<?xml version="1.0" encoding="UTF-8"?>
<data>
<terms url="https://www.banqueducanada.ca/conditions-utilisation-avis/"></terms>
<groupDetail>
    <label>Borrowing Costs for Government of Canada Treasury Bills</label>
    <description><![CDATA[Ce fichier contient des données fondées sur le document de recherche de la Banque du Canada décrit ci-dessus. Les données ne constituent pas une publication officielle de statistiques de la Banque. Elles sont fournies volontairement par les auteurs.
    La Banque et les auteurs ne sont pas responsables des erreurs que pourrait contenir ce fichier et ne garantissent pas que les séries seront actualisées dans l’avenir.]]></description>
    <link>https://www.banqueducanada.ca/?p=206925</link>
</groupDetail>
<seriesDetail>
<series id="WM_SAN_JLEE20190930_C1_BIN0">
<label>Less than 0 bps</label>
<description>Average daily repo volume at different ranges of borrowing costs</description>
<dimension key="k" name="Category"/>
</series>
<series id="WM_SAN_JLEE20190930_C1_BIN1">
<label>Between 0 and 5 bps</label>
<description>Average daily repo volume at different ranges of borrowing costs</description>
<dimension key="k" name="Category"/>
</series>
<series id="WM_SAN_JLEE20190930_C1_BIN2">
<label>Between 5 and 10 bps</label>
<description>Average daily repo volume at different ranges of borrowing costs</description>
<dimension key="k" name="Category"/>
</series>
<series id="WM_SAN_JLEE20190930_C1_BIN3">
<label>Between 10 and 15 bps</label>
<description>Average daily repo volume at different ranges of borrowing costs</description>
<dimension key="k" name="Category"/>
</series>
<series id="WM_SAN_JLEE20190930_C1_BIN4">
<label>Between 15 and 20 bps</label>
<description>Average daily repo volume at different ranges of borrowing costs</description>
<dimension key="k" name="Category"/>
</series>
<series id="WM_SAN_JLEE20190930_C1_BIN5">
<label>Greater than 20 bps</label>
<description>Average daily repo volume at different ranges of borrowing costs</description>
<dimension key="k" name="Category"/>
</series>
<series id="WM_SAN_JLEE20190930_C2_S0">
<label>Security characteristics and trading conditions</label>
<description>None</description>
<dimension key="k" name="Category"/>
</series>
<series id="WM_SAN_JLEE20190930_C2_S1">
<label>Pairs of counterparties</label>
<description>None</description>
<dimension key="k" name="Category"/>
</series>
<series id="WM_SAN_JLEE20190930_C2_S2">
<label>General market conditions</label>
<description>None</description>
<dimension key="k" name="Category"/>
</series>
<series id="WM_SAN_JLEE20190930_C3A_SR">
<label>Share of relationships</label>
<description>Usage of t-bills (as % of total repo volume for GoC securities with maturities of 1 year or less)</description>
<dimension key="k" name="Category"/>
</series>
<series id="WM_SAN_JLEE20190930_C3B_STVM">
<label>Share of total repo volume</label>
<description>Usage of t-bills (as % of total repo volume for GoC securities with maturities of 1 year or less)</description>
<dimension key="k" name="Category"/>
</series>
<series id="WM_SAN_JLEE20190930_C3C_AVGBC">
<label>Average borrowing cost (basis points)</label>
<description>Usage of t-bills (as % of total repo volume for GoC securities with maturities of 1 year or less)</description>
<dimension key="k" name="Category"/>
</series>
</seriesDetail>
<observations>
<o k="T-bills"><v s="WM_SAN_JLEE20190930_C1_BIN4">4</v><v s="WM_SAN_JLEE20190930_C2_S2">0.17</v><v s="WM_SAN_JLEE20190930_C2_S1">90.73</v><v s="WM_SAN_JLEE20190930_C2_S0">9.11</v><v s="WM_SAN_JLEE20190930_C1_BIN5">3</v><v s="WM_SAN_JLEE20190930_C1_BIN3">9</v><v s="WM_SAN_JLEE20190930_C1_BIN2">35</v><v s="WM_SAN_JLEE20190930_C1_BIN1">32</v><v s="WM_SAN_JLEE20190930_C1_BIN0">17</v></o>
<o k="0–20"><v s="WM_SAN_JLEE20190930_C3A_SR">34</v><v s="WM_SAN_JLEE20190930_C3B_STVM">9</v><v s="WM_SAN_JLEE20190930_C3C_AVGBC">0.49</v></o>
<o k="20–40"><v s="WM_SAN_JLEE20190930_C3B_STVM">0</v><v s="WM_SAN_JLEE20190930_C3A_SR">3</v><v s="WM_SAN_JLEE20190930_C3C_AVGBC">-0.01</v></o>
<o k="Bonds"><v s="WM_SAN_JLEE20190930_C1_BIN0">13</v><v s="WM_SAN_JLEE20190930_C2_S2">2.11</v><v s="WM_SAN_JLEE20190930_C2_S1">34.39</v><v s="WM_SAN_JLEE20190930_C2_S0">63.51</v><v s="WM_SAN_JLEE20190930_C1_BIN5">3</v><v s="WM_SAN_JLEE20190930_C1_BIN4">4</v><v s="WM_SAN_JLEE20190930_C1_BIN3">6</v><v s="WM_SAN_JLEE20190930_C1_BIN2">20</v><v s="WM_SAN_JLEE20190930_C1_BIN1">54</v></o>
<o k="40–60"><v s="WM_SAN_JLEE20190930_C3A_SR">7</v><v s="WM_SAN_JLEE20190930_C3B_STVM">1</v><v s="WM_SAN_JLEE20190930_C3C_AVGBC">2.00</v></o>
<o k="60–80"><v s="WM_SAN_JLEE20190930_C3A_SR">17</v><v s="WM_SAN_JLEE20190930_C3B_STVM">18</v><v s="WM_SAN_JLEE20190930_C3C_AVGBC">0.70</v></o>
<o k="80–100"><v s="WM_SAN_JLEE20190930_C3A_SR">38</v><v s="WM_SAN_JLEE20190930_C3B_STVM">72</v><v s="WM_SAN_JLEE20190930_C3C_AVGBC">6.44</v></o>
</observations>
</data>