Segments of the Canadian Fixed Income Market
SC Short Term Corporates
MC Medium Term Corporates
LC Long Term Corporates
Canadian investment grade bonds: Annual total return
This chart shows the wide range of returns earned by the major components of the fixed income market:
•Maturity: short, mid, and long term bonds
•Sector: federal, provincial, and corporate bonds
*As of Sept 30th 2010
SP Short Term Provincials
MP Medium Term Provincials
LP Long Term Provincials
SF Short Term Federals
MF Medium Term Federals
LF Long Term Federals
1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010*
SC 2.6 LF 13.7 SC 9.8 LP 12.4 LC 13.2 LC 10.6 LF 14.5 LC 4.9 MF 5.0 MF 14.9 LC 25.9 LC 15.4
SP 2.2 LP 13.5 SP 9.5 MC 11.0 MC 8.9 LF 10.4 LP 13.7 LP 4.5 LF 4.8 LF 12.3 MC 21.3 LF 14.6
SF 2.2 MP 11.5 MC 9.1 MP 10.9 LP 8.6 LP 9.9 LC 13.2 MC 4.4 SF 4.6 SF 10.5 SC 11.0 LP 12.6
MC -0.6 MF 11.2 SF 9.1 LF 10.4 LF 7.4 MC 8.2 MC 6.4 SC 4.3 SP 4.3 SP 8.9 MP 5.5 MC 8.9
MP -1.9 MC 9.9 LC 8.0 LC 10.3 MP 6.5 MP 7.9 MP 5.7 MP 4.1 LP 4.2 MP 8.8 LP 5.0 MF 8.9
MF -2.3 LC 9.3 MP 7.9 MF 9.9 SC 6.4 MF 7.4 MF 5.2 SP 3.9 MP 4.1 SC 5.3 SP 3.9 MP 8.8
LC -4.7 SP 8.6 MF 7.2 SC 6.4 MF 5.9 SC 5.5 SC 2.7 SF 3.9 SC 3.2 LP 2.2 SF 1.5 SC 4.4
LP -5.7 SC 8.3 LP 6.3 SP 6.4 SP 4.6 SP 5.0 SP 2.3 MF 3.8 MC 1.0 MC -1.2 MF -1.6 SP 4.0
LF -6.7 SF 8.1 LF 5.2 SF 6.1 SF 4.6 SF 4.9 SF 2.2 LF 3.0 LC -0.2 LC -11.7 LF -3.8 SF 3.5
Source: DEX, 2010
Top Related