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Selected Bond Yields: 10-Year Lookup

Selected Treasury Bill Yields

Government of Canada benchmark bonds and effective dates
Benchmark bond yields

Selected benchmark bond yields are based on mid-market closing yields of selected Government of Canada bond issues that mature approximately in the indicated terms. The bond issues used are not necessarily the ones with the remaining time to maturity that is the closest to the indicated term and may differ from other sources. The selected 2-, 5-, 10-, or 30-year issues are generally changed when a building benchmark bond is adopted by financial markets as a benchmark, typically after the last auction for that bond. The selected 3-year issue is usually updated at approximately the same time as changes are made to the 2-year, and sometimes with the 5-year. The selected 7-year issue is typically updated at approximately the same time as the 5- or 10-year benchmarks are changed. The current benchmark bond issues and their effective dates, shown in brackets, are as follows.

2 year - 2008.12.01, 4.25% (2006.09.01);
3 year - 2009.09.01, 4.25% (2006.08.18);
5 year - 2011.09.01, 3.75% (2006.08.18);
7 year - 2013.06.01, 5.25% (2006.08.09);
10 year - 2016.06.01, 4.00% (2006.08.09);

Long - 2033.06.01, 5.75% (2004.07.19);
RRB - 2031.12.01, 4.00% (2001.11.23)

Rates and Statistics

Interest Rates

Selected Bond Yields

See also: Selected Bond Yields: 10-Year Lookup

  • Text and PDF versions of the five-day data are also available

Govt. of Canada marketable bonds, avg. yield: 1-3 year
Previous data

GRAPH PERIOD:
5 Dec 2005 - 5 Dec 2006
29 Nov 2006:  3.92
30 Nov 2006:  3.88
1 Dec 2006:  3.81
4 Dec 2006:  3.79
5 Dec 2006:  3.80

Govt. of Canada marketable bonds, avg. yield: 3-5 year
Previous data

GRAPH PERIOD:
5 Dec 2005 - 5 Dec 2006
29 Nov 2006:  3.85
30 Nov 2006:  3.81
1 Dec 2006:  3.74
4 Dec 2006:  3.75
5 Dec 2006:  3.76

Govt. of Canada marketable bonds, avg. yield: 5-10 year
Previous data

GRAPH PERIOD:
5 Dec 2005 - 5 Dec 2006
29 Nov 2006:  3.90
30 Nov 2006:  3.86
1 Dec 2006:  3.82
4 Dec 2006:  3.82
5 Dec 2006:  3.83

Govt. of Canada marketable bonds, avg. yield: +10 year
Previous data

GRAPH PERIOD:
5 Dec 2005 - 5 Dec 2006
29 Nov 2006:  4.03
30 Nov 2006:  4.00
1 Dec 2006:  3.97
4 Dec 2006:  3.98
5 Dec 2006:  3.98

Govt. of Canada benchmark bond yields: 2 year
Previous data

GRAPH PERIOD:
5 Dec 2005 - 5 Dec 2006
29 Nov 2006:  3.90
30 Nov 2006:  3.87
1 Dec 2006:  3.79
4 Dec 2006:  3.79
5 Dec 2006:  3.80

Govt. of Canada benchmark bond yields: 3 year
Previous data

GRAPH PERIOD:
5 Dec 2005 - 5 Dec 2006
29 Nov 2006:  3.87
30 Nov 2006:  3.84
1 Dec 2006:  3.76
4 Dec 2006:  3.77
5 Dec 2006:  3.77

Govt. of Canada benchmark bond yields: 5 year
Previous data

GRAPH PERIOD:
5 Dec 2005 - 5 Dec 2006
29 Nov 2006:  3.85
30 Nov 2006:  3.81
1 Dec 2006:  3.74
4 Dec 2006:  3.75
5 Dec 2006:  3.76

Govt. of Canada benchmark bond yields: 7 year
Previous data

GRAPH PERIOD:
5 Dec 2005 - 5 Dec 2006
29 Nov 2006:  3.87
30 Nov 2006:  3.83
1 Dec 2006:  3.79
4 Dec 2006:  3.80
5 Dec 2006:  3.80

Govt. of Canada benchmark bond yields: 10 year
Previous data

GRAPH PERIOD:
5 Dec 2005 - 5 Dec 2006
29 Nov 2006:  3.94
30 Nov 2006:  3.90
1 Dec 2006:  3.86
4 Dec 2006:  3.87
5 Dec 2006:  3.87

Govt. of Canada benchmark bond yields: Long-term
Previous data

GRAPH PERIOD:
5 Dec 2005 - 5 Dec 2006
29 Nov 2006:  4.02
30 Nov 2006:  3.99
1 Dec 2006:  3.96
4 Dec 2006:  3.97
5 Dec 2006:  3.97

Real return bond, long term
Previous data

GRAPH PERIOD:
5 Dec 2005 - 5 Dec 2006
29 Nov 2006:  1.63
30 Nov 2006:  1.60
1 Dec 2006:  1.56
4 Dec 2006:  1.57
5 Dec 2006:  1.57

NOTE: Government of Canada bond yields are mid-market closing rates.