Notice: Since 30 March 2015 Thomson Reuters Benchmark Services Limited has been responsible for the calculation of the CORRA rate. This rate, as calculated by Thomson Reuters, is published by the Bank at the end of the day. (More information).
Notice: As part of a periodic exercise to review and update current definitions, the Overnight Money Market Financing Rate (OMMFR) has been updated to provide more clarity on the calculation of this metric, specifically the types of collateral and transactions that are included. Also as part of this review, effective 1 October 2016, the Bank of Canada will be delaying the publication of the OMMFR by an additional business day. Hence, from that date, the OMMFR will be available shortly after 9:00 ET two business days following its calculation. (More information).
The following Vector IDs have been replaced: v121785 replaced with v80691310, v121796 replaced with v80691311, v121809 replaced with v80691315, v121812 replaced with v80691317, v121750 replaced with v80691318, v121775 replaced with v80691320, v121763 replaced with v80691333, v121769 replaced with v80691334, v121764 replaced with v80691335, v121765 replaced with v80691336, v121771 replaced with v80691339, v121772 replaced with v80691340 and v121773 replaced with v80691341.
As of 1 October 2015, Overnight Repos and Overnight Reverse Repos, formerly called Special Purchase and Resale Agreements and Sale and Repurchase Agreements, are transacted on a cash-value basis.