May 25, 2023
Market notices
April 25, 2023
For two consecutive weeks, the majority of maturity-weighted notional volume in cleared Canadian dollar interest rate derivatives has been priced using CORRA instead of CDOR.
Canadian derivatives market hits milestone in transition from CDOR to CORRA
Content Type(s):
Press,
Market notices
Source(s):
Canadian Alternative Reference Rate Working Group
March 31, 2023
The Bank of Canada today published the Bank of Canada Oversight Activities for Financial Market Infrastructures 2022 Annual Report.
Release of the 2022 Bank of Canada FMI Oversight Activities Annual Report
Content Type(s):
Press,
Market notices
March 28, 2023
The Canadian Alternative Reference Rate working group (CARR) today published an impact assessment checklist to help firms assess and mitigate their exposures to the Canadian Dollar Offered Rate (CDOR).
CARR publishes impact assessment checklist for market participants with CDOR exposure
Content Type(s):
Press,
Market notices
Source(s):
Canadian Alternative Reference Rate Working Group
February 7, 2023
The Canadian Foreign Exchange Committee (CFEC) released today the results of its October 2022 semi-annual survey of foreign exchange volumes in Canada.
CFEC Releases Results of October 2022 Foreign Exchange Volume Survey
Content Type(s):
Press,
Market notices
Source(s):
Canadian Foreign Exchange Committee
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
Upcoming events
June 7, 2023
Interest Rate Announcement
June 8, 2023
Speech: Paul Beaudry, Deputy Governor
June 21, 2023
Publication: Summary of Deliberations
June 26, 2023
Provincial Holiday
June 27, 2023
Panel: Sharon Kozicki, Deputy Governor
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.