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) (%)||0.2300||0.2300||0.2500||0.2500||0.2300|
|Total dollar trading volume of all trades eligible for CORRA ($)||12,732,253,172||9,166,890,000||10,590,048,976||10,028,214,351||11,300,124,560|
|Trimmed dollar volume of trades eligible for CORRA ($)||9,549,189,879||6,875,167,500||7,942,536,732||7,521,160,763||8,475,093,420|
|Number of unique data submitters for CORRA||15||14||14||14||15|
|Rate at which daily CORRA trading volume is trimmed (%)||0.1800||0.2000||0.1900||0.1800||0.1800|
|Rate at 5th percentile of the trimmed trading volume (%)||0.2000||0.2200||0.2000||0.2000||0.1800|
|Rate at 25th percentile of the trimmed trading volume (%)||0.2200||0.2300||0.2300||0.2200||0.2000|
|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|
|Publication status||Published||Published||Published||Published R||Published|
Note: Revised data are marked with an R.