May 25, 2023
CFIF welcomes the launch of the new Canadian Collateral Management Service
TMX Group Limited and Clearstream Banking S.A. announced plans to launch a Canadian Collateral Management Service (CCMS) later this year.
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April 25, 2023
Canadian derivatives market hits milestone in transition from CDOR to CORRA
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.
Content Type(s):
Press,
Market notices
Source(s):
Canadian Alternative Reference Rate Working Group
March 31, 2023
Release of the 2022 Bank of Canada FMI Oversight Activities Annual Report
The Bank of Canada today published the Bank of Canada Oversight Activities for Financial Market Infrastructures 2022 Annual Report.
Content Type(s):
Press,
Market notices
March 28, 2023
CARR publishes impact assessment checklist for market participants with CDOR exposure
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).
Content Type(s):
Press,
Market notices
Source(s):
Canadian Alternative Reference Rate Working Group
February 7, 2023
CFEC Releases Results of October 2022 Foreign Exchange Volume Survey
The Canadian Foreign Exchange Committee (CFEC) released today the results of its October 2022 semi-annual survey of foreign exchange volumes in Canada.
Content Type(s):
Press,
Market notices
Source(s):
Canadian Foreign Exchange Committee
January 27, 2023
Bank of Canada announces change to maximum bid rate for securities repo operations
The Bank of Canada is announcing a change to the pricing of the securities repo operations (SRO).
Content Type(s):
Press,
Market notices
January 16, 2023
CFIF publishes White Paper on the impact of CDOR cessation on Bankers’ Acceptance market
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.
Content Type(s):
Press,
Market notices
Source(s):
Canadian Fixed-Income Forum
January 11, 2023
CARR announces development of a Term CORRA benchmark
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.
Content Type(s):
Press,
Market notices
Source(s):
Canadian Alternative Reference Rate Working Group
January 11, 2023
CARR and TMX launch webcast series on the transition from CDOR
CARR is pleased to announce the launch of a series of CDOR Transition Webcasts, developed in partnership with TMX.
Content Type(s):
Press,
Market notices
Source(s):
Canadian Alternative Reference Rate Working Group
December 19, 2022
Bank of Canada announces increases to the dealer and round limits for Overnight Repo operations
Effective Monday, December 19, 2022, limits for Overnight Repo (OR) operations will increase to $1 billion for each eligible participant.
Content Type(s):
Press,
Market notices
Source(s):
Overnight repo operations