"TERMS AND CONDITIONS" "https://www.bankofcanada.ca/terms/" "NAME" "Factors contributing to borrowing costs" "DESCRIPTION" "The relative importance of all factors sums to 100% for each security type" "" "Note: Security characteristics and trading conditions include security identifiers, time to maturity, amount outstanding, settlement fails, and measures of liquidity and relative value. The impact of who is trading with whom is measured using fixed effects for each pair of parties involved in a repo. General market conditions include the volatility index, bank funding costs and the timing of policy interest rate announcements. See the Appendix for details." "LINK" "https://www.bankofcanada.ca/?p=206919" "SERIES" "id","label","description" "WM_SAN_JLEE20190930_C2_S0","Security characteristics and trading conditions","None" "WM_SAN_JLEE20190930_C2_S1","Pairs of counterparties","None" "WM_SAN_JLEE20190930_C2_S2","General market conditions","None" "OBSERVATIONS" "k","WM_SAN_JLEE20190930_C2_S0","WM_SAN_JLEE20190930_C2_S1","WM_SAN_JLEE20190930_C2_S2" "T-bills","9.11","90.73","0.17" "Bonds","63.51","34.39","2.11"