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) (%)||0.2100||0.2200||0.2000||0.2300||0.2200|
|Total dollar trading volume of all trades eligible for CORRA ($)||16,264,591,548||12,382,547,945||12,923,040,021||10,568,344,159||13,578,134,077|
|Trimmed dollar volume of trades eligible for CORRA ($)||12,198,443,661||9,286,910,959||9,692,280,016||7,926,258,119||10,183,600,558|
|Number of unique data submitters for CORRA||15||15||14||14||16|
|Rate at which daily CORRA trading volume is trimmed (%)||0.1700||0.1800||0.1500||0.1700||0.1700|
|Rate at 5th percentile of the trimmed trading volume (%)||0.1700||0.1800||0.1500||0.1700||0.1800|
|Rate at 25th percentile of the trimmed trading volume (%)||0.2000||0.2000||0.1700||0.2000||0.2000|
|Rate at 75th percentile of the trimmed trading volume (%)||0.2500||0.2500||0.2200||0.2500||0.2500|
|Rate at 95th percentile of the trimmed trading volume (%)||0.2500||0.2500||0.2500||0.2500||0.2500|
Note: Revised data are marked with an R.