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) (%)||0.2200||0.2200||0.2500||0.2500||0.2500|
|Total dollar trading volume of all trades eligible for CORRA ($)||10,107,739,597||9,400,116,007||9,932,939,595||9,767,075,805||10,505,566,719|
|Trimmed dollar volume of trades eligible for CORRA ($)||7,580,804,698||7,050,087,005||7,449,704,696||7,325,306,854||7,879,175,039|
|Number of unique data submitters for CORRA||12||14||14||13||14|
|Rate at which daily CORRA trading volume is trimmed (%)||0.1800||0.1800||0.1900||0.2000||0.2000|
|Rate at 5th percentile of the trimmed trading volume (%)||0.1900||0.1800||0.2000||0.2000||0.2200|
|Rate at 25th percentile of the trimmed trading volume (%)||0.2000||0.2000||0.2200||0.2200||0.2300|
|Rate at 75th percentile of the trimmed trading volume (%)||0.2500||0.2500||0.2500||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.