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Discontinued Data: Canada - Interest rates - Partial
Tuesday, 22 May 2018 11:08 ET
By Keith Golden
Summary
May 2018 -- Of the financial market statistics summary statistics published in CANSIM, the source has terminated select interest rate series (five monthly series 1946 to 2017, discontinued).
Detail

In response, we have:

  1. Archived the series by marking them as "discontinued" in their metadata, and by segregating in the catalog. Figures are percent rate (%), not seasonally adjusted (NSA). The series start as early as November 1946 and end as late as November 2017. 
  2. Refurbished the catalog.

The series reside in the historical catalog (Canada » Financial » Interest rates » By frequency » Monthly) and are:

  • BA%FMSFCSBUM.ICAN   = First coupon of Canada Savings Bond, (%)
  • BA%FMSRMLR5YUM.ICAN = Average residential mortgage lending rate - 5 year, (%)
  • BA%FMSFPD1MUM.ICAN  = Forward premium or discount - United States dollar in Canada: 1 month, (%)
  • BA%FMSFPD3MUM.ICAN  = Forward premium or discount - United States dollar in Canada: 3 month, (%)
  • BA%FMSCD3MSTUM.ICAN = Covered differential - United States 3 month short-term paper, (%)

Because catalog locations are subject to change, the upper-right search box on DataBuffet.com provides a "find in catalog" mode that accepts a mnemonic.

Please be aware that

  • Canada Savings Bonds are no longer sold.
  • Replace BA%FMSRMLR5YUM.ICAN with MB%MLR5YUM.ICAN, reported by CMHC.
  • The Canada-US forward exchange rate and covered differential are based in part on the CAD-USD exchange rate, whose reporting changed in May 2017 (see related article). The covered differential is the exchange rate less the forward rate.

References

Other
Related ReleaseFinancial Market Statistics (CANSIM)
SourceStatistics Canada
FrequencyMonthly
GeographyCanada
Catalog
Upcoming
Release DateReference date
01 May 2024Apr 2024