"TERMS AND CONDITIONS" "https://www.bankofcanada.ca/terms/" "NAME" "Relative Value of Government of Canada Bonds" "DESCRIPTION" "This file contains data based on the Bank of Canada research paper described above." "The data is not an official statistical release by the Bank of Canada, and it is provided on a voluntary basis by the author(s)." " The Bank and the author(s) are not responsible for errors in this file and do not guarantee that the series will be updated in the future." " A contact person is listed below for any question or other inquiry." "LINK" "https://www.bankofcanada.ca/?p=205812" "SERIES" "id","label","description" "WM_SAN_FONJ20190802_C1_S00","Relative value","" "WM_SAN_FONJ20190802_C2_S00","Trading volume_Conditions in the bond market","" "WM_SAN_FONJ20190802_C2_S01","Rental income_Conditions in the bond market","" "WM_SAN_FONJ20190802_C2_S02","Price impact_Conditions in the bond market","" "WM_SAN_FONJ20190802_C2_S03","Benchmark status_Bond characteristics","" "WM_SAN_FONJ20190802_C2_S04","Time to maturity_Bond characteristics","" "WM_SAN_FONJ20190802_C2_S05","Tenor_Bond characteristics","" "WM_SAN_FONJ20190802_C2_S06","Outstanding amount_Bond characteristics","" "WM_SAN_FONJ20190802_C3_S00","Usefulness for relative value of expensive bonds_Trading volume and benchmark status","" "WM_SAN_FONJ20190802_C3_S01","Usefulness for relative value of expensive bonds_Tenor and time to maturity","" "WM_SAN_FONJ20190802_C3_S02","Usefulness for relative value of expensive bonds_Rental income","" "WM_SAN_FONJ20190802_C3_S03","Usefulness for relative value of expensive bonds_Outstanding amount","" "WM_SAN_FONJ20190802_C3_S04","Usefulness for relative value of expensive bonds_General financial market indicators","" "WM_SAN_FONJ20190802_C3_S05","Usefulness for relative value of expensive bonds_Price impact","" "WM_SAN_FONJ20190802_C4_S00","Small_Rental income","" "WM_SAN_FONJ20190802_C4_S01","Small_Trading volume","" "WM_SAN_FONJ20190802_C4_S02","Large_Rental income","" "WM_SAN_FONJ20190802_C4_S03","Large_Trading volume","" "WM_SAN_FONJ20190802_C5_S00","Usefulness for relative value of cheap bonds2_Trading volume and benchmark status","" "WM_SAN_FONJ20190802_C5_S01","Usefulness for relative value of cheap bonds2_Tenor and time to maturity","" "WM_SAN_FONJ20190802_C5_S02","Usefulness for relative value of cheap bonds2_Rental income","" "WM_SAN_FONJ20190802_C5_S03","Usefulness for relative value of cheap bonds2_Outstanding amount","" "WM_SAN_FONJ20190802_C5_S04","Usefulness for relative value of cheap bonds2_General financial market indicators","" "WM_SAN_FONJ20190802_C5_S05","Usefulness for relative value of cheap bonds2_Price impact","" "OBSERVATIONS" "date","WM_SAN_FONJ20190802_C1_S00","WM_SAN_FONJ20190802_C2_S00","WM_SAN_FONJ20190802_C2_S01","WM_SAN_FONJ20190802_C2_S02","WM_SAN_FONJ20190802_C2_S03","WM_SAN_FONJ20190802_C2_S04","WM_SAN_FONJ20190802_C2_S05","WM_SAN_FONJ20190802_C2_S06","WM_SAN_FONJ20190802_C3_S00","WM_SAN_FONJ20190802_C3_S01","WM_SAN_FONJ20190802_C3_S02","WM_SAN_FONJ20190802_C3_S03","WM_SAN_FONJ20190802_C3_S04","WM_SAN_FONJ20190802_C3_S05","WM_SAN_FONJ20190802_C4_S00","WM_SAN_FONJ20190802_C4_S01","WM_SAN_FONJ20190802_C4_S02","WM_SAN_FONJ20190802_C4_S03","WM_SAN_FONJ20190802_C5_S00","WM_SAN_FONJ20190802_C5_S01","WM_SAN_FONJ20190802_C5_S02","WM_SAN_FONJ20190802_C5_S03","WM_SAN_FONJ20190802_C5_S04","WM_SAN_FONJ20190802_C5_S05" "2005-01-01","-4.75","","","","","","","","","","","","","","","","","","","","","","","" "2010-01-01","-3.02","","","","","","","","","","","","","","","","","","","","","","","" "2015-01-01","-2.27","","","","","","","","","","","","","","","","","","","","","","","" "2019-07-11","","0.31","0.48","-0.49","0.34","-0.45","-0.72","0.11","21.50","26.17","19.63","7.48","21.50","3.74","2.38","2.33","4.72","6.85","3.22","83.91","0.50","3.96","6.93","1.49" "2020-01-01","-1.76","","","","","","","","","","","","","","","","","","","","","","","" "2025-01-01","-1.31","","","","","","","","","","","","","","","","","","","","","","","" "2030-01-01","-0.92","","","","","","","","","","","","","","","","","","","","","","","" "2035-01-01","-0.59","","","","","","","","","","","","","","","","","","","","","","","" "2040-01-01","-0.30","","","","","","","","","","","","","","","","","","","","","","","" "2045-01-01","-0.06","","","","","","","","","","","","","","","","","","","","","","","" "2050-01-01","0.18","","","","","","","","","","","","","","","","","","","","","","","" "2055-01-01","0.40","","","","","","","","","","","","","","","","","","","","","","","" "2060-01-01","0.63","","","","","","","","","","","","","","","","","","","","","","","" "2065-01-01","0.93","","","","","","","","","","","","","","","","","","","","","","","" "2070-01-01","1.31","","","","","","","","","","","","","","","","","","","","","","","" "2075-01-01","1.75","","","","","","","","","","","","","","","","","","","","","","","" "2080-01-01","2.32","","","","","","","","","","","","","","","","","","","","","","","" "2085-01-01","3.33","","","","","","","","","","","","","","","","","","","","","","","" "2090-01-01","5.20","","","","","","","","","","","","","","","","","","","","","","","" "2095-01-01","8.13","","","","","","","","","","","","","","","","","","","","","","",""