|Overnight Money Market Financing Rate (1)||0.5025||0.5050||0.5013||0.4982||0.4975|
|Overnight Repo Rate (CORRA) (2)||0.5279||0.5287||0.5028||0.4955||0.4917|
|Prime Corporate Paper Rate - 1 Month||0.69||0.69||0.69||0.69||0.69|
|Prime Corporate Paper Rate - 2 Month||0.69||0.70||0.70||0.70||0.70|
|Prime Corporate Paper Rate - 3 Month||0.69||0.70||0.70||0.70||0.70|
|Treasury Bills - 1 Month||0.42||0.42||0.44||0.42||0.41|
|Treasury Bills - 2 Month||0.43||0.43||0.43||0.42||0.41|
|Treasury Bills - 3 Month||0.44||0.44||0.44||0.41||0.41|
|Treasury Bills - 6 Month||0.44||0.44||0.45||0.44||0.44|
|Treasury Bills - 1 Year||0.49||0.48||0.47||0.48||0.49|
- 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.
- The Canadian Overnight Repo Rate Average (CORRA) is a measure of the average cost of overnight collateralized funding. Thomson Reuters Benchmark Services Limited is the administrator, calculation agent and publication agent for CORRA, effective 30 March 2015.