March 31, 2019 Solvency Report: Accessible Graphs

​​ 1The following are the tables for the graphs in the March 31, 2019 update.

 

Canadian Zero-Coupon Bond Yield Curve

Mar. 29, 2019 Jan. 2, 2018 Sep. 28, 2018 Dec. 31, 2018
3-Month1.67%1.06%1.57%1.66%
 1-YR1.70%1.57%2.08%1.91%
 2-YR1.55%1.71%2.19%1.85%
 3-YR1.53%1.78%2.26%1.87%
 4-YR1.52%1.84%2.30%1.88%
 5-YR1.53%1.90%2.33%1.89%
 6-YR1.55%1.95%2.36%1.90%
 7-YR1.57%2.00%2.38%1.92%
 8-YR1.60%2.05%2.39%1.94%
 9-YR1.63%2.09%2.41%1.96%
 10-YR1.66%2.12%2.42%1.98%
 11-YR1.69%2.15%2.43%2.01%
 12-YR1.73%2.18%2.44%2.03%
 13-YR1.76%2.20%2.44%2.06%
 14-YR1.79%2.22%2.45%2.09%
 15-YR1.83%2.24%2.45%2.11%
 16-YR1.86%2.26%2.45%2.14%
 17-YR1.88%2.28%2.44%2.16%
 18-YR1.91%2.30%2.44%2.18%
 19-YR1.93%2.32%2.44%2.20%
 20-YR1.94%2.33%2.43%2.21%
 21-YR1.95%2.35%2.43%2.22%
 22-YR1.96%2.36%2.43%2.22%
 23-YR1.96%2.36%2.42%2.22%
 24-YR1.96%2.37%2.42%2.22%
 25-YR1.96%2.37%2.42%2.22%
 26-YR1.95%2.37%2.41%2.21%
 27-YR1.94%2.37%2.41%2.21%
 28-YR1.93%2.36%2.41%2.20%
 29-YR1.93%2.36%2.40%2.20%
 30-YR1.92%2.35%2.40%2.19%

 

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Median Solvency Ratio

DateMedian Solvency Fun​ded Ratio
Dec 200985%
Mar 20108​4%
Jun 2010​82%
Sep 201083%
Dec 201085%
Mar 201190%
Jun 201184%
Sep 201173%
Dec 201172%
Mar 201273%
Jun 201269%
Sep 201270%
Dec 201273%
Mar 201378%
Jun 201380%
Sep 201388%
Dec 201391%
Mar 201493%
Jun 201493%
Sep 201489%
Dec 201488%
Mar 201586%
Jun 201588%
Sep 201584%
Dec 201583%
Mar 201678%
Jun 201680%
Sep 201679%
Dec 201691%
Mar 201793%
Jun 201789%
Sep 201791%
Dec 201794%
Mar 201895%
Jun 201897%
Sep 2018101%
Dec 201894%
Mar 201996%

 

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2Distribution of Solvency Ratios

Date Solvency Ratios ​ ​ ​
<70% 70%-85% 85%-100% >100%
Mar 20183.5%11.0%53.1%32.4%
Jun 20183.2%8.7%49.0%39.2%
Sep 20182.8%5.4%39.5%52.3%
Dec 20184.1%14.5%53.9%27.5%
Mar 20192.8%12.4%48.4%36.4%

 

 

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