<?xml version="1.0" encoding="UTF-8"?>
<data>
<terms url="https://www.banqueducanada.ca/conditions-utilisation-avis/"></terms>
<groupDetail>
    <label>Customer Liquidity Provision in Canadian Bond Markets</label>
    <description><![CDATA[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.]]></description>
    <link></link>
</groupDetail>
<seriesDetail>
<series id="WM_SAN_GARO20180319_CHART1_ON">
<label>Ontario_Volume</label>
<description>Ontario, Volume (%)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART1_QC">
<label>Quebec_Volume</label>
<description>Quebec, Volume (%)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART1_OTHERS">
<label>Other provinces_Volume</label>
<description>Other provinces, Volume (%)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART1_CCORPALL">
<label>Canadian corporates, all_Volume</label>
<description>Canadian Corporates (All), Volume (%)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART1_USCORP">
<label>US corporates, investment grade_Volume</label>
<description>US Corporates (Investment Grade), Volume (%)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART2_ON_DEALER">
<label>Ontario_Dealer-supplied liquidity</label>
<description>Ontario, Dealer-supplied liquidity, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART2_QC_DEALER">
<label>Quebec_Dealer-supplied liquidity</label>
<description>Quebec, Dealer-supplied liquidity, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART2_OTHERS_DEALER">
<label>Other provinces_Dealer-supplied liquidity</label>
<description>Other provinces, Dealer-supplied liquidity, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART2_CORP_DEALER">
<label>Corporates_Dealer-supplied liquidity</label>
<description>Corporates, Dealer-supplied liquidity, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART2_ON_CUSTOMER">
<label>Ontario_Customer-supplied liquidity</label>
<description>Ontario, Customer-supplied liquidity, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART2_QC_CUSTOMER">
<label>Quebec_Customer-supplied liquidity</label>
<description>Quebec, Customer-supplied liquidity, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART2_OTHERS_CUSTOMER">
<label>Other provinces_Customer-supplied liquidity</label>
<description>Other provinces, Customer-supplied liquidity, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART2_CORP_CUSTOMER">
<label>Corporates_Customer-supplied liquidity</label>
<description>Corporates, Customer-supplied liquidity, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART3_ON_DEALER">
<label>Ontario_Dealer-supplied liquidity</label>
<description>Ontario, Dealer-supplied liquidity, Revenue (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART3_QC_DEALER">
<label>Quebec_Dealer-supplied liquidity</label>
<description>Quebec, Dealer-supplied liquidity, Revenue (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART3_OTHERS_DEALER">
<label>Other provinces_Dealer-supplied liquidity</label>
<description>Other provinces, Dealer-supplied liquidity, Revenue (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART3_CORP_DEALER">
<label>Corporates_Dealer-supplied liquidity</label>
<description>Corporates, Dealer-supplied liquidity, Revenue (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART3_ON_CUSTOMER">
<label>Ontario_Customer-supplied liquidity</label>
<description>Ontario, Customer-supplied liquidity, Revenue (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART3_QC_CUSTOMER">
<label>Quebec_Customer-supplied liquidity</label>
<description>Quebec, Customer-supplied liquidity, Revenue (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART3_OTHERS_CUSTOMER">
<label>Other provinces_Customer-supplied liquidity</label>
<description>Other provinces, Customer-supplied liquidity, Revenue (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART3_CORP_CUSTOMER">
<label>Corporates_Customer-supplied liquidity</label>
<description>Corporates, Customer-supplied liquidity, Revenue (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART4_ON_H">
<label>Ontario_Days with high customer liquidity provision</label>
<description>Days with high customer liquidity provision, Ontario, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART4_QC_H">
<label>Quebec_Days with high customer liquidity provision</label>
<description>Days with high customer liquidity provision, Quebec, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART4_OTHERS_H">
<label>Other provinces_Days with high customer liquidity provision</label>
<description>Days with high customer liquidity provision, Other provinces, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART4_CORP_H">
<label>Corporates_Days with high customer liquidity provision</label>
<description>Days with high customer liquidity provision, Corporates, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART4_ON_L">
<label>Ontario_Days with low customer liquidity provision</label>
<description>Days with low customer liquidity provision, Ontario, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART4_QC_L">
<label>Quebec_Days with low customer liquidity provision</label>
<description>Days with low customer liquidity provision, Quebec, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART4_OTHERS_L">
<label>Other provinces_Days with low customer liquidity provision</label>
<description>Days with low customer liquidity provision, Other provinces, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART4_CORP_L">
<label>Corporates_Days with low customer liquidity provision</label>
<description>Days with low customer liquidity provision, Corporates, Spread (basis points)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART5_ON_H_DEALER">
<label>Ontario-High_Dealer-supplied liquidity</label>
<description>Dealer-supplied liquidity on high trading volumes days, Ontario ($B)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART5_ON_H_CUSTOMER">
<label>Ontario-High_Customer-supplied liquidity</label>
<description>Customer-supplied liquidity on high trading volumes days, Ontario ($B)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART5_ON_L_DEALER">
<label>Ontario-Low_Dealer-supplied liquidity</label>
<description>Dealer-supplied liquidity on low trading volumes days, Ontario ($B)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART5_ON_L_CUSTOMER">
<label>Ontario-Low_Customer-supplied liquidity</label>
<description>Customer-supplied liquidity on low trading volumes days, Ontario ($B)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART5_QC_H_DEALER">
<label>Quebec-High_Dealer-supplied liquidity</label>
<description>Dealer-supplied liquidity on high trading volumes days, Quebec ($B)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART5_QC_H_CUSTOMER">
<label>Quebec-High_Customer-supplied liquidity</label>
<description>Customer-supplied liquidity on high trading volumes days, Quebec ($B)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART5_QC_L_DEALER">
<label>Quebec-Low_Dealer-supplied liquidity</label>
<description>Dealer-supplied liquidity on low trading volumes days, Quebec ($B)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART5_QC_L_CUSTOMER">
<label>Quebec-Low_Customer-supplied liquidity</label>
<description>Customer-supplied liquidity on low trading volumes days, Quebec ($B)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART5_OTHERS_H_DEALER">
<label>Other provinces-High_Dealer-supplied liquidity</label>
<description>Dealer-supplied liquidity on high trading volumes days, Other provinces ($B)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART5_OTHERS_H_CUSTOMER">
<label>Other provinces-High_Customer-supplied liquidity</label>
<description>Customer-supplied liquidity on high trading volumes days, Other provinces ($B)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART5_OTHERS_L_DEALER">
<label>Other provinces-Low_Dealer-supplied liquidity</label>
<description>Dealer-supplied liquidity on low trading volumes days, Other provinces ($B)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART5_OTHERS_L_CUSTOMER">
<label>Other provinces-Low_Customer-supplied liquidity</label>
<description>Customer-supplied liquidity on low trading volumes days, Other provinces ($B)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART5_CORP_H_DEALER">
<label>Corporates-High_Dealer-supplied liquidity</label>
<description>Dealer-supplied liquidity on high trading volumes days, Corporates ($B)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART5_CORP_H_CUSTOMER">
<label>Corporates-High_Customer-supplied liquidity</label>
<description>Customer-supplied liquidity on high trading volumes days, Corporates ($B)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART5_CORP_L_DEALER">
<label>Corporates-Low_Dealer-supplied liquidity</label>
<description>Dealer-supplied liquidity on low trading volumes days, Corporates ($B)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_GARO20180319_CHART5_CORP_L_CUSTOMER">
<label>Corporates-Low_Customer-supplied liquidity</label>
<description>Customer-supplied liquidity on low trading volumes days, Corporates ($B)</description>
<dimension key="d" name="Date"/>
</series>
</seriesDetail>
<observations>
<o d="2017-08-21"><v s="WM_SAN_GARO20180319_CHART5_QC_H_CUSTOMER">0.096</v><v s="WM_SAN_GARO20180319_CHART4_OTHERS_H">21.82</v><v s="WM_SAN_GARO20180319_CHART4_CORP_H">3.31</v><v s="WM_SAN_GARO20180319_CHART4_ON_L">1.12</v><v s="WM_SAN_GARO20180319_CHART4_QC_L">0.13</v><v s="WM_SAN_GARO20180319_CHART4_OTHERS_L">1.56</v><v s="WM_SAN_GARO20180319_CHART4_CORP_L">2.15</v><v s="WM_SAN_GARO20180319_CHART5_ON_H_DEALER">1.866</v><v s="WM_SAN_GARO20180319_CHART5_ON_H_CUSTOMER">0.165</v><v s="WM_SAN_GARO20180319_CHART5_ON_L_DEALER">1.484</v><v s="WM_SAN_GARO20180319_CHART5_ON_L_CUSTOMER">0.011</v><v s="WM_SAN_GARO20180319_CHART5_QC_H_DEALER">0.789</v><v s="WM_SAN_GARO20180319_CHART4_QC_H">2.10</v><v s="WM_SAN_GARO20180319_CHART5_QC_L_DEALER">0.561</v><v s="WM_SAN_GARO20180319_CHART5_QC_L_CUSTOMER">0.004</v><v s="WM_SAN_GARO20180319_CHART5_OTHERS_H_DEALER">0.503</v><v s="WM_SAN_GARO20180319_CHART5_OTHERS_H_CUSTOMER">0.108</v><v s="WM_SAN_GARO20180319_CHART5_OTHERS_L_DEALER">0.208</v><v s="WM_SAN_GARO20180319_CHART5_OTHERS_L_CUSTOMER">0.001</v><v s="WM_SAN_GARO20180319_CHART5_CORP_H_DEALER">0.291</v><v s="WM_SAN_GARO20180319_CHART5_CORP_H_CUSTOMER">0.042</v><v s="WM_SAN_GARO20180319_CHART5_CORP_L_DEALER">0.249</v><v s="WM_SAN_GARO20180319_CHART5_CORP_L_CUSTOMER">0.002</v><v s="WM_SAN_GARO20180319_CHART2_OTHERS_CUSTOMER">26.67</v><v s="WM_SAN_GARO20180319_CHART1_QC">5.33</v><v s="WM_SAN_GARO20180319_CHART1_OTHERS">6.36</v><v s="WM_SAN_GARO20180319_CHART1_CCORPALL">8.87</v><v s="WM_SAN_GARO20180319_CHART1_USCORP">15.99</v><v s="WM_SAN_GARO20180319_CHART2_ON_DEALER">2.23</v><v s="WM_SAN_GARO20180319_CHART2_QC_DEALER">0.84</v><v s="WM_SAN_GARO20180319_CHART2_OTHERS_DEALER">9.36</v><v s="WM_SAN_GARO20180319_CHART2_CORP_DEALER">2.48</v><v s="WM_SAN_GARO20180319_CHART2_ON_CUSTOMER">3.80</v><v s="WM_SAN_GARO20180319_CHART2_QC_CUSTOMER">0.67</v><v s="WM_SAN_GARO20180319_CHART1_ON">3.78</v><v s="WM_SAN_GARO20180319_CHART2_CORP_CUSTOMER">11.12</v><v s="WM_SAN_GARO20180319_CHART3_ON_DEALER">6.02</v><v s="WM_SAN_GARO20180319_CHART3_QC_DEALER">7.46</v><v s="WM_SAN_GARO20180319_CHART3_OTHERS_DEALER">21.52</v><v s="WM_SAN_GARO20180319_CHART3_CORP_DEALER">8.85</v><v s="WM_SAN_GARO20180319_CHART3_ON_CUSTOMER">3.60</v><v s="WM_SAN_GARO20180319_CHART3_QC_CUSTOMER">-1.21</v><v s="WM_SAN_GARO20180319_CHART3_OTHERS_CUSTOMER">20.21</v><v s="WM_SAN_GARO20180319_CHART3_CORP_CUSTOMER">6.20</v><v s="WM_SAN_GARO20180319_CHART4_ON_H">4.31</v></o>
</observations>
</data>