{ "terms": { "url": "https://www.bankofcanada.ca/terms/" }, "groupDetail": { "label": "Fixed-income exchange-traded funds traded at large discounts in March 2020", "description": "Average of ETFs in our sample\r\n\r\nLast observation: September 1, 202\r\n\r\nNote: Annoucement corresponds to the Primary Market Corporate Credit Facility (PMCCF) and Secondary Market Corporate Credit Facility (SMCCF) Federal Reserve intents intentions to purchase investment-grade bonds and FI-ETFs. Implementation represents the first operation date.\r\n\r\nSources: Bloomberg and Bank of Canada calculations", "link": "https://www.bankofcanada.ca/?p=216899" }, "seriesDetail": { "SAN_ROHA_20201015_C4_S1": { "label": "Government", "description": "", "dimension": { "key": "d", "name": "Date" } }, "SAN_ROHA_20201015_C4_S2": { "label": "Corporate", "description": "", "dimension": { "key": "d", "name": "Date" } }, "SAN_ROHA_20201015_C4_S3": { "label": "Municipals", "description": "", "dimension": { "key": "d", "name": "Date" } } }, "observations": [ { "d": "2020-02-03", "SAN_ROHA_20201015_C4_S1": { "v": "0.072219512" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.097286885" }, "SAN_ROHA_20201015_C4_S3": { "v": "0.074770833" } }, { "d": "2020-02-04", "SAN_ROHA_20201015_C4_S1": { "v": "0.088146341" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.188278689" }, "SAN_ROHA_20201015_C4_S3": { "v": "0.032562500" } }, { "d": "2020-02-05", "SAN_ROHA_20201015_C4_S1": { "v": "0.069804878" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.215983607" }, "SAN_ROHA_20201015_C4_S3": { "v": "0.071000000" } }, { "d": "2020-02-06", "SAN_ROHA_20201015_C4_S1": { "v": "0.075609756" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.162284553" }, "SAN_ROHA_20201015_C4_S3": { "v": "0.089520833" } }, { "d": "2020-02-07", "SAN_ROHA_20201015_C4_S1": { "v": "0.049365854" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.105754098" }, "SAN_ROHA_20201015_C4_S3": { "v": "0.115062500" } }, { "d": "2020-02-10", "SAN_ROHA_20201015_C4_S1": { "v": "0.036900000" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.137958678" }, "SAN_ROHA_20201015_C4_S3": { "v": "0.080437500" } }, { "d": "2020-02-11", "SAN_ROHA_20201015_C4_S1": { "v": "0.049560976" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.123455285" }, "SAN_ROHA_20201015_C4_S3": { "v": "0.082083333" } }, { "d": "2020-02-12", "SAN_ROHA_20201015_C4_S1": { "v": "0.052341463" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.191455285" }, "SAN_ROHA_20201015_C4_S3": { "v": "0.064770833" } }, { "d": "2020-02-13", "SAN_ROHA_20201015_C4_S1": { "v": "0.068292683" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.139081301" }, "SAN_ROHA_20201015_C4_S3": { "v": "0.071937500" } }, { "d": "2020-02-14", "SAN_ROHA_20201015_C4_S1": { "v": "0.054756098" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.154040984" }, "SAN_ROHA_20201015_C4_S3": { "v": "0.105583333" } }, { "d": "2020-02-18", "SAN_ROHA_20201015_C4_S1": { "v": "0.064951220" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.093750000" }, "SAN_ROHA_20201015_C4_S3": { "v": "0.055625000" } }, { "d": "2020-02-19", "SAN_ROHA_20201015_C4_S1": { "v": "0.114875000" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.088691667" }, "SAN_ROHA_20201015_C4_S3": { "v": "0.109166667" } }, { "d": "2020-02-20", "SAN_ROHA_20201015_C4_S1": { "v": "0.093219512" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.118200000" }, "SAN_ROHA_20201015_C4_S3": { "v": "0.111541667" } }, { "d": "2020-02-21", "SAN_ROHA_20201015_C4_S1": { "v": "0.081097561" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.095600000" }, "SAN_ROHA_20201015_C4_S3": { "v": "0.078687500" } }, { "d": "2020-02-24", "SAN_ROHA_20201015_C4_S1": { "v": "0.028658537" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.004333333" }, "SAN_ROHA_20201015_C4_S3": { "v": "0.113375000" } }, { "d": "2020-02-25", "SAN_ROHA_20201015_C4_S1": { "v": "-0.028853659" }, "SAN_ROHA_20201015_C4_S2": { "v": "-0.160808333" }, "SAN_ROHA_20201015_C4_S3": { "v": "0.083604167" } }, { "d": "2020-02-26", "SAN_ROHA_20201015_C4_S1": { "v": "-0.115512195" }, "SAN_ROHA_20201015_C4_S2": { "v": "-0.066633333" }, "SAN_ROHA_20201015_C4_S3": { "v": "0.087000000" } }, { "d": "2020-02-27", "SAN_ROHA_20201015_C4_S1": { "v": "-0.011707317" }, "SAN_ROHA_20201015_C4_S2": { "v": "-0.275716667" }, "SAN_ROHA_20201015_C4_S3": { "v": "0.024333333" } }, { "d": "2020-02-28", "SAN_ROHA_20201015_C4_S1": { "v": "0.105121951" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.104216667" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.184208333" } }, { "d": "2020-03-02", "SAN_ROHA_20201015_C4_S1": { "v": "-0.144902439" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.116516667" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.160541667" } }, { "d": "2020-03-03", "SAN_ROHA_20201015_C4_S1": { "v": "0.106585366" }, "SAN_ROHA_20201015_C4_S2": { "v": "-0.092900000" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.005479167" } }, { "d": "2020-03-04", "SAN_ROHA_20201015_C4_S1": { "v": "-0.034975610" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.132566667" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.032020833" } }, { "d": "2020-03-05", "SAN_ROHA_20201015_C4_S1": { "v": "0.101000000" }, "SAN_ROHA_20201015_C4_S2": { "v": "-0.128583333" }, "SAN_ROHA_20201015_C4_S3": { "v": "0.022166667" } }, { "d": "2020-03-06", "SAN_ROHA_20201015_C4_S1": { "v": "-0.143317073" }, "SAN_ROHA_20201015_C4_S2": { "v": "-0.094175000" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.049333333" } }, { "d": "2020-03-09", "SAN_ROHA_20201015_C4_S1": { "v": "-0.907609756" }, "SAN_ROHA_20201015_C4_S2": { "v": "-0.780208333" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.199041667" } }, { "d": "2020-03-10", "SAN_ROHA_20201015_C4_S1": { "v": "-0.308073171" }, "SAN_ROHA_20201015_C4_S2": { "v": "-0.299266667" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.456854167" } }, { "d": "2020-03-11", "SAN_ROHA_20201015_C4_S1": { "v": "-0.973487805" }, "SAN_ROHA_20201015_C4_S2": { "v": "-1.392833333" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.402319149" } }, { "d": "2020-03-12", "SAN_ROHA_20201015_C4_S1": { "v": "-1.062512195" }, "SAN_ROHA_20201015_C4_S2": { "v": "-2.471058333" }, "SAN_ROHA_20201015_C4_S3": { "v": "-2.189250000" } }, { "d": "2020-03-13", "SAN_ROHA_20201015_C4_S1": { "v": "-0.976170732" }, "SAN_ROHA_20201015_C4_S2": { "v": "-0.317300000" }, "SAN_ROHA_20201015_C4_S3": { "v": "-1.314166667" } }, { "d": "2020-03-16", "SAN_ROHA_20201015_C4_S1": { "v": "-0.937439024" }, "SAN_ROHA_20201015_C4_S2": { "v": "-1.858125000" }, "SAN_ROHA_20201015_C4_S3": { "v": "-2.166083333" } }, { "d": "2020-03-17", "SAN_ROHA_20201015_C4_S1": { "v": "-1.213853659" }, 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{ "d": "2020-03-25", "SAN_ROHA_20201015_C4_S1": { "v": "-0.050317073" }, "SAN_ROHA_20201015_C4_S2": { "v": "1.125201681" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.194250000" } }, { "d": "2020-03-26", "SAN_ROHA_20201015_C4_S1": { "v": "-0.002170732" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.865400000" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.020875000" } }, { "d": "2020-03-27", "SAN_ROHA_20201015_C4_S1": { "v": "0.035463415" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.154183333" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.461125000" } }, { "d": "2020-03-30", "SAN_ROHA_20201015_C4_S1": { "v": "-0.224170732" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.258375000" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.427666667" } }, { "d": "2020-03-31", "SAN_ROHA_20201015_C4_S1": { "v": "-0.196390244" }, "SAN_ROHA_20201015_C4_S2": { "v": "-0.084796610" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.498270833" } }, { "d": "2020-04-01", "SAN_ROHA_20201015_C4_S1": { "v": "-0.479658537" }, "SAN_ROHA_20201015_C4_S2": { "v": "-0.780940678" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.915770833" } }, { "d": "2020-04-02", "SAN_ROHA_20201015_C4_S1": { "v": "-0.337195122" }, "SAN_ROHA_20201015_C4_S2": { "v": "-0.315415254" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.536170213" } }, { "d": "2020-04-03", "SAN_ROHA_20201015_C4_S1": { "v": "-0.480804878" }, "SAN_ROHA_20201015_C4_S2": { "v": "-0.637000000" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.704333333" } }, { "d": "2020-04-06", "SAN_ROHA_20201015_C4_S1": { "v": "-0.151097561" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.187025424" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.507127660" } }, { "d": "2020-04-07", "SAN_ROHA_20201015_C4_S1": { "v": "-0.066268293" }, "SAN_ROHA_20201015_C4_S2": { "v": "-0.086432203" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.279229167" } }, { "d": "2020-04-08", "SAN_ROHA_20201015_C4_S1": { "v": "-0.075853659" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.691694915" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.187020833" } }, { "d": "2020-04-09", "SAN_ROHA_20201015_C4_S1": { "v": "0.075707317" }, "SAN_ROHA_20201015_C4_S2": { "v": "1.975898305" }, "SAN_ROHA_20201015_C4_S3": { "v": "0.164645833" } }, { "d": "2020-04-13", "SAN_ROHA_20201015_C4_S1": { "v": "0.112000000" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.961644068" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.249562500" } }, { "d": "2020-04-14", "SAN_ROHA_20201015_C4_S1": { "v": "0.051878049" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.573830508" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.236541667" } }, { "d": "2020-04-15", "SAN_ROHA_20201015_C4_S1": { "v": "-0.029780488" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.405572650" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.138645833" } }, { "d": "2020-04-16", "SAN_ROHA_20201015_C4_S1": { "v": "-0.142585366" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.350016949" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.201250000" } }, { "d": "2020-04-17", "SAN_ROHA_20201015_C4_S1": { "v": "-0.099804878" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.380470085" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.304829787" } }, { "d": "2020-04-20", "SAN_ROHA_20201015_C4_S1": { "v": "-0.134121951" }, "SAN_ROHA_20201015_C4_S2": { "v": "-0.026440678" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.342625000" } }, { "d": "2020-04-21", "SAN_ROHA_20201015_C4_S1": { "v": "-0.149219512" }, "SAN_ROHA_20201015_C4_S2": { "v": "-0.191076271" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.364212766" } }, { "d": "2020-04-22", "SAN_ROHA_20201015_C4_S1": { "v": "-0.145341463" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.067922414" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.272395833" } }, { "d": "2020-04-23", "SAN_ROHA_20201015_C4_S1": { "v": "-0.136000000" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.022119658" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.315062500" } }, { "d": "2020-04-24", "SAN_ROHA_20201015_C4_S1": { "v": "-0.153073171" }, "SAN_ROHA_20201015_C4_S2": { "v": "0.055205128" }, "SAN_ROHA_20201015_C4_S3": { "v": "-0.370041667" } }, { "d": "2020-04-27", "SAN_ROHA_20201015_C4_S1": { "v": 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