AI Analysis: Financial market statistics, last Wednesday unless otherwise stated, Bank of Canada

Executive Summary

Statistics Canada Table 10100122 provides nearly 91 years of Canadian financial market data (January 1935 to February 2026), encompassing 55,969 records across 71 distinct Bank of Canada rate series. The dataset is dominated by percentage-based interest rate metrics (52,889 records) with a median value of 5.25%, though extreme non-percentage values — such as a Treasury bill auction amount reaching 30,100.0 in August 2025 — create severe right-skew with a mean of 242.16. Strong positive correlations across short- and long-term rate series reflect how Bank of Canada monetary policy decisions ripple consistently across the yield curve over multiple economic cycles.

Key Findings

• The dataset spans 91 years (January 1935 – February 2026), containing 55,969 records across 71 unique rate series and 933 monthly time periods.
• After removing 13,950 null values and 5 sentinel values (-99.999), 42,014 valid records were available for analysis — meaning approximately 25% of all records required filtering.
• The distribution is heavily right-skewed: the mean value is 242.16 versus a median of just 5.25, driven by non-percentage series such as Treasury bill auction amounts that reach as high as 30,100.0.
• Percentage-based rate series (52,889 records) are far more tightly distributed, with a mean of 5.74% and a median of 5.02%, ranging from -4.3% to 22.75%.
• The lowest recorded value of -4.3 belongs to the US dollar forward premium/discount series in November 1980, reflecting extreme currency market volatility during that period.
• The correlation heatmap of 12 key rate series reveals strong positive relationships among short-term and long-term yields, consistent with interest rate movements propagating across the full yield curve.
• The dataset is updated monthly by Statistics Canada, with the most recent data point recorded on February 27, 2026, ensuring near-real-time relevance for financial market analysis.