{ "terms": { "url": "https://www.bankofcanada.ca/terms/" }, "groupDetail": { "label": "Chart 2: More investors are protecting themselves against the risk of further depreciation of the Canadian dollar", "description": "Weekly data\n\nNote: A negative (short) position will earn a profit if the value of the Canadian dollar depreciates over the life of the futures contract. A negative 3-month risk reversal indicates higher cost of protection against the downside risk compared with the upside risk in the Canadian dollar. CFTC is the Commodity Futures Trading Commission.\n\nSources: Bloomberg Finance L.P. and Bank of Canada calculations", "link": "https://www.bankofcanada.ca/?p=244080" }, "seriesDetail": { "SAN_FONT20250113_C2_S1": { "label": "CFTC non-commercial net positioning in Canadian dollar futures (left scale)", "description": "", "dimension": { "key": "d", "name": "Date" } }, "SAN_FONT20250113_C2_S2": { "label": "3-month risk reversals (right scale)", "description": "", "dimension": { "key": "d", "name": "Date" } } }, "observations": [ { "d": "2023-01-03", "SAN_FONT20250113_C2_S1": { "v": "-26766.00" }, "SAN_FONT20250113_C2_S2": { "v": "-1.105" } }, { "d": "2023-01-10", "SAN_FONT20250113_C2_S1": { "v": "-30955.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.863" } }, { "d": "2023-01-17", "SAN_FONT20250113_C2_S1": { "v": "-27259.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.690" } }, { "d": "2023-01-24", "SAN_FONT20250113_C2_S1": { "v": "-30712.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.670" } }, { "d": "2023-01-31", "SAN_FONT20250113_C2_S1": { "v": "-30184.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.805" } }, { "d": "2023-02-07", "SAN_FONT20250113_C2_S1": { "v": "-33091.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.988" } }, { "d": "2023-02-14", "SAN_FONT20250113_C2_S1": { "v": "-35494.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.935" } }, { "d": "2023-02-21", "SAN_FONT20250113_C2_S1": { "v": "-37503.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.845" } }, { "d": "2023-02-28", "SAN_FONT20250113_C2_S1": { "v": "-36074.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.820" } }, { "d": "2023-03-07", "SAN_FONT20250113_C2_S1": { "v": "-29202.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.758" } }, { "d": "2023-03-14", "SAN_FONT20250113_C2_S1": { "v": "-31715.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.840" } }, { "d": "2023-03-21", "SAN_FONT20250113_C2_S1": { "v": "-56821.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.853" } }, { "d": "2023-03-28", "SAN_FONT20250113_C2_S1": { "v": "-56825.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.745" } }, { "d": "2023-04-04", "SAN_FONT20250113_C2_S1": { "v": "-58509.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.620" } }, { "d": "2023-04-11", "SAN_FONT20250113_C2_S1": { "v": "-56579.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.635" } }, { "d": "2023-04-18", "SAN_FONT20250113_C2_S1": { "v": "-46233.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.528" } }, { "d": "2023-04-25", "SAN_FONT20250113_C2_S1": { "v": "-43791.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.610" } }, { "d": "2023-05-02", "SAN_FONT20250113_C2_S1": { "v": "-50096.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.670" } }, { "d": "2023-05-09", "SAN_FONT20250113_C2_S1": { "v": "-42263.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.578" } }, { "d": "2023-05-16", "SAN_FONT20250113_C2_S1": { "v": "-42990.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.645" } }, { "d": "2023-05-23", "SAN_FONT20250113_C2_S1": { "v": "-48526.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.580" } }, { "d": "2023-05-30", "SAN_FONT20250113_C2_S1": { "v": "-29914.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.650" } }, { "d": "2023-06-06", "SAN_FONT20250113_C2_S1": { "v": "-38329.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.543" } }, { "d": "2023-06-13", "SAN_FONT20250113_C2_S1": { "v": "-36668.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.475" } }, { "d": "2023-06-20", "SAN_FONT20250113_C2_S1": { "v": "-33543.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.403" } }, { "d": "2023-06-27", "SAN_FONT20250113_C2_S1": { "v": "-2847.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.435" } }, { "d": "2023-07-04", "SAN_FONT20250113_C2_S1": { "v": "4527.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.430" } }, { "d": "2023-07-11", "SAN_FONT20250113_C2_S1": { "v": "4444.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.465" } }, { "d": "2023-07-18", "SAN_FONT20250113_C2_S1": { "v": "521.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.415" } }, { "d": "2023-07-25", "SAN_FONT20250113_C2_S1": { "v": "5530.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.425" } }, { "d": "2023-08-01", "SAN_FONT20250113_C2_S1": { "v": "6365.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.435" } }, { "d": "2023-08-08", "SAN_FONT20250113_C2_S1": { "v": "-623.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.533" } }, { "d": "2023-08-15", "SAN_FONT20250113_C2_S1": { "v": "-11411.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.538" } }, { "d": "2023-08-22", "SAN_FONT20250113_C2_S1": { "v": "-12070.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.523" } }, { "d": "2023-08-29", "SAN_FONT20250113_C2_S1": { "v": "-15761.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.553" } }, { "d": "2023-09-05", "SAN_FONT20250113_C2_S1": { "v": "-24963.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.543" } }, { "d": "2023-09-12", "SAN_FONT20250113_C2_S1": { "v": "-41883.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.538" } }, { "d": "2023-09-19", "SAN_FONT20250113_C2_S1": { "v": "-48027.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.518" } }, { "d": "2023-09-26", "SAN_FONT20250113_C2_S1": { "v": "-32696.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.570" } }, { "d": "2023-10-03", "SAN_FONT20250113_C2_S1": { "v": "-40151.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.615" } }, { "d": "2023-10-10", "SAN_FONT20250113_C2_S1": { "v": "-46489.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.575" } }, { "d": "2023-10-17", "SAN_FONT20250113_C2_S1": { "v": "-48539.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.578" } }, { "d": "2023-10-24", "SAN_FONT20250113_C2_S1": { "v": "-48639.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.563" } }, { "d": "2023-10-31", "SAN_FONT20250113_C2_S1": { "v": "-49332.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.558" } }, { "d": "2023-11-07", "SAN_FONT20250113_C2_S1": { "v": "-67721.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.430" } }, { "d": "2023-11-14", "SAN_FONT20250113_C2_S1": { "v": "-70403.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.370" } }, { "d": "2023-11-21", "SAN_FONT20250113_C2_S1": { "v": "-65440.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.283" } }, { "d": "2023-11-28", "SAN_FONT20250113_C2_S1": { "v": "-63242.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.295" } }, { "d": "2023-12-05", "SAN_FONT20250113_C2_S1": { "v": "-57848.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.293" } }, { "d": "2023-12-12", "SAN_FONT20250113_C2_S1": { "v": "-55245.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.305" } }, { "d": "2023-12-19", "SAN_FONT20250113_C2_S1": { "v": "-54333.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.285" } }, { "d": "2023-12-26", "SAN_FONT20250113_C2_S1": { "v": "-34721.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.235" } }, { "d": "2024-01-02", "SAN_FONT20250113_C2_S1": { "v": "-21131.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.323" } }, { "d": "2024-01-09", "SAN_FONT20250113_C2_S1": { "v": "-7380.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.360" } }, { "d": "2024-01-16", "SAN_FONT20250113_C2_S1": { "v": "-13388.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.343" } }, { "d": "2024-01-23", "SAN_FONT20250113_C2_S1": { "v": "-8451.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.338" } }, { "d": "2024-01-30", "SAN_FONT20250113_C2_S1": { "v": "-2388.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.278" } }, { "d": "2024-02-06", "SAN_FONT20250113_C2_S1": { "v": "-7736.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.263" } }, { "d": "2024-02-13", "SAN_FONT20250113_C2_S1": { "v": "-5482.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.268" } }, { "d": "2024-02-20", "SAN_FONT20250113_C2_S1": { "v": "-863.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.218" } }, { "d": "2024-02-27", "SAN_FONT20250113_C2_S1": { "v": "-1378.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.220" } }, { "d": "2024-03-05", "SAN_FONT20250113_C2_S1": { "v": "-19837.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.308" } }, { "d": "2024-03-12", "SAN_FONT20250113_C2_S1": { "v": "-30874.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.250" } }, { "d": "2024-03-19", "SAN_FONT20250113_C2_S1": { "v": "-37148.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.283" } }, { "d": "2024-03-26", "SAN_FONT20250113_C2_S1": { "v": "-50290.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.328" } }, { "d": "2024-04-02", "SAN_FONT20250113_C2_S1": { "v": "-51223.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.383" } }, { "d": "2024-04-09", "SAN_FONT20250113_C2_S1": { "v": "-53385.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.503" } }, { "d": "2024-04-16", "SAN_FONT20250113_C2_S1": { "v": "-82815.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.743" } }, { "d": "2024-04-23", "SAN_FONT20250113_C2_S1": { "v": "-76450.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.545" } }, { "d": "2024-04-30", "SAN_FONT20250113_C2_S1": { "v": "-63201.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.493" } }, { "d": "2024-05-07", "SAN_FONT20250113_C2_S1": { "v": "-69221.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.390" } }, { "d": "2024-05-14", "SAN_FONT20250113_C2_S1": { "v": "-80303.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.368" } }, { "d": "2024-05-21", "SAN_FONT20250113_C2_S1": { "v": "-90824.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.313" } }, { "d": "2024-05-28", "SAN_FONT20250113_C2_S1": { "v": "-86585.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.343" } }, { "d": "2024-06-04", "SAN_FONT20250113_C2_S1": { "v": "-91639.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.413" } }, { "d": "2024-06-11", "SAN_FONT20250113_C2_S1": { "v": "-129493.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.433" } }, { "d": "2024-06-18", "SAN_FONT20250113_C2_S1": { "v": "-147931.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.485" } }, { "d": "2024-06-25", "SAN_FONT20250113_C2_S1": { "v": "-122412.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.445" } }, { "d": "2024-07-02", "SAN_FONT20250113_C2_S1": { "v": "-120352.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.468" } }, { "d": "2024-07-09", "SAN_FONT20250113_C2_S1": { "v": "-111212.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.368" } }, { "d": "2024-07-16", "SAN_FONT20250113_C2_S1": { "v": "-132473.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.388" } }, { "d": "2024-07-23", "SAN_FONT20250113_C2_S1": { "v": "-161603.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.463" } }, { "d": "2024-07-30", "SAN_FONT20250113_C2_S1": { "v": "-196263.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.438" } }, { "d": "2024-08-06", "SAN_FONT20250113_C2_S1": { "v": "-181632.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.595" } }, { "d": "2024-08-13", "SAN_FONT20250113_C2_S1": { "v": "-179611.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.510" } }, { "d": "2024-08-20", "SAN_FONT20250113_C2_S1": { "v": "-164410.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.393" } }, { "d": "2024-08-27", "SAN_FONT20250113_C2_S1": { "v": "-110002.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.218" } }, { "d": "2024-09-03", "SAN_FONT20250113_C2_S1": { "v": "-68544.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.243" } }, { "d": "2024-09-10", "SAN_FONT20250113_C2_S1": { "v": "-68953.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.323" } }, { "d": "2024-09-17", "SAN_FONT20250113_C2_S1": { "v": "-73150.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.308" } }, { "d": "2024-09-24", "SAN_FONT20250113_C2_S1": { "v": "-65589.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.203" } }, { "d": "2024-10-01", "SAN_FONT20250113_C2_S1": { "v": "-70003.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.255" } }, { "d": "2024-10-08", "SAN_FONT20250113_C2_S1": { "v": "-89151.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.358" } }, { "d": "2024-10-15", "SAN_FONT20250113_C2_S1": { "v": "-122393.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.335" } }, { "d": "2024-10-22", "SAN_FONT20250113_C2_S1": { "v": "-140631.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.435" } }, { "d": "2024-10-29", "SAN_FONT20250113_C2_S1": { "v": "-167499.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.583" } }, { "d": "2024-11-05", "SAN_FONT20250113_C2_S1": { "v": "-175229.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.538" } }, { "d": "2024-11-12", "SAN_FONT20250113_C2_S1": { "v": "-182389.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.563" } }, { "d": "2024-11-19", "SAN_FONT20250113_C2_S1": { "v": "-183566.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.690" } }, { "d": "2024-11-26", "SAN_FONT20250113_C2_S1": { "v": "-154002.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.943" } }, { "d": "2024-12-03", "SAN_FONT20250113_C2_S1": { "v": "-158926.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.880" } }, { "d": "2024-12-10", "SAN_FONT20250113_C2_S1": { "v": "-180749.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.773" } }, { "d": "2024-12-17", "SAN_FONT20250113_C2_S1": { "v": "-180530.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.918" } }, { "d": "2024-12-24", "SAN_FONT20250113_C2_S1": { "v": "-174463.00" }, "SAN_FONT20250113_C2_S2": { "v": "-1.093" } }, { "d": "2024-12-31", "SAN_FONT20250113_C2_S1": { "v": "-173070.00" }, "SAN_FONT20250113_C2_S2": { "v": "-1.053" } }, { "d": "2025-01-07", "SAN_FONT20250113_C2_S1": { "v": "-178843.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.885" } }, { "d": "2025-01-14", "SAN_FONT20250113_C2_S1": { "v": "-167747.00" }, "SAN_FONT20250113_C2_S2": { "v": "-0.985" } }, { "d": "2025-01-21", "SAN_FONT20250113_C2_S1": { "v": "-151352.00" }, "SAN_FONT20250113_C2_S2": { "v": "-1.343" } } ] }