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: 2 February 2011 - 2 February 2012

Date	Yield
2012-02-02	0.9946
2012-02-01	0.9949
2012-01-31	0.9917
2012-01-30	0.9974
2012-01-27	0.9948

Previous data 

Overnight repo rate (CORRA)²

GRAPH PERIOD: 2 February 2011 - 2 February 2012

Date	Yield
2012-02-02	0.9856
2012-02-01	0.9781
2012-01-31	0.9807
2012-01-30	0.9938
2012-01-27	0.9894

Previous data 

Prime corporate paper rate - 1 month

GRAPH PERIOD: 2 February 2011 - 2 February 2012

Date	Yield
2012-02-02	1.06
2012-02-01	1.06
2012-01-31	1.06
2012-01-30	1.06
2012-01-27	1.06

Previous data 

Prime corporate paper rate - 2 month

GRAPH PERIOD: 2 February 2011 - 2 February 2012

Date	Yield
2012-02-02	1.09
2012-02-01	1.09
2012-01-31	1.09
2012-01-30	1.09
2012-01-27	1.09

Previous data 

Prime corporate paper rate - 3 month

GRAPH PERIOD: 2 February 2011 - 2 February 2012

Date	Yield
2012-02-02	1.16
2012-02-01	1.16
2012-01-31	1.16
2012-01-30	1.16
2012-01-27	1.16

Previous data 

Treasury Bills - 1 month

GRAPH PERIOD: 2 February 2011 - 2 February 2012

Date	Yield
2012-02-02	0.85
2012-02-01	0.86
2012-01-31	0.85
2012-01-30	0.84
2012-01-27	0.84

Previous data 

Treasury Bills - 2 month

GRAPH PERIOD: 2 February 2011 - 2 February 2012

Date	Yield
2012-02-02	0.87
2012-02-01	0.87
2012-01-31	0.85
2012-01-30	0.84
2012-01-27	0.85

Previous data 

Treasury Bills - 3 month

GRAPH PERIOD: 2 February 2011 - 2 February 2012

Date	Yield
2012-02-02	0.89
2012-02-01	0.89
2012-01-31	0.88
2012-01-30	0.87
2012-01-27	0.86

Previous data 

Treasury Bills - 6 month

GRAPH PERIOD: 2 February 2011 - 2 February 2012

Date	Yield
2012-02-02	0.93
2012-02-01	0.93
2012-01-31	0.92
2012-01-30	0.91
2012-01-27	0.91

Previous data 

Treasury Bills - 1 year

GRAPH PERIOD: 2 February 2011 - 2 February 2012

Date	Yield
2012-02-02	0.99
2012-02-01	0.98
2012-01-31	0.98
2012-01-30	0.97
2012-01-27	0.98

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 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 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 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.[←]