Selected historical interest rates

Excerpts from:
Selected Canadian and International Interest Rates including Bond Yields and Interest Arbitrage
(Updated January 2012. All files are in PDF format.)

Starting dates are specified beside each series.

Each series shows its CANSIM 'V' identifier.

Selected historical Canadian dollar interest rates

• Bank Rate - V122530 -- Jan. 1935
• Treasury Bill Auction - Average Yields
  • 3 Month - V122541 -- Mar. 1934
  • 6 Month - V122552 -- May 1959

• Selected Government of Canada Benchmark Bond Yields
  • 2 year - V122538 -- June 1982
  • 3 year - V122539 -- June 1982
  • 5 year - V122540 -- Nov. 1980
  • 7 year - V122542 -- Jan. 1985
  • 10 year - V122543 -- June 1982
  • long-term - V122544 -- Jan. 1976

• Government of Canada Marketable Bonds, Average Yield
  • 1 to 3 year - V122558 -- Jan. 1949
  • 3 to 5 year - V122485 -- Jan. 1951
  • 5 to 10 year - V122486 -- Jan. 1951
  • Over 10 years - V122487 -- Jan. 1919

• Other Bond Yield Averages (McLeod, Young, Weir) (Terminated)*
  • 10 Provincials - V122488 -- Jan. 1948
  • 10 Municipals - V122489 -- Jan. 1948
  • 10 Industrials - V122490 -- Jan. 1948

• Other Bonds : Average Weighted Yield (Scotia Capital)(Terminated)*
  • Provincials, long-term - V122517 -- Nov. 1977
  • All Corporates, long-term - V122518 -- Nov. 1977
  • All Corporates, mid-term - V122519 -- Jan. 1980

• Overnight Money Market Financing (7-day average) - V122514 -- Jan. 1975

• Prime Corporate Paper Rate
  • 1 month - V122509 -- Jan. 1956
  • 3 month - V122491 -- Jan. 1956

• Bankers\' Acceptances - 1 month - V122504 -- Jan. 1964

• Commercial Certificates of Deposits (Terminated)
  • 30 day - V122512 -- Jan. 1974
  • 90 day - V122513 -- Jan. 1971
  • 90 day (average, last week of month) - V122492 -- Jan. 1961

• Chartered Bank Administered Interest Rates
  • Non-Chequable Savings Deposits - V122493 -- Apr. 1967
  • Daily Interest Savings (balances over $100,000) - V122528 -- May 1989
  • 5 year Personal Fixed Term - V122515 -- May 1968
  • Prime Business Loan - V122495 -- Jan.1935
  • Conventional Mortgage - 1 year - V122520 -- Jan. 1980
  • Conventional Mortgage - 5 year - V122521 -- Jan. 1973

• Trust Company Administered Interest Rates (Terminated)
  • Guaranteed Investment Certificates - 5 year (average of Wednesdays) - V122496 Q1 1951
  • Guaranteed Investment Certificates - 5 year - V122516 -- Oct. 1965

• Mortgage Lending Rates
  • Average Residential Mortgage - 5 years - V122497 -- Jan. 1951

Selected historical U.S. dollar interest rates

• Federal Reserve Bank of New York - Discount Rate - Terminated - V122149 -- Jan. 1955
• Federal Funds Rate - V122150 -- July 1954
• 3 month Treasury Bills at Monday Tender - Terminated - V122151 -- June 1980
• Government 5 year Bond Yields -- V122142 -- Jan. 1962
• Corporate Bonds (Moody\'s Aaa) - V122146 -- Jan. 1983
• 30 day Commercial Paper - V122144 -- April 1971
• 90 day Commercial Paper - V122141 -- April 1971
• 90 day Certificates of Deposit - V122143 -- June 1964
• Prime Rate Charged by Banks - V122148 -- August 1955
• Euro-U.S. dollar Deposits in London, 3 month (Bid) - V122140 -- Jan. 1971
• 90 day Premium (+) or Discount (-) U.S. Dollar in Canada - V122505 -- Jan. 1962

• Covered Differential
  • Canada-U.S. 3 month Treasury Bills - Terminated - V122507 -- Oct. 1972
  • Canada-U.S. 3 month Short-term Paper - V122508 -- April 1971

* Copyright ©, Scotia Capital. Permission is granted to reproduce or cite portions herein, of Bank of Canada data if proper attribution is given to the Bank of Canada. Permission to reproduce or cite portions herein of the Scotia Capital data must be first granted by Scotia Capital, please contact Scotia Capital at pcbond@scotiacapital.com