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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:
13 Mar 2009 - 15 Mar 2010
9 Mar 2010:  0.2453
10 Mar 2010:  0.2422
11 Mar 2010:  0.2446
12 Mar 2010:  0.2442
15 Mar 2010:  0.2441
Overnight repo rate (CORRA)2
Previous data

GRAPH PERIOD:
13 Mar 2009 - 15 Mar 2010
9 Mar 2010:  0.2385
10 Mar 2010:  0.2396
11 Mar 2010:  0.2374
12 Mar 2010:  0.2429
15 Mar 2010:  0.2382
1 month corporate paper
Previous data

GRAPH PERIOD:
16 Mar 2009 - 16 Mar 2010
10 Mar 2010:  0.3500
11 Mar 2010:  0.3500
12 Mar 2010:  0.3500
15 Mar 2010:  0.3500
16 Mar 2010:  0.3500
2 month corporate paper
Previous data

GRAPH PERIOD:
16 Mar 2009 - 16 Mar 2010
10 Mar 2010:  0.3600
11 Mar 2010:  0.3600
12 Mar 2010:  0.3600
15 Mar 2010:  0.3600
16 Mar 2010:  0.3600
3 month corporate paper
Previous data

GRAPH PERIOD:
16 Mar 2009 - 16 Mar 2010
10 Mar 2010:  0.3800
11 Mar 2010:  0.3800
12 Mar 2010:  0.3700
15 Mar 2010:  0.3800
16 Mar 2010:  0.3800
1 month treasury bill
Previous data

GRAPH PERIOD:
16 Mar 2009 - 16 Mar 2010
10 Mar 2010:  0.1800
11 Mar 2010:  0.1700
12 Mar 2010:  0.1700
15 Mar 2010:  0.2000
16 Mar 2010:  0.1600
2 month treasury bill
Previous data

GRAPH PERIOD:
16 Mar 2009 - 16 Mar 2010
10 Mar 2010:  0.1600
11 Mar 2010:  0.1800
12 Mar 2010:  0.1800
15 Mar 2010:  0.2000
16 Mar 2010:  0.1900
3 month treasury bill
Previous data

GRAPH PERIOD:
16 Mar 2009 - 16 Mar 2010
10 Mar 2010:  0.2100
11 Mar 2010:  0.2000
12 Mar 2010:  0.2100
15 Mar 2010:  0.2200
16 Mar 2010:  0.2200
6 month treasury bill
Previous data

GRAPH PERIOD:
16 Mar 2009 - 16 Mar 2010
10 Mar 2010:  0.3200
11 Mar 2010:  0.3000
12 Mar 2010:  0.3200
15 Mar 2010:  0.3200
16 Mar 2010:  0.3400
1 year treasury bill
Previous data

GRAPH PERIOD:
16 Mar 2009 - 16 Mar 2010
10 Mar 2010:  0.7000
11 Mar 2010:  0.6900
12 Mar 2010:  0.7100
15 Mar 2010:  0.7000
16 Mar 2010:  0.7600
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.