Press, Market notices, Press releases, Canadian Alternative Reference Rate Working Group

• June 15, 2020

  Bank of Canada becomes administrator of Canadian Overnight Repo Rate Average

  Media Relations Ottawa, Ontario

  The Bank of Canada is now the administrator of the Canadian Overnight Repo Rate Average (CORRA) and will post today the first rate calculated using an improved methodology.

  Content Type(s): Press, Press releases Source(s): Canadian Alternative Reference Rate Working Group
• June 5, 2020

  CARR welcomes MX’s listing of new Three-Month CORRA Futures

  The Canadian Alternative Reference Rate working group (CARR) welcomed Montréal Exchange’s (MX) notice that it will launch its new Three-Month Canadian Overnight Repo Rate Average (CORRA) Futures contract for trading on Friday June 12, 2020.

  Content Type(s): Press, Market notices Source(s): Canadian Alternative Reference Rate Working Group
• April 16, 2020

  CORRA illustrative time series updated to include additional data from February to April, 2020

  As announced on February 18, 2020, the Bank of Canada will take over the responsibility for publishing the Canadian Overnight Repo Rate Average (CORRA), effective Monday, June 15, 2020.

  Content Type(s): Press, Market notices Source(s): Canadian Alternative Reference Rate Working Group
• February 18, 2020

  Bank of Canada to begin publishing Canadian Overnight Repo Rate Average in June

  Media Relations Ottawa, Ontario

  The Bank of Canada will take over the responsibility for publishing the Canadian Overnight Repo Rate Average (CORRA), effective Monday, June 15, 2020.

  Content Type(s): Press, Press releases Source(s): Canadian Alternative Reference Rate Working Group
• July 16, 2019

  Results from the CARR Consultation on Enhancements to the Canadian Overnight Repo Rate Average

  This document provides a summary of consultation results on enhancements to the Canadian Overnight Repo Rate Average.

  Content Type(s): Press, Market notices Source(s): Canadian Alternative Reference Rate Working Group
• July 16, 2019

  Bank of Canada to become the administrator of key interest rate benchmark

  Media Relations Ottawa, Ontario

  The Bank of Canada today announced its intention to become the administrator of the Canadian Overnight Repo Rate Average (CORRA), a key interest rate benchmark for financial markets.

  Content Type(s): Press, Press releases Source(s): Canadian Alternative Reference Rate Working Group
• February 26, 2019

  Bank of Canada publishes the Canadian Alternative Reference Rate Working Group’s Consultation Paper on Proposed Enhancements to the Canadian Dollar Overnight Repo Rate Average (CORRA)

  The Bank of Canada, on behalf of the Canadian Alternative Reference Rate Working Group (CARR), has published a consultation on proposed enhancements to the Canadian Overnight Repo Rate Average (CORRA) risk-free interest-rate benchmark.

  Content Type(s): Press, Market notices Source(s): Canadian Alternative Reference Rate Working Group
• January 10, 2019

  Bank of Canada publishes the Canadian Alternative Reference Rate Working Group principles for enhancements to fallback language

  The Bank of Canada today published the Canadian Alternative Reference Rate Working Group (CARR) principles for enhancements to fallback language for cash products.

  Content Type(s): Press, Market notices Source(s): Canadian Alternative Reference Rate Working Group