Canada Yield Curve and Bond Issuance
Canada issues Canadian Treasury bills every two weeks with maturities of three and six months and one year. The terms to maturities are 98 days, 168 days, 182 days, 350 days, and 364 days. T-Bills are priced at a discount and have been issued in book-entry form since 2008 (Bank of Canada). Canadian tradeable bonds include maturities of two years, three years, five years, seven years, 10 years, and 30 years.
Maturities of two-, five-, 10-, and 30-year Government of Canada bond futures contracts trade on the Montreal Exchange, Canada's premier futures and options exchange. The two-year bond contract is termed the CGZ, the five-year is the CGF, the 10-year is the CGB, and the 30-year is the LGB. Direct bond trading ...
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