<?xml version="1.0" encoding="UTF-8"?>
<data>
<terms url="https://www.bankofcanada.ca/terms/"></terms>
<groupDetail>
    <label>Daily variation in Canadian bond yields explained by macro news</label>
    <description><![CDATA[y-axis: R2
x-axis: Maturities (in years)
Sources: Bloomberg and Bank of Canada Calculations

Last observation: May 2018]]></description>
    <link>https://www.bankofcanada.ca/?p=202492</link>
</groupDetail>
<seriesDetail>
<series id="SAN_SEKK20181018_C1_CA">
<label>Canada</label>
<description>Daily variation in Canadian bond yields explained by macro news</description>
<dimension key="d" name="Date"/>
</series>
<series id="SAN_SEKK20181018_C1_US">
<label>United States</label>
<description>Daily variation in Canadian bond yields explained by macro news</description>
<dimension key="d" name="Date"/>
</series>
<series id="SAN_SEKK20181018_C1_CA-US">
<label>Canada and United States</label>
<description>Daily variation in Canadian bond yields explained by macro news</description>
<dimension key="d" name="Date"/>
</series>
</seriesDetail>
<observations>
<o d="2002-01-01"><v s="SAN_SEKK20181018_C1_CA-US">0.133</v><v s="SAN_SEKK20181018_C1_US">0.065</v><v s="SAN_SEKK20181018_C1_CA">0.075</v></o>
<o d="2003-01-01"><v s="SAN_SEKK20181018_C1_CA">0.064</v><v s="SAN_SEKK20181018_C1_CA-US">0.122</v><v s="SAN_SEKK20181018_C1_US">0.065</v></o>
<o d="2004-01-01"><v s="SAN_SEKK20181018_C1_CA">0.054</v><v s="SAN_SEKK20181018_C1_CA-US">0.113</v><v s="SAN_SEKK20181018_C1_US">0.065</v></o>
<o d="2005-01-01"><v s="SAN_SEKK20181018_C1_CA">0.047</v><v s="SAN_SEKK20181018_C1_CA-US">0.103</v><v s="SAN_SEKK20181018_C1_US">0.062</v></o>
<o d="2006-01-01"><v s="SAN_SEKK20181018_C1_US">0.058</v><v s="SAN_SEKK20181018_C1_CA-US">0.093</v><v s="SAN_SEKK20181018_C1_CA">0.041</v></o>
<o d="2007-01-01"><v s="SAN_SEKK20181018_C1_US">0.054</v><v s="SAN_SEKK20181018_C1_CA">0.036</v><v s="SAN_SEKK20181018_C1_CA-US">0.085</v></o>
<o d="2008-01-01"><v s="SAN_SEKK20181018_C1_US">0.050</v><v s="SAN_SEKK20181018_C1_CA">0.032</v><v s="SAN_SEKK20181018_C1_CA-US">0.078</v></o>
<o d="2009-01-01"><v s="SAN_SEKK20181018_C1_US">0.048</v><v s="SAN_SEKK20181018_C1_CA">0.029</v><v s="SAN_SEKK20181018_C1_CA-US">0.073</v></o>
<o d="2010-01-01"><v s="SAN_SEKK20181018_C1_US">0.047</v><v s="SAN_SEKK20181018_C1_CA">0.027</v><v s="SAN_SEKK20181018_C1_CA-US">0.071</v></o>
</observations>
</data>