December 31, 2018 Solvency Report: Accessible Graphs

1The following are the tables for the graphs in the December 31, 2018 update.

 

Canadian Zero-Coupon Bond Yield Curve

Jan. 2, 2018

June 29, 2018

Sep. 28, 2018

Dec. 31, 2018

3-Month

1.06%

1.26%

1.57%

1.66%

 1-YR

1.57%

1.74%

2.08%

1.91%

 2-YR

1.71%

1.92%

2.19%

1.85%

 3-YR

1.78%

2.00%

2.26%

1.87%

 4-YR

1.84%

2.04%

2.30%

1.88%

 5-YR

1.90%

2.07%

2.33%

1.89%

 6-YR

1.95%

2.10%

2.36%

1.90%

 7-YR

2.00%

2.12%

2.38%

1.92%

 8-YR

2.05%

2.14%

2.39%

1.94%

 9-YR

2.09%

2.16%

2.41%

1.96%

 10-YR

2.12%

2.17%

2.42%

1.98%

 11-YR

2.15%

2.19%

2.43%

2.01%

 12-YR

2.18%

2.19%

2.44%

2.03%

 13-YR

2.20%

2.20%

2.44%

2.06%

 14-YR

2.22%

2.20%

2.45%

2.09%

 15-YR

2.24%

2.21%

2.45%

2.11%

 16-YR

2.26%

2.21%

2.45%

2.14%

 17-YR

2.28%

2.21%

2.44%

2.16%

 18-YR

2.30%

2.22%

2.44%

2.18%

 19-YR

2.32%

2.22%

2.44%

2.20%

 20-YR

2.33%

2.22%

2.43%

2.21%

 21-YR

2.35%

2.22%

2.43%

2.22%

 22-YR

2.36%

2.22%

2.43%

2.22%

 23-YR

2.36%

2.22%

2.42%

2.22%

 24-YR

2.37%

2.22%

2.42%

2.22%

 25-YR

2.37%

2.22%

2.42%

2.22%

 26-YR

2.37%

2.21%

2.41%

2.21%

 27-YR

2.37%

2.21%

2.41%

2.21%

 28-YR

2.36%

2.21%

2.41%

2.20%

 29-YR

2.36%

2.20%

2.40%

2.20%

 30-YR

2.35%

2.20%

2.40%

2.19%

 

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Assets, Liabilities and Median Solvency Ratio

Date Median SR Aggregate Assets
(billions)
Aggregate Liabilities
(billions)
Dec 31, 200985%140.57170.34
​Mar 31, 201084%143.28175.16
Jun 30, 201082%139.05176.06
Sep 30, 201083%149.84186.41
Dec 31, 201085%149.65183.82
Mar 31, 201190%155.42180.09
Jun 30, 201184%154.37193.68
Sep 30, 201173%148.52214.36
Dec 31, 201172%148.17215.66
Mar 31, 201273%153.74220.17
Jun 30, 201269%150.25230.25
Sep 30, 201270%154.12233.77
Dec 31, 201273%158.88229.12
Mar 31, 201378%165.25223.23
Jun 30, 201380%162.75216.24
Sep 30, 201388%168.42204.63
Dec 31, 201391%179.32200.89
Mar 31, 201493%191.54209.34
Jun 30, 201493%197.38216.12
Sep 30, 201489%199.60227.74
Dec 31, 201488%194.24233.57
Mar 31, 201586%207.25254.83
Jun 30, 201588%204.90251.37
​Sep 30, 2015​84%​199.38256.02​
Dec 31, 201583%204.47267.72
​March 31, 2016​78%​198.07275.58​
Jun 30, 2016​​80%204.10​277.50​
​Sept 30, 2016​79%​211.49294.25
Dec 31, 2016​​91%216.44256.93
Mar 31, 2017​93%​222.73255.62
Jun 30, 2017​89%​223.11268.11
Sept 30, 2017​91%​220.68257.32
Dec 31, 2017​94%​230.43262.78
Mar 31, 201895%​223.45247.71
​Jun 30, 201897%​​228.91​250.25
Sep 30, 2018101%​229.28239.47
Dec 31, 201894%​​222.22​247.88

 

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2Distribution of Solvency Ratios

Date Solvency Ratios ​ ​ ​
<70% 70%-85% 85%-100% >100%
Jun 30, 20154.2%33.7%49.5%12.6%
​Sep 30, 20156.9%​49.1%​35.2%​8.8%​
Dec 31, 20157.0%55.4%29.4%8.2%
Mar 31, 201616.4%61.6%17.5%4.4%
Jun 30, 2016​​11.5%62.7%​​21.1%4.7%​
Sept 30, 2016​16.2%57.2%​​21.5%5.1%​
Dec 31, 20162.8%20.1%61.5%15.6%
Mar 31, 20172.8%12.2%62.7%22.3%
Jun 30, 20174.6%29.9%51.0%14.5%
Sept 30, 20174.1%19.4%58.3%18.2%
Dec 31, 20173.8%13.9%57.2%25.1%
Mar 31, 20183.5%11.0%53.1%32.4%
​Jun 30, 20183.2%​​8.7%​49.0%39.2%​
Sept 30, 20182.8%5.4%39.5%52.3%
Dec 31, 20184.1%14.5%53.9%27.5%

 

 

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