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Bank of Canada

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Rates and Statistics

Interest rates

Money market yields

  • Text and PDF versions of the five-day data are also available
Overnight money market financing1
Previous data

GRAPH PERIOD:
19 Nov 2008 - 19 Nov 2009
13 Nov 2009:  0.2440
16 Nov 2009:  0.2482
17 Nov 2009:  0.2440
18 Nov 2009:  0.2427
19 Nov 2009:  0.2419
Overnight repo rate (CORRA)2
Previous data

GRAPH PERIOD:
19 Nov 2008 - 19 Nov 2009
13 Nov 2009:  0.2476
16 Nov 2009:  0.2461
17 Nov 2009:  0.2400
18 Nov 2009:  0.2394
19 Nov 2009:  0.2439
1 month corporate paper
Previous data

GRAPH PERIOD:
19 Nov 2008 - 19 Nov 2009
13 Nov 2009:  0.3600
16 Nov 2009:  0.3600
17 Nov 2009:  0.3600
18 Nov 2009:  0.3600
19 Nov 2009:  0.3600
2 month corporate paper
Previous data

GRAPH PERIOD:
19 Nov 2008 - 19 Nov 2009
13 Nov 2009:  0.3700
16 Nov 2009:  0.3700
17 Nov 2009:  0.3700
18 Nov 2009:  0.3700
19 Nov 2009:  0.3700
3 month corporate paper
Previous data

GRAPH PERIOD:
19 Nov 2008 - 19 Nov 2009
13 Nov 2009:  0.3800
16 Nov 2009:  0.3800
17 Nov 2009:  0.3800
18 Nov 2009:  0.3800
19 Nov 2009:  0.3800
1 month treasury bill
Previous data

GRAPH PERIOD:
19 Nov 2008 - 19 Nov 2009
13 Nov 2009:  0.1600
16 Nov 2009:  0.1700
17 Nov 2009:  0.1600
18 Nov 2009:  0.1600
19 Nov 2009:  0.1600
2 month treasury bill
Previous data

GRAPH PERIOD:
19 Nov 2008 - 19 Nov 2009
13 Nov 2009:  0.1900
16 Nov 2009:  0.1800
17 Nov 2009:  0.1900
18 Nov 2009:  0.1800
19 Nov 2009:  0.1900
3 month treasury bill
Previous data

GRAPH PERIOD:
19 Nov 2008 - 19 Nov 2009
13 Nov 2009:  0.2200
16 Nov 2009:  0.2200
17 Nov 2009:  0.2200
18 Nov 2009:  0.2100
19 Nov 2009:  0.2200
6 month treasury bill
Previous data

GRAPH PERIOD:
19 Nov 2008 - 19 Nov 2009
13 Nov 2009:  0.2900
16 Nov 2009:  0.2700
17 Nov 2009:  0.2800
18 Nov 2009:  0.2700
19 Nov 2009:  0.2700
1 year treasury bill
Previous data

GRAPH PERIOD:
19 Nov 2008 - 19 Nov 2009
13 Nov 2009:  0.5300
16 Nov 2009:  0.5100
17 Nov 2009:  0.4900
18 Nov 2009:  0.5000
19 Nov 2009:  0.4700
NOTES:
  1. The overnight money market rate is the Bank of Canada estimate for the rate at which major dealers are able to arrange financing of securities inventory for a term of one business day.

  2. The Canadian overnight repo rate (CORRA) is the weighted average rate of overnight general (non-specific) collateral repo trades that occurred through designated inter-dealer brokers between 6:00 a.m. and 4:00 p.m. on the specified date as reported to the Bank of Canada. The list of contributors, as recognized by the Investment Dealers Association of Canada (IDA), includes Fimat Canada Inc., Freedom International Brokerage Inc., Prebon Yamane (Canada) Ltd., and Shorcan Brokers Ltd. Although the data is believed to be reliable, the Bank of Canada does not guarantee its accuracy or completeness. As approved by the IDA, in the event that less than C$500 million in eligible overnight trades are reported, CORRA will be set at the Bank of Canada's target for the overnight rate.