<?xml version="1.0" encoding="UTF-8"?>
<data>
<terms url="https://www.bankofcanada.ca/terms/"></terms>
<groupDetail>
    <label>Monthly 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_C2_CA">
<label>Canada</label>
<description>Monthly variation in Canadian bond yields explained by macro news</description>
<dimension key="d" name="Date"/>
</series>
<series id="SAN_SEKK20181018_C2_US">
<label>United States</label>
<description>Monthly variation in Canadian bond yields explained by macro news</description>
<dimension key="d" name="Date"/>
</series>
<series id="SAN_SEKK20181018_C2_CA-US">
<label>Canada and United States</label>
<description>Monthly 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_C2_CA-US">0.242</v><v s="SAN_SEKK20181018_C2_US">0.159</v><v s="SAN_SEKK20181018_C2_CA">0.105</v></o>
<o d="2003-01-01"><v s="SAN_SEKK20181018_C2_CA">0.088</v><v s="SAN_SEKK20181018_C2_CA-US">0.231</v><v s="SAN_SEKK20181018_C2_US">0.167</v></o>
<o d="2004-01-01"><v s="SAN_SEKK20181018_C2_CA">0.083</v><v s="SAN_SEKK20181018_C2_CA-US">0.223</v><v s="SAN_SEKK20181018_C2_US">0.164</v></o>
<o d="2005-01-01"><v s="SAN_SEKK20181018_C2_CA">0.081</v><v s="SAN_SEKK20181018_C2_CA-US">0.213</v><v s="SAN_SEKK20181018_C2_US">0.156</v></o>
<o d="2006-01-01"><v s="SAN_SEKK20181018_C2_US">0.146</v><v s="SAN_SEKK20181018_C2_CA-US">0.202</v><v s="SAN_SEKK20181018_C2_CA">0.080</v></o>
<o d="2007-01-01"><v s="SAN_SEKK20181018_C2_US">0.136</v><v s="SAN_SEKK20181018_C2_CA">0.078</v><v s="SAN_SEKK20181018_C2_CA-US">0.192</v></o>
<o d="2008-01-01"><v s="SAN_SEKK20181018_C2_US">0.127</v><v s="SAN_SEKK20181018_C2_CA">0.077</v><v s="SAN_SEKK20181018_C2_CA-US">0.182</v></o>
<o d="2009-01-01"><v s="SAN_SEKK20181018_C2_US">0.120</v><v s="SAN_SEKK20181018_C2_CA">0.076</v><v s="SAN_SEKK20181018_C2_CA-US">0.172</v></o>
<o d="2010-01-01"><v s="SAN_SEKK20181018_C2_US">0.113</v><v s="SAN_SEKK20181018_C2_CA">0.075</v><v s="SAN_SEKK20181018_C2_CA-US">0.163</v></o>
</observations>
</data>