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Money market yields

See also: Canadian Interest Rates and Monetary Policy Variables: 10-Year Lookup

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Overnight money market financing rate1

GRAPH PERIOD: 15 June 2012 - 17 June 2013

Overnight money market financing rate
Date Yield
2013-06-171.0098
2013-06-141.0083
2013-06-131.0087
2013-06-121.0092
2013-06-111.0071

Previous data 

Overnight repo rate (CORRA)2

GRAPH PERIOD: 15 June 2012 - 17 June 2013

Overnight repo rate (CORRA)
Date Yield
2013-06-171.0301
2013-06-141.0187
2013-06-131.0159
2013-06-121.0184
2013-06-111.0165

Previous data 

Prime corporate paper rate - 1 month

GRAPH PERIOD: 15 June 2012 - 17 June 2013

Prime corporate paper rate - 1 month
Date Yield
2013-06-171.12
2013-06-141.12
2013-06-131.12
2013-06-121.12
2013-06-111.12

Previous data 

Prime corporate paper rate - 2 month

GRAPH PERIOD: 15 June 2012 - 17 June 2013

Prime corporate paper rate - 2 month
Date Yield
2013-06-171.14
2013-06-141.14
2013-06-131.14
2013-06-121.14
2013-06-111.14

Previous data 

Prime corporate paper rate - 3 month

GRAPH PERIOD: 15 June 2012 - 17 June 2013

Prime corporate paper rate - 3 month
Date Yield
2013-06-171.16
2013-06-141.16
2013-06-131.16
2013-06-121.16
2013-06-111.16

Previous data 

Treasury Bills - 1 month

GRAPH PERIOD: 15 June 2012 - 17 June 2013

Treasury Bills - 1 month
Date Yield
2013-06-171.01
2013-06-141.01
2013-06-131.00
2013-06-120.99
2013-06-110.99

Previous data 

Treasury Bills - 2 month

GRAPH PERIOD: 15 June 2012 - 17 June 2013

Treasury Bills - 2 month
Date Yield
2013-06-171.02
2013-06-141.01
2013-06-131.02
2013-06-121.02
2013-06-111.02

Previous data 

Treasury Bills - 3 month

GRAPH PERIOD: 15 June 2012 - 17 June 2013

Treasury Bills - 3 month
Date Yield
2013-06-171.02
2013-06-141.02
2013-06-131.02
2013-06-121.02
2013-06-111.02

Previous data 

Treasury Bills - 6 month

GRAPH PERIOD: 15 June 2012 - 17 June 2013

Treasury Bills - 6 month
Date Yield
2013-06-171.04
2013-06-141.04
2013-06-131.05
2013-06-121.05
2013-06-111.06

Previous data 

Treasury Bills - 1 year

GRAPH PERIOD: 15 June 2012 - 17 June 2013

Treasury Bills - 1 year
Date Yield
2013-06-171.08
2013-06-141.08
2013-06-131.10
2013-06-121.11
2013-06-111.11

Previous data 

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 and the Canadian Derivatives Clearing Corporation's central counterparty system 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 Industry Association of Canada (IIAC), includes Freedom International Brokerage Inc., Tullett Prebon (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 IIAC, 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.[←]
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