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Data from FMP. Forecasts by Sigmanomics Forecast Engine.
CanadaCanada Foreign Securities Purchases fell to -17.31B in August 2026
FMPMonthlyReleased October 2026
Canada Foreign Securities Purchases fell to -17.31B in August 2026, released October 2026, down 37.95B from July's 20.64B reading. The reading missed the 23.59B consensus by 40.9B. Foreign Securities Purchases has now declined for 3 consecutive months. Over the past 3 months, Foreign Securities Purchases averaged 30.74B, vs 19.81B in the prior 3-month window. Foreign Securities Purchases is now the lowest in 36 months.
Latest Release
-17.31
Actual
23.59
Consensus
20.64
Previous
Median Absolute Error
±18.85 billion
across last 12 releases
Last Call
Oct 2026
Predicted: 28.05
Actual: -17.31
Error: +45.36
Sigmacast Σ-direction model: consensus + ½ × mean(surprise, trailing 90d).
CORRELATED SYMBOLS— markets that historically move with this indicator
| Symbol | Direction | Correlation | Asset Class | Co-movement | Action |
|---|---|---|---|---|---|
| S&P/TSX Composite | ▼ Inverse | −0.38 | INDEX | Moves against | → View |
| S&P 500 | ▼ Inverse | −0.38 | INDEX | Moves against | → View |
| XAU/USD | ▼ Inverse | −0.29 | COMMODITIES | Moves against | → View |
Correlation based on 12-month rolling window. Click any symbol to view its Sigmanomics forecast page.
THE RELEASE
Foreign Securities Purchases (Canada) was reported at -17.31 billion in October 2026. This missed the market consensus of 23.59 billion by 40.90 billion. The reading fell from the previous value of 20.64 billion. Trailing 12-month context per ETL data through October 2026. Over the past 12 months, the indicator has averaged 21.73 billion, ranging from -17.31 billion to 46.91 billion across 11 releases.
WHY IT MATTERS
The indicator has been trending downward over the last three releases. The trailing three releases averaged 14.72 billion, down from the prior three at 19.81 billion. Volatility over the past year (σ 21.57 billion) is higher than the prior year (σ 13.54 billion). In October readings over the past 3 years, Foreign Securities Purchases has averaged 6.19 billion.
THE MODEL'S TAKE
Historically, this indicator is negatively correlated with S&P/TSX Composite (Bearish S&P). A secondary relationship exists with S&P 500, negatively correlated (Bearish S&P 500). Over the last 12 releases, the Sigmacast model's median absolute error is 18.85 billion.
WHAT TO WATCH NEXT
The next release is scheduled for November 17, 2026. Same-country events in the next 14 days include Gross Domestic Product MoM (Oct 30) and S&P Global Manufacturing PMI (Nov 2).
Auto-generated from current model state · Refreshes on each release · Last update October 2026.
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Foreign Securities Purchases - CA
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About Foreign Securities Purchases — Canada
DEFINITION
Foreign Securities Purchases is a financial indicator that measures the amount of securities, such as stocks and bonds, purchased by foreign investors in a particular country. This indicator is used to assess the level of foreign investment in a country's financial markets and can provide insight into the overall health and stability of the economy. It is an important metric for policymakers and investors to track in order to understand the flow of capital and potential impact on the local economy.
WHY THIS INDICATOR MATTERS
This release contributes to the broader macro picture used by cross-asset investors for positioning and risk management. The release is more useful as part of a longer-run signal than as a single-print catalyst. Released monthly.
WHAT CHANGED THIS MONTH
Latest reading (Aug 2026): actual -17.31 B, consensus 23.59 B. Prior reading (Jul 2026): 20.65 B. Before that (Jun 2026): 40.83 B.
WHAT'S NEXT
Sigmacast's 1-month forecast points to a materially lower reading versus the latest print, with the 3-month outlook reinforcing that direction. Both horizons are aligned bearish for this indicator, suggesting a consistent trend signal. Trend-driven dynamics are the primary headwind in the current projection.
Σ
EXPECTED ZONE
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Economic Calendar - CA Events
| Thursday, October 29, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 12:30 | CA | Average Weekly Earnings | 3.7 | 3.2 | 3.2 | 3.45 | Low |