<?xml version="1.0" encoding="UTF-8"?>
<data>
<terms url="https://www.bankofcanada.ca/terms/"></terms>
<groupDetail>
    <label>Quarterly 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_C3_CA">
<label>Canada</label>
<description>Quarterly variation in Canadian bond yields explained by macro news</description>
<dimension key="d" name="Date"/>
</series>
<series id="SAN_SEKK20181018_C3_US">
<label>United States</label>
<description>Quarterly variation in Canadian bond yields explained by macro news</description>
<dimension key="d" name="Date"/>
</series>
<series id="SAN_SEKK20181018_C3_CA-US">
<label>Canada and United States</label>
<description>Quarterly 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_C3_CA-US">0.343</v><v s="SAN_SEKK20181018_C3_US">0.258</v><v s="SAN_SEKK20181018_C3_CA">0.147</v></o>
<o d="2003-01-01"><v s="SAN_SEKK20181018_C3_CA">0.110</v><v s="SAN_SEKK20181018_C3_CA-US">0.332</v><v s="SAN_SEKK20181018_C3_US">0.293</v></o>
<o d="2004-01-01"><v s="SAN_SEKK20181018_C3_CA">0.100</v><v s="SAN_SEKK20181018_C3_CA-US">0.325</v><v s="SAN_SEKK20181018_C3_US">0.302</v></o>
<o d="2005-01-01"><v s="SAN_SEKK20181018_C3_CA">0.097</v><v s="SAN_SEKK20181018_C3_CA-US">0.316</v><v s="SAN_SEKK20181018_C3_US">0.298</v></o>
<o d="2006-01-01"><v s="SAN_SEKK20181018_C3_US">0.287</v><v s="SAN_SEKK20181018_C3_CA-US">0.305</v><v s="SAN_SEKK20181018_C3_CA">0.096</v></o>
<o d="2007-01-01"><v s="SAN_SEKK20181018_C3_US">0.274</v><v s="SAN_SEKK20181018_C3_CA">0.096</v><v s="SAN_SEKK20181018_C3_CA-US">0.293</v></o>
<o d="2008-01-01"><v s="SAN_SEKK20181018_C3_US">0.262</v><v s="SAN_SEKK20181018_C3_CA">0.096</v><v s="SAN_SEKK20181018_C3_CA-US">0.282</v></o>
<o d="2009-01-01"><v s="SAN_SEKK20181018_C3_US">0.252</v><v s="SAN_SEKK20181018_C3_CA">0.096</v><v s="SAN_SEKK20181018_C3_CA-US">0.272</v></o>
<o d="2010-01-01"><v s="SAN_SEKK20181018_C3_US">0.242</v><v s="SAN_SEKK20181018_C3_CA">0.096</v><v s="SAN_SEKK20181018_C3_CA-US">0.261</v></o>
</observations>
</data>