February 7, 2023
Market notices
January 27, 2023
The Bank of Canada is announcing a change to the pricing of the securities repo operations (SRO).
Bank of Canada announces change to maximum bid rate for securities repo operations
Content Type(s):
Press,
Market notices
January 16, 2023
With the cessation of Canadian Dollar Offer Rate’s (CDOR) publication in June 2024, it is expected that Bankers’ Acceptance (BA) will cease to exist as a money market instrument.
CFIF publishes White Paper on the impact of CDOR cessation on Bankers’ Acceptance market
Content Type(s):
Press,
Market notices
Source(s):
Canadian Fixed-Income Forum
January 11, 2023
The announcement today confirms that efforts are underway to develop a 1- and 3-month Term CORRA benchmark with the objective of making such benchmarks available for use by the end of Q3-2023.
CARR announces development of a Term CORRA benchmark
Content Type(s):
Press,
Market notices
Source(s):
Canadian Alternative Reference Rate Working Group
January 11, 2023
CARR is pleased to announce the launch of a series of CDOR Transition Webcasts, developed in partnership with TMX.
CARR and TMX launch webcast series on the transition from CDOR
Content Type(s):
Press,
Market notices
Source(s):
Canadian Alternative Reference Rate Working Group
December 19, 2022
Effective Monday, December 19, 2022, limits for Overnight Repo (OR) operations will increase to $1 billion for each eligible participant.
Bank of Canada announces increases to the dealer and round limits for Overnight Repo operations
Content Type(s):
Press,
Market notices
Source(s):
Overnight repo and overnight reverse repo operations
Upcoming events
March 29, 2023
Speech: Toni Gravelle, Deputy Governor
April 7, 2023
Good Friday
April 12, 2023
Interest Rate Announcement and Monetary Policy Report
April 12, 2023
Press Conference: Monetary Policy Report
Canadian Foreign Exchange Committee
CFEC is a senior level industry-wide committee to facilitate the sharing of information between market participants and the Bank on the foreign exchange market.
Canadian Fixed-Income Forum
CFIF is a senior level industry-wide committee established by the Bank of Canada to discuss developments in fixed-income market structure and functioning, market practices, and related policy issues.
Canadian Alternative Reference Rate Working Group
CARR was created to identify and seek to develop a new term risk-free Canadian dollar interest rate benchmark.
About financial markets
Financial markets consist of markets for money, bonds, equities, derivatives, and foreign exchange. They are one of the three elements of Canada's financial system.
Market operations and liquidity provision
The Bank of Canada has a number of permanent facilities used to conduct market operations.
Government securities auctions
The government's public debt consists largely of outstanding government securities, such as treasury bills and marketable bonds. The Bank sells the securities at auction to financial market distributors and dealers.
Calls for tenders and results
The government's public debt (also called domestic debt or federal debt) consists largely of outstanding government securities, such as treasury bills and marketable bonds.
Selected treasury bill yields
1, 3, 6 and 12 month treasury bill data.
Bank of Canada holdings
This document sets out the policy governing the acquisition and management of domestic financial assets for the Bank of Canada’s balance sheet.