Government Issued Bonds and Yield Curve
Canadian Government Issued Bonds
Government Issued bonds are a set of debt securities with differing terms to maturity but the same risk, liquidity, and tax considerations. The maturity can be short term or long term.
| Date |
Value |
Previous |
Change |
| May 14, 2012 |
0.91 |
0.91 |
-- |
| May 11, 2012 |
0.91 |
0.91 |
-- |
| May 10, 2012 |
0.91 |
0.86 |
+5.00 bps |
| May 9, 2012 |
0.86 |
0.91 |
-5.00 bps |
| May 8, 2012 |
0.91 |
0.93 |
-2.00 bps |
| May 7, 2012 |
0.93 |
0.93 |
-- |
| May 4, 2012 |
0.93 |
0.92 |
+1.00 bps |
| May 3, 2012 |
0.92 |
0.96 |
-4.00 bps |
| May 2, 2012 |
0.96 |
0.96 |
-- |
| May 1, 2012 |
0.96 |
0.97 |
-1.00 bps |
| Date |
Value |
Previous |
Change |
| May 14, 2012 |
1.01 |
1.01 |
-- |
| May 11, 2012 |
1.01 |
1.00 |
+1.00 bps |
| May 10, 2012 |
1.00 |
0.99 |
+1.00 bps |
| May 9, 2012 |
0.99 |
1.02 |
-3.00 bps |
| May 8, 2012 |
1.02 |
1.01 |
+1.00 bps |
| May 7, 2012 |
1.01 |
1.01 |
-- |
| May 4, 2012 |
1.01 |
1.02 |
-1.00 bps |
| May 3, 2012 |
1.02 |
1.03 |
-1.00 bps |
| May 2, 2012 |
1.03 |
1.05 |
-2.00 bps |
| May 1, 2012 |
1.05 |
1.05 |
-- |
| Date |
Value |
Previous |
Change |
| May 14, 2012 |
1.10 |
1.10 |
-- |
| May 11, 2012 |
1.10 |
1.07 |
+3.00 bps |
| May 10, 2012 |
1.07 |
1.06 |
+1.00 bps |
| May 9, 2012 |
1.06 |
1.07 |
-1.00 bps |
| May 8, 2012 |
1.07 |
1.08 |
-1.00 bps |
| May 7, 2012 |
1.08 |
1.08 |
-- |
| May 4, 2012 |
1.08 |
1.12 |
-4.00 bps |
| May 3, 2012 |
1.12 |
1.12 |
-- |
| May 2, 2012 |
1.12 |
1.13 |
-1.00 bps |
| May 1, 2012 |
1.13 |
1.13 |
-- |
| Date |
Value |
Previous |
Change |
| May 14, 2012 |
1.20 |
1.23 |
-3.00 bps |
| May 11, 2012 |
1.23 |
1.18 |
+5.00 bps |
| May 10, 2012 |
1.18 |
1.17 |
+1.00 bps |
| May 9, 2012 |
1.17 |
1.19 |
-2.00 bps |
| May 8, 2012 |
1.19 |
1.20 |
-1.00 bps |
| May 7, 2012 |
1.20 |
1.19 |
+1.00 bps |
| May 4, 2012 |
1.19 |
1.24 |
-5.00 bps |
| May 3, 2012 |
1.24 |
1.24 |
-- |
| May 2, 2012 |
1.24 |
1.27 |
-3.00 bps |
| May 1, 2012 |
1.27 |
1.27 |
-- |
| Date |
Value |
Previous |
Change |
| May 14, 2012 |
1.27 |
1.30 |
-3.00 bps |
| May 11, 2012 |
1.30 |
1.24 |
+6.00 bps |
| May 10, 2012 |
1.24 |
1.22 |
+2.00 bps |
| May 9, 2012 |
1.22 |
1.22 |
-- |
| May 8, 2012 |
1.22 |
1.27 |
-5.00 bps |
| May 7, 2012 |
1.27 |
1.25 |
+2.00 bps |
| May 4, 2012 |
1.25 |
1.30 |
-5.00 bps |
| May 3, 2012 |
1.30 |
1.31 |
-1.00 bps |
| May 2, 2012 |
1.31 |
1.33 |
-2.00 bps |
| May 1, 2012 |
1.33 |
1.34 |
-1.00 bps |
| Date |
Value |
Previous |
Change |
| May 14, 2012 |
1.34 |
1.37 |
-3.00 bps |
| May 11, 2012 |
1.37 |
1.33 |
+4.00 bps |
| May 10, 2012 |
1.33 |
1.32 |
+1.00 bps |
| May 9, 2012 |
1.32 |
1.32 |
-- |
| May 8, 2012 |
1.32 |
1.37 |
-5.00 bps |
| May 7, 2012 |
1.37 |
1.35 |
+2.00 bps |
| May 4, 2012 |
1.35 |
1.40 |
-5.00 bps |
| May 3, 2012 |
1.40 |
1.41 |
-1.00 bps |
| May 2, 2012 |
1.41 |
1.43 |
-2.00 bps |
| May 1, 2012 |
1.43 |
1.44 |
-1.00 bps |
| Date |
Value |
Previous |
Change |
| May 14, 2012 |
1.46 |
1.49 |
-3.00 bps |
| May 11, 2012 |
1.49 |
1.48 |
+1.00 bps |
| May 10, 2012 |
1.48 |
1.48 |
-- |
| May 9, 2012 |
1.48 |
1.48 |
-- |
| May 8, 2012 |
1.48 |
1.52 |
-4.00 bps |
| May 7, 2012 |
1.52 |
1.51 |
+1.00 bps |
| May 4, 2012 |
1.51 |
1.56 |
-5.00 bps |
| May 3, 2012 |
1.56 |
1.58 |
-2.00 bps |
| May 2, 2012 |
1.58 |
1.60 |
-2.00 bps |
| May 1, 2012 |
1.60 |
1.60 |
-- |
| Date |
Value |
Previous |
Change |
| May 14, 2012 |
1.65 |
1.68 |
-3.00 bps |
| May 11, 2012 |
1.68 |
1.68 |
-- |
| May 10, 2012 |
1.68 |
1.68 |
-- |
| May 9, 2012 |
1.68 |
1.67 |
+1.00 bps |
| May 8, 2012 |
1.67 |
1.71 |
-4.00 bps |
| May 7, 2012 |
1.71 |
1.71 |
-- |
| May 4, 2012 |
1.71 |
1.69 |
+2.00 bps |
| May 3, 2012 |
1.69 |
1.70 |
-1.00 bps |
| May 2, 2012 |
1.70 |
1.73 |
-3.00 bps |
| May 1, 2012 |
1.73 |
1.73 |
-- |
| Date |
Value |
Previous |
Change |
| May 14, 2012 |
1.94 |
1.97 |
-3.00 bps |
| May 11, 2012 |
1.97 |
1.99 |
-2.00 bps |
| May 10, 2012 |
1.99 |
1.99 |
-- |
| May 9, 2012 |
1.99 |
1.97 |
+2.00 bps |
| May 8, 2012 |
1.97 |
2.02 |
-5.00 bps |
| May 7, 2012 |
2.02 |
2.02 |
-- |
| May 4, 2012 |
2.02 |
2.00 |
+2.00 bps |
| May 3, 2012 |
2.00 |
2.02 |
-2.00 bps |
| May 2, 2012 |
2.02 |
2.05 |
-3.00 bps |
| May 1, 2012 |
2.05 |
2.04 |
+1.00 bps |
| Date |
Value |
Previous |
Change |
| May 14, 2012 |
2.44 |
2.47 |
-3.00 bps |
| May 11, 2012 |
2.47 |
2.50 |
-3.00 bps |
| May 10, 2012 |
2.50 |
2.51 |
-1.00 bps |
| May 9, 2012 |
2.51 |
2.50 |
+1.00 bps |
| May 8, 2012 |
2.50 |
2.54 |
-4.00 bps |
| May 7, 2012 |
2.54 |
2.54 |
-- |
| May 4, 2012 |
2.54 |
2.59 |
-5.00 bps |
| May 3, 2012 |
2.59 |
2.59 |
-- |
| May 2, 2012 |
2.59 |
2.61 |
-2.00 bps |
| May 1, 2012 |
2.61 |
2.61 |
-- |
Canadian Yield Curve
The yield curve plots the return on various fixed income instruments. The shape of the curve illustrates the relationship between expectd yields and time to maturity. In Canada, yields on new domestic bond issues reflect changes to the Bank Rate.
