Canada Yield Curve

Canada Yield Curve closed down by -10.71% to 0.75 on 23 January 2021 and +-24.32% on a weekly basis. Canada Yield Curve momentum was last calculated at +0.0/100 indicating positive momentum. Canada Yield Curve trend is +75.0/100 indicating a positive trend. Canada Yield Curve momentum exhaustion is 1.33408 indicating Canada Yield Curve is oversold.Canada Yield Curve RSI is 52.2334 .

Canada Yield Curve Chart

Canada Yield Curve

Canada Yield Curve Statistics

SecuritySymbolLastMomentumTrendOscillatorRSI1D%1W%1M%1Y%
Canada Yield CurveCA.YC0.7500.751.3340852.2334-10.71-24.32-37.81-6.34831

Canada Yield Curve closed at 0.75 on 23 January 2021. Canada Yield Curve trend was last calculated at +75.0/100 (range: -100 to +100) indicating a positive trend based on MacroVar models. Canada Yield Curve momentum was last calculated at +0.0/100 (range: -100 to +100) indicating positive momentum. Canada Yield Curve momentum exhaustion is 1.33408 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating Canada Yield Curve is oversold and a possible reversal is imminent. Canada Yield Curve RSI was last calculated at 52.2334. Canada Yield Curve moving averages were last recorded as follows: 1-month moving average: 0.4808 in an uptrend , 1-quarter moving average: 0.42193 in an uptrend and 1-year moving average: 0.23952 in an uptrend. Canada Yield Curve annual return was last recorded at None%, daily return was last recorded at -10.71%, and weekly return was last recorded at -24.32%. Canada Yield Curve histrorical 20-day volatility was last recorded at 66.1867%, Canada Yield Curve alpha None, Canada Yield Curve beta None and Canada Yield Curve maximum drawdown was recorded at None%. MacroVar models monitor Canada Yield Curve statistics based on historical data since 1970.

Canada Yield Curve News

Canada Markets

MarketSymbolLastMomTrendExhRSI1D%1W%1M%1Y%
S&P/TSX CompositeTSE2011000.751.0450353.0961-0.18-0.454.90.02168
Canada ETFEWC36.75111.4607364.0678-0.46-2.233.840.05137
Canadian Dollar US Dollar (CAD/USD)CADUSD 1.26-1-1-1.696836.96020.732.372.32-0.02377
Canada 10-Year Bond YieldCA.10Y1.22-0.5-0.25-0.2448142.0376-5.79-14.14-20.31-0.55997
Canada 5-Year Bond YieldCA.5Y0.81-0.5-0.5-0.5412934.4957-11.09-14.74-14.74-0.7685
Canada 2-year bond yieldCA.2Y0.48-1-1-0.6896331.55075.4911.6347.69-0.87739
Canada Yield CurveCA.YC0.7500.751.3340852.2334-10.71-24.32-37.81-6.34831
Canada Credit Default SwapsCDS.Canada37.8-0.50.51.8011361.323300-0.260.10909

Canada Economic Indicators

IndicatorActualPreviousM/M%Y/Y%TrendSlopeZS5YUpdate
balance of trade-1390462-4.00866-0.229021.01.00.452021-05-31
bank lending rate2.452.450-0.379747-1.0-1.00.0252020-05-30
banks balance sheet709612070533600.006062360.13251.01.00.9166672020-09-30
building permits1110720011162400-0.004945170.8019961.01.012021-04-30
business confidence71.964.70.1112830.2353951.01.00.9333332021-06-30
capacity utilization81.779.70.0250941-0.02038371.0-1.00.3666672021-01-31
capital flows-38-48-0.2083331.714291.0-1.00.7666672021-01-01
car registrations151912166709-0.08875950.391481.01.00.9666672021-05-31
central bank balance sheet4767134761640.001152960.0134614-1.01.00.01666672021-05-31
consumer confidence55.751.490.08176340.2633251.01.00.9666672021-07-31
consumer price index cpi141140.30.004989310.03600291.01.012021-05-31
core inflation rate2.82.30.21739131.01.012021-05-31
current account1180-7261-1.16251-1.080331.01.00.2166672021-01-01
current account to gdp-1.9-2.1-0.0952381-5.751.0-1.002019-02-28
deposit interest rate0.160.1600.3333331.01.00.7166672021-05-28
exports4953050333.4-0.01596160.4565421.01.00.9833332021-05-31
external debt30362303147440-0.03533350.2114011.01.00.32021-01-31
fiscal expenditure64021421700.5181650.6838771.01.00.92021-03-31
foreign direct investment1962024826.904920.195031.01.00.62021-01-01
foreign exchange reserves8905389205-0.001703940.0203491.01.00.4833332021-06-30
gdp1736.431716.260.01175230.1852931.01.002019-01-31
Real GDP207777020459200.01556760.0157861.01.00.1833332021-01-01
gdp growth1.42.2-0.36363611.01.00.8416672021-01-01
gdp growth annual0.3-3.2-1.09375-0.8846151.0-1.00.2666672021-01-01
gdp growth annualized5.69.3-0.3978491.153851.01.00.852021-01-01
gold reserves1.73-0.433333-0.5-1.0-1.002015-10-01
government budget-15.9-1.59.6-27.5-1.0-1.002019-02-28
Government budget-31440-143701.187891.12519-1.0-1.00.8333332021-03-31
government debt to gdp117.886.80.3571430.7323531.01.002020-01-31
government revenues34517291770.1830210.3383871.01.012021-03-31
housing index116114.40.0139860.1132441.01.012021-05-31
housing starts282.07286.296-0.01476090.3306951.01.00.92021-06-30
imports50916.2498710.02095810.4219191.01.012021-05-31
industrial production1.83-4.58-1.39956-1.321621.01.00.42021-03-31
industrial production mom0.7-1.5-1.46667-1.129631.01.00.52021-03-31
inflation cpi3.63.40.0588235-101.01.00.03333332021-05-31
interbank rate0.440.44001.0-1.00.62021-06-01
interest rate0.250.250-0.857143-1.0-1.00.0252021-01-20
loans to private sector456553470238-0.0291023-0.152413-1.0-1.00.01666672021-04-30
manufacturing pmi56.557-0.008771930.1820081.01.00.952021-06-30
money supply m04968024945860.004480523.777541.01.00.9833332021-03-31
money supply m1150000014606000.02697520.2647341.01.00.8666672021-04-30
money supply m2219973021826200.00783920.146781.01.00.8333332021-04-30
money supply m329442402966080-0.007363250.04525771.01.00.2333332021-04-30
Producer Price Index113.9114.4-0.004370630.1622451.01.00.9833332021-06-30
PPI Index3869173823150.01203720.05177361.01.00.852021-05-31
retail sales MoM-5.73.6-2.58333-0.770161-1.01.00.6666672021-04-30
retail sales56.724.71.29555-2.783021.01.00.12021-04-30
retail sales ex autos-7.24.3-2.67442-0.652174-1.01.00.6666672021-04-30
unemployment rate7.88.2-0.0487805-0.365854-1.0-1.00.052021-06-30
youth unemployment rate13.615.9-0.144654-0.50365-1.0-1.00.01666672021-06-30
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