The impact of trading flows on Government of Canada bond prices https://www.bankofcanada.ca/?p=246608 Non-residents Trusteed pension funds Chartered banks Households P&C insurance companies Other governments Mutual funds Life insurance companies Supply (right scale) Percentage change in market value of GoC bonds bps Investor-specific factors Common factors 24.8322.5111.7214.145.033.665.384.52358.54 24.1222.7711.8814.125.123.775.564.21353.10 23.3323.4712.7913.055.233.595.364.47357.33 24.8521.7913.8712.875.373.525.124.34351.85 23.8722.0116.1011.285.513.505.284.36341.50 23.5921.5315.9811.125.343.685.504.60341.31 23.1422.3914.2712.335.513.715.244.79340.58 22.7221.8313.5812.945.113.496.154.74336.16 22.5323.3513.9810.304.993.796.025.39332.16 23.8121.9114.0010.344.844.005.835.54334.02 25.7922.2912.289.744.744.525.645.46330.68 26.9422.7310.619.854.074.625.215.51325.76 26.1023.1710.3910.573.764.585.155.51331.66 21.3224.3911.5210.194.165.235.755.85316.90 20.6125.4011.409.644.375.595.855.76311.05 20.1325.8810.359.274.465.655.875.83317.96 21.0626.238.759.014.045.656.315.68306.59 21.1625.138.059.834.215.945.995.43302.36 20.3224.488.498.454.736.605.905.02294.05 19.8025.277.288.285.176.866.104.98293.89 18.6422.828.7610.605.947.165.534.43300.82 18.5024.287.949.755.977.706.094.44296.46 18.1123.647.548.356.768.316.624.17287.40 18.7122.227.459.937.518.376.493.54285.08 18.1222.748.599.926.598.176.363.22280.26 17.1822.428.329.096.838.776.373.08280.17 18.4322.118.359.727.108.425.912.64281.57 17.6923.477.559.877.247.766.453.00274.82 16.0424.026.2410.168.237.846.553.09262.72 16.4124.077.928.368.107.716.083.26264.09 15.9727.158.588.677.277.795.233.33263.51 17.9226.7310.037.227.177.214.663.03273.32 17.2827.719.868.405.757.925.243.55277.27 16.0726.4910.138.997.167.775.203.55275.05 15.0724.3514.449.356.757.474.703.25284.42 14.7824.8818.029.225.956.154.453.30317.53 15.6223.7217.338.156.745.824.493.00316.50 16.1824.9917.138.285.385.285.403.21351.27 18.3925.7213.207.687.295.265.313.23369.16 19.9725.4612.596.856.165.435.503.41385.40 24.7324.3512.035.595.475.124.633.24405.18 25.6024.9511.435.815.564.934.773.23424.92 25.9125.6210.575.665.005.085.213.33424.10 25.9825.3210.565.874.904.825.483.27433.74 26.3226.0310.715.465.494.384.623.24448.70 25.7826.9311.604.865.244.384.763.30464.42 26.9328.1911.294.254.424.254.983.25479.01 28.4626.7910.443.973.614.355.503.20472.16 30.7925.3110.424.074.664.225.012.82479.41 32.4525.478.233.964.624.285.122.93480.84 33.7124.717.733.704.084.644.912.66482.31 34.6923.348.333.223.344.384.592.60484.85 34.5822.866.823.104.124.554.531.91466.08 34.1323.056.833.354.865.524.762.00460.88 33.3724.326.653.385.045.184.621.99464.15 32.0924.247.483.365.045.444.612.33471.40 30.9426.707.513.474.705.474.622.61471.74 30.9527.247.613.414.725.634.682.62478.46 31.6526.527.533.454.375.714.352.79482.24 32.9926.927.123.424.614.884.362.77524.39 36.1023.926.403.424.485.093.842.62492.38 36.1223.376.543.374.635.054.072.68503.36 36.8824.446.663.404.344.994.102.71509.76 37.2923.337.423.424.134.554.312.91524.67 37.8723.197.493.474.004.654.212.96536.00 38.6623.347.443.453.694.654.172.94552.75 39.1121.837.613.543.974.894.333.01532.24 37.0724.057.393.603.624.614.442.99536.57 37.8523.367.193.554.404.584.242.89546.75 41.0220.936.883.554.784.583.562.59531.59 42.3320.636.673.334.484.493.302.44551.28 36.8724.217.453.225.064.323.492.88558.61 36.2023.987.203.275.394.843.163.12555.16 36.3323.716.893.314.645.233.383.15538.58 35.5623.958.023.264.445.033.303.14551.12 36.4021.498.703.454.514.782.913.38557.71 35.4923.047.483.394.874.513.063.26576.98 33.4123.878.203.354.414.542.693.32585.16 33.5423.547.773.284.424.533.483.43583.36 37.2922.188.063.214.654.243.373.13606.33 41.4219.847.373.295.283.902.073.06591.58 41.4619.116.153.296.093.862.213.48594.96 41.5119.306.833.295.013.792.893.22616.30 42.8916.905.863.314.833.603.343.64583.67 44.7716.354.703.254.573.573.463.45602.49 45.1216.374.223.084.893.773.783.49614.68 48.7313.874.133.034.753.404.123.05629.87 48.0014.304.983.044.163.484.442.77625.22 46.4113.625.092.913.984.326.882.61626.32 47.1212.025.962.854.614.176.532.63640.23 48.3711.566.622.834.094.096.022.63654.65 47.1312.865.852.874.874.007.092.16676.29 47.1112.686.482.864.403.607.682.15688.94 44.7314.286.582.894.203.708.502.14681.31 44.3516.206.702.684.033.308.412.24756.73 45.4514.276.882.534.543.228.232.30781.96 47.4114.237.242.453.733.177.712.13810.21 48.0413.206.282.373.943.228.151.95862.34 50.1113.274.712.283.863.127.821.84875.51 48.2013.957.142.163.162.887.761.75944.12 -0.202 1.10-11 28.791.78 20.833.10 13.081.62 6.712.07 3.540.03 3.67-0.11 2.900.00 1.920.38