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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: 18 May 2011 - 18 May 2012

Overnight money market financing rate
Date Yield
2012-05-181.0002
2012-05-170.9997
2012-05-160.9996
2012-05-150.9988
2012-05-141.0002

Previous data 

Overnight repo rate (CORRA)2

GRAPH PERIOD: 18 May 2011 - 18 May 2012

Overnight repo rate (CORRA)
Date Yield
2012-05-180.9998
2012-05-170.9987
2012-05-161.0002
2012-05-151.0006
2012-05-140.9978

Previous data 

Prime corporate paper rate - 1 month

GRAPH PERIOD: 18 May 2011 - 18 May 2012

Prime corporate paper rate - 1 month
Date Yield
2012-05-181.14
2012-05-171.14
2012-05-161.14
2012-05-151.14
2012-05-141.14

Previous data 

Prime corporate paper rate - 2 month

GRAPH PERIOD: 18 May 2011 - 18 May 2012

Prime corporate paper rate - 2 month
Date Yield
2012-05-181.17
2012-05-171.16
2012-05-161.16
2012-05-151.16
2012-05-141.16

Previous data 

Prime corporate paper rate - 3 month

GRAPH PERIOD: 18 May 2011 - 18 May 2012

Prime corporate paper rate - 3 month
Date Yield
2012-05-181.19
2012-05-171.18
2012-05-161.18
2012-05-151.18
2012-05-141.18

Previous data 

Treasury Bills - 1 month

GRAPH PERIOD: 18 May 2011 - 18 May 2012

Treasury Bills - 1 month
Date Yield
2012-05-180.89
2012-05-170.88
2012-05-160.89
2012-05-150.89
2012-05-140.91

Previous data 

Treasury Bills - 2 month

GRAPH PERIOD: 18 May 2011 - 18 May 2012

Treasury Bills - 2 month
Date Yield
2012-05-180.94
2012-05-170.96
2012-05-160.97
2012-05-150.97
2012-05-140.97

Previous data 

Treasury Bills - 3 month

GRAPH PERIOD: 18 May 2011 - 18 May 2012

Treasury Bills - 3 month
Date Yield
2012-05-180.98
2012-05-170.99
2012-05-161.00
2012-05-151.00
2012-05-141.01

Previous data 

Treasury Bills - 6 month

GRAPH PERIOD: 18 May 2011 - 18 May 2012

Treasury Bills - 6 month
Date Yield
2012-05-181.06
2012-05-171.07
2012-05-161.10
2012-05-151.10
2012-05-141.10

Previous data 

Treasury Bills - 1 year

GRAPH PERIOD: 18 May 2011 - 18 May 2012

Treasury Bills - 1 year
Date Yield
2012-05-181.15
2012-05-171.17
2012-05-161.21
2012-05-151.23
2012-05-141.20

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.[←]
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