September 30, 2018 Solvency Report: Accessible Graphs

1The following are the tables for the graphs in the September 30, 2018 update.

 

Flattening Canadian Yield Curves

September 19, 2018 June 29, 2018 January 2, 2018
3-Month1.54%1.26%1.06%
 1-YR2.04%1.74%1.57%
 2-YR2.16%1.92%1.71%
 3-YR2.22%2.00%1.78%
 4-YR2.26%2.04%1.84%
 5-YR2.30%2.07%1.90%
 6-YR2.33%2.10%1.95%
 7-YR2.36%2.12%2.00%
 8-YR2.39%2.14%2.05%
 9-YR2.41%2.16%2.09%
 10-YR2.42%2.17%2.12%
 11-YR2.44%2.19%2.15%
 12-YR2.44%2.19%2.18%
 13-YR2.45%2.20%2.20%
 14-YR2.45%2.20%2.22%
 15-YR2.45%2.21%2.24%
 16-YR2.44%2.21%2.26%
 17-YR2.44%2.21%2.28%
 18-YR2.44%2.22%2.30%
 19-YR2.44%2.22%2.32%
 20-YR2.44%2.22%2.33%
 21-YR2.44%2.22%2.35%
 22-YR2.44%2.22%2.36%
 23-YR2.44%2.22%2.36%
 24-YR2.43%2.22%2.37%
 25-YR2.43%2.22%2.37%
 26-YR2.43%2.21%2.37%
 27-YR2.43%2.21%2.37%
 28-YR2.43%2.21%2.36%
 29-YR2.42%2.20%2.36%
 30-YR2.42%2.20%2.35%

 

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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
​June 30, 201897%​​228.91​250.25
September 30, 2018101%​229.28239.47

 

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Distribution of Solvency Ratios 2

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%

 

 

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