{ "terms": { "url": "https://www.bankofcanada.ca/terms/" }, "groupDetail": { "label": "Upward pressure on CORRA increased as Canada’s six largest banks increased their net long positions", "description": "Increase in long positions, likely in anticipation of global central bank rate cuts\n\nNote: FOMC is Federal Open Market Committee; Big Six are Canada’s six largest banks; CORRA is the Canadian Overnight Repo Rate Average.\n\nOffice of the Superintendent of Financial Institutions Collateral and Pledging Report (H4) and Bank of Canada calculations", "link": "https://www.bankofcanada.ca/?p=237614" }, "seriesDetail": { "SAN_MARU20240305_C4_S1": { "label": "Big Six net long positioning in Government of Canada bonds (left scale)", "description": "", "dimension": { "key": "d", "name": "Date" } }, "SAN_MARU20240305_C4_S2": { "label": "Lynx balances (left scale)", "description": "", "dimension": { "key": "d", "name": "Date" } }, "SAN_MARU20240305_C4_S3": { "label": "CORRA spread to target (right scale)", "description": "", "dimension": { "key": "d", "name": "Date" } } }, "observations": [ { "d": "2022-12-30", "SAN_MARU20240305_C4_S1": { "v": "4.57" }, "SAN_MARU20240305_C4_S2": { "v": "196.09" }, "SAN_MARU20240305_C4_S3": { "v": "3.00" } }, { "d": "2023-01-03", "SAN_MARU20240305_C4_S1": { "v": "4.45" }, "SAN_MARU20240305_C4_S2": { "v": "191.93" }, "SAN_MARU20240305_C4_S3": { "v": "2.00" } }, { "d": "2023-01-04", "SAN_MARU20240305_C4_S1": { "v": "5.08" }, "SAN_MARU20240305_C4_S2": { "v": "191.31" }, "SAN_MARU20240305_C4_S3": { "v": "2.00" } }, { "d": "2023-01-05", "SAN_MARU20240305_C4_S1": { "v": "9.03" }, "SAN_MARU20240305_C4_S2": { "v": "185.88" }, "SAN_MARU20240305_C4_S3": { "v": "1.00" } }, { "d": "2023-01-06", "SAN_MARU20240305_C4_S1": { "v": "8.18" }, "SAN_MARU20240305_C4_S2": { "v": "185.31" }, "SAN_MARU20240305_C4_S3": { "v": "0.00" } }, { "d": "2023-01-09", "SAN_MARU20240305_C4_S1": { "v": "8.64" }, "SAN_MARU20240305_C4_S2": { "v": "186.90" }, "SAN_MARU20240305_C4_S3": { "v": "0.00" } }, { "d": "2023-01-10", "SAN_MARU20240305_C4_S1": { "v": "8.47" }, "SAN_MARU20240305_C4_S2": { "v": "185.71" }, "SAN_MARU20240305_C4_S3": { "v": "0.00" } }, { "d": "2023-01-11", "SAN_MARU20240305_C4_S1": { "v": "9.30" }, "SAN_MARU20240305_C4_S2": { "v": "183.74" }, "SAN_MARU20240305_C4_S3": { "v": "0.00" } }, { "d": "2023-01-12", "SAN_MARU20240305_C4_S1": { "v": "7.97" }, "SAN_MARU20240305_C4_S2": { "v": "185.18" }, "SAN_MARU20240305_C4_S3": { "v": "0.00" } }, { "d": "2023-01-13", "SAN_MARU20240305_C4_S1": { "v": "10.03" }, "SAN_MARU20240305_C4_S2": { "v": "181.78" }, "SAN_MARU20240305_C4_S3": { "v": "0.00" } }, { "d": "2023-01-16", "SAN_MARU20240305_C4_S1": { "v": "8.79" }, "SAN_MARU20240305_C4_S2": { "v": "179.48" }, "SAN_MARU20240305_C4_S3": { "v": "0.00" } }, { "d": "2023-01-17", "SAN_MARU20240305_C4_S1": { "v": "10.69" }, "SAN_MARU20240305_C4_S2": { "v": "178.78" }, "SAN_MARU20240305_C4_S3": { "v": "0.00" } }, { "d": "2023-01-18", 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