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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:
1 Sep 2009 - 1 Sep 2010
1 Sep 2010:   0.7527
31 Aug 2010:   0.7484
30 Aug 2010:   0.7481
27 Aug 2010:   0.7478
26 Aug 2010:   0.7460
Overnight repo rate (CORRA)2
Previous data

GRAPH PERIOD:
1 Sep 2009 - 1 Sep 2010
1 Sep 2010:   0.7637
31 Aug 2010:   0.7545
30 Aug 2010:   0.7529
27 Aug 2010:   0.7535
26 Aug 2010:   0.7569
1 month corporate paper
Previous data

GRAPH PERIOD:
1 Sep 2009 - 1 Sep 2010
1 Sep 2010:   0.89
31 Aug 2010:   0.84
30 Aug 2010:   0.83
27 Aug 2010:   0.81
26 Aug 2010:   0.79
2 month corporate paper
Previous data

GRAPH PERIOD:
1 Sep 2009 - 1 Sep 2010
1 Sep 2010:   0.94
31 Aug 2010:   0.90
30 Aug 2010:   0.89
27 Aug 2010:   0.85
26 Aug 2010:   0.84
3 month corporate paper
Previous data

GRAPH PERIOD:
1 Sep 2009 - 1 Sep 2010
1 Sep 2010:   0.97
31 Aug 2010:   0.94
30 Aug 2010:   0.93
27 Aug 2010:   0.90
26 Aug 2010:   0.89
1 month treasury bill
Previous data

GRAPH PERIOD:
1 Sep 2009 - 1 Sep 2010
1 Sep 2010:   0.59
31 Aug 2010:   0.59
30 Aug 2010:   0.57
27 Aug 2010:   0.56
26 Aug 2010:   0.53
2 month treasury bill
Previous data

GRAPH PERIOD:
1 Sep 2009 - 1 Sep 2010
1 Sep 2010:   0.62
31 Aug 2010:   0.62
30 Aug 2010:   0.61
27 Aug 2010:   0.61
26 Aug 2010:   0.56
3 month treasury bill
Previous data

GRAPH PERIOD:
1 Sep 2009 - 1 Sep 2010
1 Sep 2010:   0.70
31 Aug 2010:   0.70
30 Aug 2010:   0.67
27 Aug 2010:   0.68
26 Aug 2010:   0.66
6 month treasury bill
Previous data

GRAPH PERIOD:
1 Sep 2009 - 1 Sep 2010
1 Sep 2010:   0.91
31 Aug 2010:   0.89
30 Aug 2010:   0.86
27 Aug 2010:   0.86
26 Aug 2010:   0.82
1 year treasury bill
Previous data

GRAPH PERIOD:
1 Sep 2009 - 1 Sep 2010
1 Sep 2010:   1.03
31 Aug 2010:   1.01
30 Aug 2010:   1.02
27 Aug 2010:   1.03
26 Aug 2010:   1.00
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.