Home > Rates & Statistics > Interest Rates > Money market yields

Money market yields

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

Text and PDF versions of the five-day data are also available.

Overnight money market financing rate1

GRAPH PERIOD: 16 May 2012 - 16 May 2013

Overnight money market financing rate
Date Yield
2013-05-161.0023
2013-05-151.0042
2013-05-141.0030
2013-05-131.0045
2013-05-101.0015

Previous data 

Overnight repo rate (CORRA)2

GRAPH PERIOD: 16 May 2012 - 16 May 2013

Overnight repo rate (CORRA)
Date Yield
2013-05-161.0126
2013-05-151.0139
2013-05-141.0100
2013-05-131.0102
2013-05-101.0177

Previous data 

Prime corporate paper rate - 1 month

GRAPH PERIOD: 16 May 2012 - 16 May 2013

Prime corporate paper rate - 1 month
Date Yield
2013-05-161.12
2013-05-151.12
2013-05-141.12
2013-05-131.12
2013-05-101.12

Previous data 

Prime corporate paper rate - 2 month

GRAPH PERIOD: 16 May 2012 - 16 May 2013

Prime corporate paper rate - 2 month
Date Yield
2013-05-161.14
2013-05-151.14
2013-05-141.14
2013-05-131.14
2013-05-101.14

Previous data 

Prime corporate paper rate - 3 month

GRAPH PERIOD: 16 May 2012 - 16 May 2013

Prime corporate paper rate - 3 month
Date Yield
2013-05-161.16
2013-05-151.16
2013-05-141.16
2013-05-131.16
2013-05-101.16

Previous data 

Treasury Bills - 1 month

GRAPH PERIOD: 16 May 2012 - 16 May 2013

Treasury Bills - 1 month
Date Yield
2013-05-160.95
2013-05-150.94
2013-05-140.95
2013-05-130.96
2013-05-100.96

Previous data 

Treasury Bills - 2 month

GRAPH PERIOD: 16 May 2012 - 16 May 2013

Treasury Bills - 2 month
Date Yield
2013-05-160.97
2013-05-150.98
2013-05-140.98
2013-05-130.98
2013-05-100.98

Previous data 

Treasury Bills - 3 month

GRAPH PERIOD: 16 May 2012 - 16 May 2013

Treasury Bills - 3 month
Date Yield
2013-05-161.00
2013-05-151.00
2013-05-141.00
2013-05-131.00
2013-05-101.00

Previous data 

Treasury Bills - 6 month

GRAPH PERIOD: 16 May 2012 - 16 May 2013

Treasury Bills - 6 month
Date Yield
2013-05-161.02
2013-05-151.02
2013-05-141.02
2013-05-131.02
2013-05-101.01

Previous data 

Treasury Bills - 1 year

GRAPH PERIOD: 16 May 2012 - 16 May 2013

Treasury Bills - 1 year
Date Yield
2013-05-161.05
2013-05-151.06
2013-05-141.06
2013-05-131.05
2013-05-101.05

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.[←]
Copyright © 1995 - 2013, Bank of Canada. Terms of Use.