TERMS AND CONDITIONS
https://www.bankofcanada.ca/terms/
NAME
"Estimated probability of hitting the price cap"
DESCRIPTION
"This file contains data based on the Bank of Canada research paper described above."
"The data is not an official statistical release by the Bank of Canada, and it is provided on a voluntary basis by the author(s)."
" The Bank and the author(s) are not responsible for errors in this file and do not guarantee that the series will be updated in the future."
"Probability of repo borrowing prices being close to the price cap against the overnight interest rate, per cent annualized interest"
""
"Sources: Bank of Canada, Canadian Depository for Securities, Markit and CanDeal"
LINK
"https://www.bankofcanada.ca/?p=203197"
SERIES
id,label,description
SAN_WALC20181002_C2_A_0,"0.25_Bond in low supply","Probability (%) of hitting price cap when overnight interest rate is 0.25 % per year - Bond in low supply"
SAN_WALC20181002_C2_A_1,"0.50_Bond in low supply","Probability (%) of hitting price cap when overnight interest rate is 0.50 % per year - Bond in low supply"
SAN_WALC20181002_C2_A_2,"0.75_Bond in low supply","Probability (%) of hitting price cap when overnight interest rate is 0.75 % per year - Bond in low supply"
SAN_WALC20181002_C2_A_3,"1.00_Bond in low supply","Probability (%) of hitting price cap when overnight interest rate is 1.00 % per year - Bond in low supply"
SAN_WALC20181002_C2_B_0,"0.25_Bond in median supply","Probability (%) of hitting price cap when overnight interest rate is 0.25 % per year - Bond in median supply"
SAN_WALC20181002_C2_B_1,"0.50_Bond in median supply","Probability (%) of hitting price cap when overnight interest rate is 0.50 % per year - Bond in median supply"
SAN_WALC20181002_C2_B_2,"0.75_Bond in median supply","Probability (%) of hitting price cap when overnight interest rate is 0.75 % per year - Bond in median supply"
SAN_WALC20181002_C2_B_3,"1.00_Bond in median supply","Probability (%) of hitting price cap when overnight interest rate is 1.00 % per year - Bond in median supply"
OBSERVATIONS
date,SAN_WALC20181002_C2_A_0,SAN_WALC20181002_C2_A_1,SAN_WALC20181002_C2_A_2,SAN_WALC20181002_C2_A_3,SAN_WALC20181002_C2_B_0,SAN_WALC20181002_C2_B_1,SAN_WALC20181002_C2_B_2,SAN_WALC20181002_C2_B_3
2018-10-01,9,1.95000,0.26700,0.02270,2.32000,0.33300,0.02970,0.00162