rennie landscape Fall 2023

economy

TURBULENCE ON TAKE-OFF As with virtually all interest rates, bond yields have been on the rise over the past 2 years—but that's not their most interesting feature.

Government of Canada five-year bonds are considered as risk-free of an investment as you can find, and the yields achieved on those bonds are therefore the risk-free return for an investor. And we care about bond yields in real estate because that’s the basis for fixed mortgage rates. Banks base their rates off of those bond yields, with the spread between them being the perceived risk of their mortgages. Bond yields bottomed out in 2020 and early 2021, and have been on a steady march upward ever since and are now currently hovering around 4%, the highest they’ve

been since 2008. What’s more, they’ve been increasingly volatile, the yields have been fluctuating at greater rates than is typical since the start of 2022 and that’s a function of the increased uncertainty around inflation, the path forward for the Bank of Canada, and the broader economy. To-date in 2023, there have been more days where the yield increased or decreased by more than 0.1 percentage points in a single day than any of the last 15 years. Once we have more clarity on inflation and in turn the Bank of Canada policy rate, expect bond yield volatility to subside and yields to come back toward more typical levels.

UNCERTAINTY BREEDS VOLATILITY

0.3

0.2

0.1

0

-0.1

-0.2

-0.3

34 36

27

-0.4

23

16 16

11

-0.5

6 7

4

4

4

2 1 1

2

1

-0.6

2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2007 2008

2022

2023 (YTD Sep)

DAILY CHANGE IN YR BOND YIELD LEFT AXIS

DAYS PER YEAR WITH EXTREME RESULT

DATA: DAILY PERCENTAGE CHANGE IN GOVERNMENT OF CANADA 5-YEAR BOND YIELDS SOURCE: STATISTICS CANADA. TABLE 10-10-1039-01

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