AI Analysis: International transactions in securities, loans under repurchase agreements, assets and liabilities, by type of instrument, monthly

Executive Summary

Statistics Canada's Table 36100035 tracks 374 months of Canadian international securities and repurchase agreement transactions from January 1995 to February 2026, encompassing 13,464 records across 36 unique time series of instrument, loan, and transaction types. Values range from -$1,696,031M to +$1,707,001M CAD — a span of over 3.4 trillion CAD — yet the median transaction is just $4M, reflecting a distribution heavily skewed by infrequent but massive cross-border flows. Outlier analysis identified 189 anomalous net flow months (~4.2% of records), and a near-perfect inverse correlation (-1.000) between purchases and sales confirms the structural symmetry inherent in securities trading data.

Key Findings

• The dataset spans 31+ years (January 1995 – February 2026) with 13,464 monthly observations across 36 unique time series formed by 2 loan types, 6 instrument types, and 3 transaction types.
• Transaction values range from -$1,696,031M to +$1,707,001M CAD (a 3.4 trillion CAD spread), yet the median is only $4.0M CAD — far below the mean of $62.3M — indicating extreme skewness driven by a small number of very large transactions.
• The standard deviation of $185,271.9M CAD dwarfs the mean of $62.3M, confirming exceptionally high variability across instrument types and transaction categories.
• Purchases and Sales exhibit a near-perfect inverse correlation of -1.000, while Net Flows show virtually no correlation with either Purchases (-0.006) or Sales (0.019), confirming that net flows capture a fundamentally independent dimension of market activity.
• Using the 3x IQR method, 189 outliers were detected among net flow records (~4.2% of 4,488 records), with extreme values reaching +$34,285M CAD and -$25,741M CAD — well outside the normal range of -$6,982M to +$7,094M CAD.
• The middle 50% of values fall within an IQR of $22,993.8M CAD, a relatively narrow band that underscores how the bulk of transactions are moderate while a small number of extreme flows dominate the overall range.
• Government of Canada securities (bonds and Treasury bills) are expected to dominate cross-border activity given their scale, while the 6 instrument categories collectively reveal distinct patterns in average monthly values and volatility across Canada's 30+ year international securities history.