<?xml version="1.0" encoding="UTF-8"?>
<data>
<terms url="https://www.banqueducanada.ca/conditions-utilisation-avis/"></terms>
<groupDetail>
    <label>La proportion du volume des opérations sur obligations du gouvernement du Canada dans le marché de l’arbitrage comptant-terme a augmenté depuis 2020</label>
    <description><![CDATA[Indicateurs de l’importance relative des opérations d’arbitrage comptant-terme

On suppose que les opérations d’échange physique pour contrats effectuées sur la Bourse de Montréal reflètent l’ensemble des volumes des opérations d’arbitrage comptant-terme. On suppose aussi que tous les volumes des opérations d’arbitrage comptant-terme sont réalisés au moyen d’obligations du gouvernement du Canada financées par des opérations de pension.

Bourse de Montréal (© TSX Inc. 2024, tous droits réservés) et calculs de la Banque du Canada]]></description>
    <link>https://www.banqueducanada.ca/?p=238473</link>
</groupDetail>
<seriesDetail>
<series id="FSR_2024_C3B_S1">
<label>Proportion du volume des opérations sur obligations du gouvernement du Canada</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
<series id="FSR_2024_C3B_S2">
<label>Proportion du volume des opérations de pension garanties par des obligations du gouvernement du Canada</label>
<description></description>
<dimension key="d" name="Date"/>
</series>
</seriesDetail>
<observations>
<o d="2020-01-31"><v s="FSR_2024_C3B_S1">3.30</v><v s="FSR_2024_C3B_S2">1.41</v></o>
<o d="2020-02-29"><v s="FSR_2024_C3B_S1">3.39</v><v s="FSR_2024_C3B_S2">1.73</v></o>
<o d="2020-03-31"><v s="FSR_2024_C3B_S1">4.25</v><v s="FSR_2024_C3B_S2">2.27</v></o>
<o d="2020-04-30"><v s="FSR_2024_C3B_S1">4.40</v><v s="FSR_2024_C3B_S2">2.79</v></o>
<o d="2020-05-31"><v s="FSR_2024_C3B_S1">4.15</v><v s="FSR_2024_C3B_S2">2.10</v></o>
<o d="2020-06-30"><v s="FSR_2024_C3B_S1">2.94</v><v s="FSR_2024_C3B_S2">1.74</v></o>
<o d="2020-07-31"><v s="FSR_2024_C3B_S1">3.67</v><v s="FSR_2024_C3B_S2">1.70</v></o>
<o d="2020-08-31"><v s="FSR_2024_C3B_S1">3.32</v><v s="FSR_2024_C3B_S2">1.71</v></o>
<o d="2020-09-30"><v s="FSR_2024_C3B_S1">2.65</v><v s="FSR_2024_C3B_S2">1.27</v></o>
<o d="2020-10-31"><v s="FSR_2024_C3B_S1">3.81</v><v s="FSR_2024_C3B_S2">1.93</v></o>
<o d="2020-11-30"><v s="FSR_2024_C3B_S1">3.51</v><v s="FSR_2024_C3B_S2">1.38</v></o>
<o d="2020-12-31"><v s="FSR_2024_C3B_S1">3.56</v><v s="FSR_2024_C3B_S2">1.51</v></o>
<o d="2021-01-31"><v s="FSR_2024_C3B_S1">6.20</v><v s="FSR_2024_C3B_S2">3.74</v></o>
<o d="2021-02-28"><v s="FSR_2024_C3B_S1">5.90</v><v s="FSR_2024_C3B_S2">3.22</v></o>
<o d="2021-03-31"><v s="FSR_2024_C3B_S1">5.10</v><v s="FSR_2024_C3B_S2">2.81</v></o>
<o d="2021-04-30"><v s="FSR_2024_C3B_S1">4.67</v><v s="FSR_2024_C3B_S2">2.22</v></o>
<o d="2021-05-31"><v s="FSR_2024_C3B_S1">5.65</v><v s="FSR_2024_C3B_S2">2.37</v></o>
<o d="2021-06-30"><v s="FSR_2024_C3B_S1">4.34</v><v s="FSR_2024_C3B_S2">1.73</v></o>
<o d="2021-07-31"><v s="FSR_2024_C3B_S1">4.62</v><v s="FSR_2024_C3B_S2">1.66</v></o>
<o d="2021-08-31"><v s="FSR_2024_C3B_S1">4.93</v><v s="FSR_2024_C3B_S2">1.57</v></o>
<o d="2021-09-30"><v s="FSR_2024_C3B_S1">4.36</v><v s="FSR_2024_C3B_S2">1.75</v></o>
<o d="2021-10-31"><v s="FSR_2024_C3B_S1">5.03</v><v s="FSR_2024_C3B_S2">1.78</v></o>
<o d="2021-11-30"><v s="FSR_2024_C3B_S1">6.05</v><v s="FSR_2024_C3B_S2">2.11</v></o>
<o d="2021-12-31"><v s="FSR_2024_C3B_S1">5.72</v><v s="FSR_2024_C3B_S2">2.02</v></o>
<o d="2022-01-31"><v s="FSR_2024_C3B_S1">5.56</v><v s="FSR_2024_C3B_S2">2.26</v></o>
<o d="2022-02-28"><v s="FSR_2024_C3B_S1">6.57</v><v s="FSR_2024_C3B_S2">2.67</v></o>
<o d="2022-03-31"><v s="FSR_2024_C3B_S1">5.93</v><v s="FSR_2024_C3B_S2">3.08</v></o>
<o d="2022-04-30"><v s="FSR_2024_C3B_S1">6.66</v><v s="FSR_2024_C3B_S2">2.64</v></o>
<o d="2022-05-31"><v s="FSR_2024_C3B_S1">7.17</v><v s="FSR_2024_C3B_S2">3.00</v></o>
<o d="2022-06-30"><v s="FSR_2024_C3B_S1">5.89</v><v s="FSR_2024_C3B_S2">2.49</v></o>
<o d="2022-07-31"><v s="FSR_2024_C3B_S1">7.22</v><v s="FSR_2024_C3B_S2">2.87</v></o>
<o d="2022-08-31"><v s="FSR_2024_C3B_S1">6.63</v><v s="FSR_2024_C3B_S2">2.76</v></o>
<o d="2022-09-30"><v s="FSR_2024_C3B_S1">5.41</v><v s="FSR_2024_C3B_S2">2.09</v></o>
<o d="2022-10-31"><v s="FSR_2024_C3B_S1">6.51</v><v s="FSR_2024_C3B_S2">2.54</v></o>
<o d="2022-11-30"><v s="FSR_2024_C3B_S1">8.29</v><v s="FSR_2024_C3B_S2">2.82</v></o>
<o d="2022-12-31"><v s="FSR_2024_C3B_S1">5.43</v><v s="FSR_2024_C3B_S2">1.77</v></o>
<o d="2023-01-31"><v s="FSR_2024_C3B_S1">7.68</v><v s="FSR_2024_C3B_S2">2.64</v></o>
<o d="2023-02-28"><v s="FSR_2024_C3B_S1">6.57</v><v s="FSR_2024_C3B_S2">2.54</v></o>
<o d="2023-03-31"><v s="FSR_2024_C3B_S1">6.85</v><v s="FSR_2024_C3B_S2">2.79</v></o>
<o d="2023-04-30"><v s="FSR_2024_C3B_S1">5.76</v><v s="FSR_2024_C3B_S2">2.06</v></o>
<o d="2023-05-31"><v s="FSR_2024_C3B_S1">6.47</v><v s="FSR_2024_C3B_S2">2.49</v></o>
<o d="2023-06-30"><v s="FSR_2024_C3B_S1">6.51</v><v s="FSR_2024_C3B_S2">2.54</v></o>
<o d="2023-07-31"><v s="FSR_2024_C3B_S1">5.37</v><v s="FSR_2024_C3B_S2">1.82</v></o>
<o d="2023-08-31"><v s="FSR_2024_C3B_S1">6.46</v><v s="FSR_2024_C3B_S2">2.18</v></o>
<o d="2023-09-30"><v s="FSR_2024_C3B_S1">5.85</v><v s="FSR_2024_C3B_S2">1.71</v></o>
<o d="2023-10-31"><v s="FSR_2024_C3B_S1">5.77</v><v s="FSR_2024_C3B_S2">2.05</v></o>
<o d="2023-11-30"><v s="FSR_2024_C3B_S1">8.46</v><v s="FSR_2024_C3B_S2">2.98</v></o>
<o d="2023-12-29"><v s="FSR_2024_C3B_S1">8.40</v><v s="FSR_2024_C3B_S2">2.42</v></o>
<o d="2024-01-31"><v s="FSR_2024_C3B_S1">5.87</v><v s="FSR_2024_C3B_S2">2.03</v></o>
<o d="2024-02-29"><v s="FSR_2024_C3B_S1">7.03</v><v s="FSR_2024_C3B_S2">2.22</v></o>
<o d="2024-03-31"><v s="FSR_2024_C3B_S1">6.59</v><v s="FSR_2024_C3B_S2">1.80</v></o>
<o d="2024-04-30"><v s="FSR_2024_C3B_S1">8.04</v><v s="FSR_2024_C3B_S2">2.37</v></o>
</observations>
</data>