CORRA measures the cost of overnight general collateral funding in Canadian dollars using Government of Canada treasury bills and bonds as collateral for repurchase transactions. The Bank provides CORRA as a public good, at no cost to users and data distributors.
|Canadian Overnight Repo Rate Average (CORRA) (%)||0.2000||0.1800||0.1800||0.1600||0.1600|
|Total dollar trading volume of all trades eligible for CORRA ($)||14,473,617,064||14,973,921,389||20,049,717,984||16,355,144,206||10,055,817,000|
|Trimmed dollar volume of trades eligible for CORRA ($)||10,855,212,798||11,230,441,042||15,037,288,488||12,266,358,154||7,541,862,750|
|Number of unique data submitters for CORRA||13||13||14||13||13|
|Rate at which daily CORRA trading volume is trimmed (%)||0.1500||0.1400||0.1200||0.1000||0.1000|
|Rate at 5th percentile of the trimmed trading volume (%)||0.1500||0.1400||0.1300||0.1000||0.1400|
|Rate at 25th percentile of the trimmed trading volume (%)||0.1800||0.1500||0.1500||0.1500||0.1400|
|Rate at 75th percentile of the trimmed trading volume (%)||0.2000||0.2000||0.2000||0.2000||0.1900|
|Rate at 95th percentile of the trimmed trading volume (%)||0.2100||0.2000||0.2500||0.2500||0.2500|
Note: Revised data are marked with an R.