<?xml version="1.0" encoding="UTF-8"?>
<data>
<terms url="https://www.bankofcanada.ca/terms/"></terms>
<groupDetail>
    <label>Borrowing Costs for Government of Canada Treasury Bills</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.]]></description>
    <link>https://www.bankofcanada.ca/?p=206919</link>
</groupDetail>
<seriesDetail>
<series id="WM_SAN_JLEE20190930_C1_BIN0">
<label>Less than 0 bps</label>
<description>Average daily repo volume at different ranges of borrowing costs</description>
<dimension key="k" name="Category"/>
</series>
<series id="WM_SAN_JLEE20190930_C1_BIN1">
<label>Between 0 and 5 bps</label>
<description>Average daily repo volume at different ranges of borrowing costs</description>
<dimension key="k" name="Category"/>
</series>
<series id="WM_SAN_JLEE20190930_C1_BIN2">
<label>Between 5 and 10 bps</label>
<description>Average daily repo volume at different ranges of borrowing costs</description>
<dimension key="k" name="Category"/>
</series>
<series id="WM_SAN_JLEE20190930_C1_BIN3">
<label>Between 10 and 15 bps</label>
<description>Average daily repo volume at different ranges of borrowing costs</description>
<dimension key="k" name="Category"/>
</series>
<series id="WM_SAN_JLEE20190930_C1_BIN4">
<label>Between 15 and 20 bps</label>
<description>Average daily repo volume at different ranges of borrowing costs</description>
<dimension key="k" name="Category"/>
</series>
<series id="WM_SAN_JLEE20190930_C1_BIN5">
<label>Greater than 20 bps</label>
<description>Average daily repo volume at different ranges of borrowing costs</description>
<dimension key="k" name="Category"/>
</series>
<series id="WM_SAN_JLEE20190930_C2_S0">
<label>Security characteristics and trading conditions</label>
<description>None</description>
<dimension key="k" name="Category"/>
</series>
<series id="WM_SAN_JLEE20190930_C2_S1">
<label>Pairs of counterparties</label>
<description>None</description>
<dimension key="k" name="Category"/>
</series>
<series id="WM_SAN_JLEE20190930_C2_S2">
<label>General market conditions</label>
<description>None</description>
<dimension key="k" name="Category"/>
</series>
<series id="WM_SAN_JLEE20190930_C3A_SR">
<label>Share of relationships</label>
<description>Usage of t-bills (as % of total repo volume for GoC securities with maturities of 1 year or less)</description>
<dimension key="k" name="Category"/>
</series>
<series id="WM_SAN_JLEE20190930_C3B_STVM">
<label>Share of total repo volume</label>
<description>Usage of t-bills (as % of total repo volume for GoC securities with maturities of 1 year or less)</description>
<dimension key="k" name="Category"/>
</series>
<series id="WM_SAN_JLEE20190930_C3C_AVGBC">
<label>Average borrowing cost (basis points)</label>
<description>Usage of t-bills (as % of total repo volume for GoC securities with maturities of 1 year or less)</description>
<dimension key="k" name="Category"/>
</series>
</seriesDetail>
<observations>
<o k="T-bills"><v s="WM_SAN_JLEE20190930_C1_BIN4">4</v><v s="WM_SAN_JLEE20190930_C2_S2">0.17</v><v s="WM_SAN_JLEE20190930_C2_S1">90.73</v><v s="WM_SAN_JLEE20190930_C2_S0">9.11</v><v s="WM_SAN_JLEE20190930_C1_BIN5">3</v><v s="WM_SAN_JLEE20190930_C1_BIN3">9</v><v s="WM_SAN_JLEE20190930_C1_BIN2">35</v><v s="WM_SAN_JLEE20190930_C1_BIN1">32</v><v s="WM_SAN_JLEE20190930_C1_BIN0">17</v></o>
<o k="0–20"><v s="WM_SAN_JLEE20190930_C3A_SR">34</v><v s="WM_SAN_JLEE20190930_C3B_STVM">9</v><v s="WM_SAN_JLEE20190930_C3C_AVGBC">0.49</v></o>
<o k="20–40"><v s="WM_SAN_JLEE20190930_C3B_STVM">0</v><v s="WM_SAN_JLEE20190930_C3A_SR">3</v><v s="WM_SAN_JLEE20190930_C3C_AVGBC">-0.01</v></o>
<o k="Bonds"><v s="WM_SAN_JLEE20190930_C1_BIN0">13</v><v s="WM_SAN_JLEE20190930_C2_S2">2.11</v><v s="WM_SAN_JLEE20190930_C2_S1">34.39</v><v s="WM_SAN_JLEE20190930_C2_S0">63.51</v><v s="WM_SAN_JLEE20190930_C1_BIN5">3</v><v s="WM_SAN_JLEE20190930_C1_BIN4">4</v><v s="WM_SAN_JLEE20190930_C1_BIN3">6</v><v s="WM_SAN_JLEE20190930_C1_BIN2">20</v><v s="WM_SAN_JLEE20190930_C1_BIN1">54</v></o>
<o k="40–60"><v s="WM_SAN_JLEE20190930_C3A_SR">7</v><v s="WM_SAN_JLEE20190930_C3B_STVM">1</v><v s="WM_SAN_JLEE20190930_C3C_AVGBC">2.00</v></o>
<o k="60–80"><v s="WM_SAN_JLEE20190930_C3A_SR">17</v><v s="WM_SAN_JLEE20190930_C3B_STVM">18</v><v s="WM_SAN_JLEE20190930_C3C_AVGBC">0.70</v></o>
<o k="80–100"><v s="WM_SAN_JLEE20190930_C3A_SR">38</v><v s="WM_SAN_JLEE20190930_C3B_STVM">72</v><v s="WM_SAN_JLEE20190930_C3C_AVGBC">6.44</v></o>
</observations>
</data>