<?xml version="1.0" encoding="UTF-8"?>
<data>
<terms url="https://www.bankofcanada.ca/terms/"></terms>
<groupDetail>
    <label>Relative Value of Government of Canada Bonds</label>
    <description><![CDATA[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.]]></description>
    <link>https://www.bankofcanada.ca/?p=205812</link>
</groupDetail>
<seriesDetail>
<series id="WM_SAN_FONJ20190802_C1_S00">
<label>Relative value</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_FONJ20190802_C2_S00">
<label>Trading volume_Conditions in the bond market</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_FONJ20190802_C2_S01">
<label>Rental income_Conditions in the bond market</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_FONJ20190802_C2_S02">
<label>Price impact_Conditions in the bond market</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_FONJ20190802_C2_S03">
<label>Benchmark status_Bond characteristics</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_FONJ20190802_C2_S04">
<label>Time to maturity_Bond characteristics</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_FONJ20190802_C2_S05">
<label>Tenor_Bond characteristics</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_FONJ20190802_C2_S06">
<label>Outstanding amount_Bond characteristics</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_FONJ20190802_C3_S00">
<label>Usefulness for relative value of expensive bonds_Trading volume and benchmark status</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_FONJ20190802_C3_S01">
<label>Usefulness for relative value of expensive bonds_Tenor and time to maturity</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_FONJ20190802_C3_S02">
<label>Usefulness for relative value of expensive bonds_Rental income</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_FONJ20190802_C3_S03">
<label>Usefulness for relative value of expensive bonds_Outstanding amount</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_FONJ20190802_C3_S04">
<label>Usefulness for relative value of expensive bonds_General financial market indicators</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_FONJ20190802_C3_S05">
<label>Usefulness for relative value of expensive bonds_Price impact</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_FONJ20190802_C4_S00">
<label>Small_Rental income</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_FONJ20190802_C4_S01">
<label>Small_Trading volume</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_FONJ20190802_C4_S02">
<label>Large_Rental income</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_FONJ20190802_C4_S03">
<label>Large_Trading volume</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_FONJ20190802_C5_S00">
<label>Usefulness for relative value of cheap bonds2_Trading volume and benchmark status</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_FONJ20190802_C5_S01">
<label>Usefulness for relative value of cheap bonds2_Tenor and time to maturity</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_FONJ20190802_C5_S02">
<label>Usefulness for relative value of cheap bonds2_Rental income</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_FONJ20190802_C5_S03">
<label>Usefulness for relative value of cheap bonds2_Outstanding amount</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_FONJ20190802_C5_S04">
<label>Usefulness for relative value of cheap bonds2_General financial market indicators</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_FONJ20190802_C5_S05">
<label>Usefulness for relative value of cheap bonds2_Price impact</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
</seriesDetail>
<observations>
<o d="2005-01-01"><v s="WM_SAN_FONJ20190802_C1_S00">-4.75</v></o>
<o d="2010-01-01"><v s="WM_SAN_FONJ20190802_C1_S00">-3.02</v></o>
<o d="2015-01-01"><v s="WM_SAN_FONJ20190802_C1_S00">-2.27</v></o>
<o d="2019-07-11"><v s="WM_SAN_FONJ20190802_C2_S04">-0.45</v><v s="WM_SAN_FONJ20190802_C5_S05">1.49</v><v s="WM_SAN_FONJ20190802_C2_S05">-0.72</v><v s="WM_SAN_FONJ20190802_C2_S06">0.11</v><v s="WM_SAN_FONJ20190802_C3_S00">21.50</v><v s="WM_SAN_FONJ20190802_C3_S01">26.17</v><v s="WM_SAN_FONJ20190802_C3_S02">19.63</v><v s="WM_SAN_FONJ20190802_C3_S03">7.48</v><v s="WM_SAN_FONJ20190802_C3_S04">21.50</v><v s="WM_SAN_FONJ20190802_C3_S05">3.74</v><v s="WM_SAN_FONJ20190802_C4_S00">2.38</v><v s="WM_SAN_FONJ20190802_C4_S01">2.33</v><v s="WM_SAN_FONJ20190802_C4_S02">4.72</v><v s="WM_SAN_FONJ20190802_C4_S03">6.85</v><v s="WM_SAN_FONJ20190802_C5_S00">3.22</v><v s="WM_SAN_FONJ20190802_C5_S01">83.91</v><v s="WM_SAN_FONJ20190802_C5_S02">0.50</v><v s="WM_SAN_FONJ20190802_C5_S03">3.96</v><v s="WM_SAN_FONJ20190802_C5_S04">6.93</v><v s="WM_SAN_FONJ20190802_C2_S02">-0.49</v><v s="WM_SAN_FONJ20190802_C2_S01">0.48</v><v s="WM_SAN_FONJ20190802_C2_S00">0.31</v><v s="WM_SAN_FONJ20190802_C2_S03">0.34</v></o>
<o d="2020-01-01"><v s="WM_SAN_FONJ20190802_C1_S00">-1.76</v></o>
<o d="2025-01-01"><v s="WM_SAN_FONJ20190802_C1_S00">-1.31</v></o>
<o d="2030-01-01"><v s="WM_SAN_FONJ20190802_C1_S00">-0.92</v></o>
<o d="2035-01-01"><v s="WM_SAN_FONJ20190802_C1_S00">-0.59</v></o>
<o d="2040-01-01"><v s="WM_SAN_FONJ20190802_C1_S00">-0.30</v></o>
<o d="2045-01-01"><v s="WM_SAN_FONJ20190802_C1_S00">-0.06</v></o>
<o d="2050-01-01"><v s="WM_SAN_FONJ20190802_C1_S00">0.18</v></o>
<o d="2055-01-01"><v s="WM_SAN_FONJ20190802_C1_S00">0.40</v></o>
<o d="2060-01-01"><v s="WM_SAN_FONJ20190802_C1_S00">0.63</v></o>
<o d="2065-01-01"><v s="WM_SAN_FONJ20190802_C1_S00">0.93</v></o>
<o d="2070-01-01"><v s="WM_SAN_FONJ20190802_C1_S00">1.31</v></o>
<o d="2075-01-01"><v s="WM_SAN_FONJ20190802_C1_S00">1.75</v></o>
<o d="2080-01-01"><v s="WM_SAN_FONJ20190802_C1_S00">2.32</v></o>
<o d="2085-01-01"><v s="WM_SAN_FONJ20190802_C1_S00">3.33</v></o>
<o d="2090-01-01"><v s="WM_SAN_FONJ20190802_C1_S00">5.20</v></o>
<o d="2095-01-01"><v s="WM_SAN_FONJ20190802_C1_S00">8.13</v></o>
</observations>
</data>