Securities Repo Operations

Learn about the program; access information about upcoming operations, results and reporting; and find key contacts and related notices.

Program details

The Bank of Canada’s Securities Repo Operations program provides a temporary source of Government of Canada nominal bonds and treasury bills to primary dealers to support liquidity in the securities financing market. The Bank will make a portion of its holdings of these securities available on an overnight basis through daily repurchase operations. The program is consistent with best practices at other central banks and with recommendations from the Bank for International Settlements regarding managing the impact of large-scale asset purchases on market functioning.

For operational details, see the full terms and conditions for this program.

Operations

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Upcoming operations

Details for the next operation—including maximum operation amount and rate—will be provided in this table on the morning of the operation. The Bank of Canada will make up to 50 per cent of its holdings of eligible Government of Canada securities available to the market on a given day.

Operation date Maturity date Maximum operation amount ($M) Rate

Results

Overview

Results will be updated in this table shortly after each operation.

Operation date Maturity date Maximum operation amount ($M) Total allocated amount ($M) Rate
2020-08-04 2020-08-05 5,500 587 0.100
2020-07-31 2020-08-04 5,500 43 0.100
2020-07-30 2020-07-31 5,500 57 0.100
2020-07-29 2020-07-30 5,500 91 0.100
2020-07-28 2020-07-29 5,500 41 0.100

Details

Operation date Maturity date Coupon rate Security maturity date ISIN Security type Allocated amount ($M) Rate
2020-08-04 2020-08-05 3.250 2021-06-01 CA135087ZJ69 Bond 85 0.100
2020-08-04 2020-08-05 2.750 2022-06-01 CA135087ZU15 Bond 87 0.100
2020-08-04 2020-08-05 1.500 2024-09-01 CA135087J967 Bond 43 0.100
2020-08-04 2020-08-05 1.250 2025-03-01 CA135087K528 Bond 335 0.100
2020-08-04 2020-08-05 2.250 2025-06-01 CA135087D507 Bond 37 0.100
2020-07-31 2020-08-04 - 2021-01-21 CA1350Z77S78 Treasury Bill 42 0.100
2020-07-31 2020-08-04 3.250 2021-06-01 CA135087ZJ69 Bond 1 0.100
2020-07-30 2020-07-31 - 2021-01-21 CA1350Z77S78 Treasury Bill 41 0.100
2020-07-30 2020-07-31 - 2021-07-15 CA1350Z77R95 Treasury Bill 16 0.100
2020-07-29 2020-07-30 - 2021-01-14 CA1350Z77Q13 Treasury Bill 5 0.100
2020-07-29 2020-07-30 - 2021-07-15 CA1350Z77R95 Treasury Bill 86 0.100
2020-07-28 2020-07-29 - 2021-01-14 CA1350Z77Q13 Treasury Bill 5 0.100
2020-07-28 2020-07-29 - 2021-07-15 CA1350Z77R95 Treasury Bill 36 0.100

Reporting

The Bank’s aggregate amount of securities sold under repurchase agreement and holdings of Government of Canada bonds and treasury bill are updated every Friday on the Bank’s weekly balance sheet.

The Bank’s individual holdings of all Government of Canada securities and federal government guaranteed debt securities issued by federal Crown corporations are available at Bank of Canada Holdings.

Key contacts


Director
Financial Markets Department
Bank of Canada
613-782-7723


Director
Financial Markets Department
Bank of Canada
613-782-7245

Related notices