">10.77</v><v s="SAN_CHEN20220509_C2_S2">14.18</v></o>
<o d="2021-07-16"><v s="SAN_CHEN20220509_C2_S1">9.50</v><v s="SAN_CHEN20220509_C2_S2">12.33</v></o>
<o d="2021-07-23"><v s="SAN_CHEN20220509_C2_S1">10.38</v><v s="SAN_CHEN20220509_C2_S2">12.98</v></o>
<o d="2021-07-30"><v s="SAN_CHEN20220509_C2_S1">10.80</v><v s="SAN_CHEN20220509_C2_S2">12.74</v></o>
<o d="2021-08-06"><v s="SAN_CHEN20220509_C2_S1">10.62</v><v s="SAN_CHEN20220509_C2_S2">13.42</v></o>
<o d="2021-08-13"><v s="SAN_CHEN20220509_C2_S1">10.34</v><v s="SAN_CHEN20220509_C2_S2">12.44</v></o>
<o d="2021-08-20"><v s="SAN_CHEN20220509_C2_S1">10.65</v><v s="SAN_CHEN20220509_C2_S2">13.04</v></o>
<o d="2021-08-27"><v s="SAN_CHEN20220509_C2_S1">8.69</v><v s="SAN_CHEN20220509_C2_S2">11.07</v></o>
<o d="2021-09-03"><v s="SAN_CHEN20220509_C2_S1">9.60</v><v s="SAN_CHEN20220509_C2_S2">11.08</v></o>
<o d="2021-09-10"><v s="SAN_CHEN20220509_C2_S1">9.06</v><v s="SAN_CHEN20220509_C2_S2">10.37</v></o>
<o d="2021-09-17"><v s="SAN_CHEN20220509_C2_S1">10.42</v><v s="SAN_CHEN20220509_C2_S2">13.40</v></o>
<o d="2021-09-24"><v s="SAN_CHEN20220509_C2_S1">9.85</v><v s="SAN_CHEN20220509_C2_S2">13.18</v></o>
<o d="2021-10-01"><v s="SAN_CHEN20220509_C2_S1">7.82</v><v s="SAN_CHEN20220509_C2_S2">11.17</v></o>
<o d="2021-10-08"><v s="SAN_CHEN20220509_C2_S1">7.35</v><v s="SAN_CHEN20220509_C2_S2">10.29</v></o>
<o d="2021-10-15"><v s="SAN_CHEN20220509_C2_S1">9.02</v><v s="SAN_CHEN20220509_C2_S2">10.75</v></o>
<o d="2021-10-22"><v s="SAN_CHEN20220509_C2_S1">9.13</v><v s="SAN_CHEN20220509_C2_S2">10.57</v></o>
<o d="2021-10-29"><v s="SAN_CHEN20220509_C2_S1">10.41</v><v s="SAN_CHEN20220509_C2_S2">12.51</v></o>
<o d="2021-11-05"><v s="SAN_CHEN20220509_C2_S1">8.67</v><v s="SAN_CHEN20220509_C2_S2">10.77</v></o>
<o d="2021-11-12"><v s="SAN_CHEN20220509_C2_S1">9.92</v><v s="SAN_CHEN20220509_C2_S2">12.22</v></o>
<o d="2021-11-19"><v s="SAN_CHEN20220509_C2_S1">10.34</v><v s="SAN_CHEN20220509_C2_S2">13.85</v></o>
<o d="2021-11-26"><v s="SAN_CHEN20220509_C2_S1">9.89</v><v s="SAN_CHEN20220509_C2_S2">12.00</v></o>
<o d="2021-12-03"><v s="SAN_CHEN20220509_C2_S1">8.88</v><v s="SAN_CHEN20220509_C2_S2">10.44</v></o>
<o d="2021-12-10"><v s="SAN_CHEN20220509_C2_S1">9.78</v><v s="SAN_CHEN20220509_C2_S2">10.82</v></o>
<o d="2021-12-17"><v s="SAN_CHEN20220509_C2_S1">9.35</v><v s="SAN_CHEN20220509_C2_S2">9.93</v></o>
<o d="2021-12-24"><v s="SAN_CHEN20220509_C2_S1">8.60</v><v s="SAN_CHEN20220509_C2_S2">9.11</v></o>
</observations>
</data>