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  • Canadian Futures Strip

    (%)

    fixedincome cad 90
  • Canadian 10 Year Bond Yields

    (%)

    fixedincome cad 10
  • Canadian Yield Curve Slope

    (10 year - 90 day)

    fixedincome cad slope
  • Monthly Change in 10 Year Yields

    (percentage points)

    fixedincome cad month
  • Weekly Change in 10 Year Yields

    (percentage points)

    fixedincome cad week
  • Spread Versus Other Countries

    (average = 1990 to 2016)

    fixedincome CADspreads
  • Canadian vs US Bond Spread

    (Can 10y - US 10y)

    fixedincome cadusd
  • Canadian vs German Bond Spread

    (Can 10y - Ger 10y)

    fixedincome cadeur
  • Canadian vs UK Bond Spread

    (Can 10y - UK 10y)

    fixedincome cadgbp
  • Canadian vs Swiss Bond Spread

    (Can 10y - Swiss 10y)

    fixedincome cadchf
  • Canadian vs Swedish Bond Spread

    (Can 10y - Swed 10y)

    fixedincome cadsek
  • Canadian vs Norwegian Bond Sprd

    (Can 10y - Nor 10y)

    fixedincome cadnok
  • Canadian vs Japanese Bond Spread

    (Can 10y - Jap 10y)

    fixedincome cadjpy
  • Canadian vs Australian Bond Spread

    (Can 10y - Aus 10y)

    fixedincome cadaud
  • Canadian vs NZ Bond Spread

    (Can 10y - NZ 10y)

    fixedincome cadnzd

 

Please click below for our latest research that discusses Canadian fixed income.

 

  • Markets

    catImgMarkets
    CAD is a tad below its real mean. Futures price in 50bp of rate cuts by Dec 2021. Yields have nudged up, spreads remain high and the curve remains inverted. Equities have underperformed. download »
  • Financial Forecasts

    catImgForcasts
    NOK, SEK, JPY and AUD are lower than is likey to be sustained. As inflation rises and is sustained, central banks will switch to tightening policy, despite modest growth. As this moves into view, a major re-pricing of bonds will take place. download »
  • Investing

    catImgInvesting
    Policy will stay accommodative until domestic conditions urge a change. Bond yields should rise from low levels but perhaps less than elsewhere. While not clearly mispriced, CAD remains an attractive funding currency. download »