April 6, 2021
CORRA: Summary of errors detected after publication
Access a summary of the impact of errors detected after publication of the Canadian Overnight Repo Rate Average (CORRA).
CORRA
-
-
May 25, 2020
Canadian Overnight Repo Rate Average
View or download the latest data for CORRA, Canada’s risk-free rate. -
February 18, 2020
Methodology for calculating the Canadian Overnight Repo Rate Average (CORRA)
The Canadian Overnight Repo Rate Average (CORRA) is a measure of the cost of overnight general collateral funding in Canadian dollars using Government of Canada (GoC) treasury bills and bonds as collateral for repurchase transactions (repos). This page describes its calculation methodology, publishing process and governance.