The impact of the Bank of Canada’s Government Bond Purchase Program https://www.banqueducanada.ca/?p=223157 index 10-year benchmark 5-year benchmark 2-year benchmark 2-year benchmark spread to OIS 3-month Canadian OIS 6-month Canadian OIS 12-month Canadian OIS rem_mat Yield change (07:00 to 10:00) on March 27, 2020 Total GBPP purchases as percent of outstanding by ISIN as of August 31, 2021 $1 billion in direct purchases of Government of Canada bond $1 billion in purchases of other eligible Government of Canada bonds 2-year 5-year 10-year 174.69755066.97900055.85000035.685000 235.250000 372.46902065.90921054.370000 433.823890 533.295000 668.87000063.33898046.226450 725.626450 820.910000 965.84040053.86382042.850040 1022.479950 1122.024900 1263.20018053.18960040.089690 1321.692200 1421.264380 1562.53152050.85400039.85201021.120860 1619.749930 1761.43448050.03980039.37674020.190630 1820.179000 1919.093580 2063.64000050.44000039.539850 2117.830000 2263.32439050.75301040.56507018.622300 2365.26939054.22491040.65649018.820000 2417.390510 2566.77000054.63683041.27823017.390000 2618.465980 2718.664200 2868.75200056.93668042.467100 2919.617100 3070.97000057.21502042.895230 3120.069030 3220.092820 3369.70953057.27112042.728750 3470.49723057.67655042.69069019.840690 3569.81453057.62000042.70500019.877500 3619.852490 3769.61770057.16972042.467120 3869.64652057.62614043.032610 3970.67901058.00000043.180650 29.4023.4523.10 24.8520.2020.10 29.6023.8023.00 29.5524.6023.00 26.6523.9518.50 23.7522.6020.40 23.4522.2023.20 21.7020.2020.10 21.4019.7019.80 19.5017.9019.30 19.7017.1018.70 19.3019.4021.20 20.5019.1523.80 19.1019.2020.30 17.0518.7018.60 17.0518.7018.90 1.10-20.1526.320.0275930.0235930.019593 1.18-19.4620.650.0194700.0184700.011470 1.35-20.3234.510.0159620.0104620.001662 1.43-18.6611.270.0082240.0039240.001224 1.60-16.9935.28 1.85-15.7845.16 1.93-17.7821.21 2.10-17.6050.02 2.18-17.395.95 2.18-18.414.73 2.43-17.6213.35 2.93-17.7630.56 3.18-17.7620.62 3.18-18.0217.92 3.43-18.1444.66 3.93-18.0538.79 4.18-18.4620.65 4.44-17.9244.92 4.93-18.0154.02 5.18-18.5723.74 5.18-17.5712.40 6.18-18.5741.09 7.18-14.9440.10 7.18-15.2437.34 8.19-14.7744.85 9.19-14.1847.49 9.19-13.9524.39 10.19-14.0025.62 13.19-12.0926.19 17.19-6.6049.82 21.19-4.3239.75 25.70-3.4135.16 28.70-3.1726.65 31.70-3.1020.86 44.71-3.1322.94 -0.80-0.38 -1.20-0.71 -0.97-0.58 -0.52-0.28 -0.06-0.03 -0.007695-0.0017600.000100 0.000637-0.009780-0.011730 0.000699-0.011930-0.007310 -0.000770-0.001760-0.001920 0.0298960.0249960.012246