Money Market Yields - Bank of Canada

Notice

As of January 2019, the Bank of Canada will no longer publish the daily, weekly or monthly prime commercial paper (CP) or bankers’ acceptance (BA) rates.

The Investment Industry Regulatory Organization of Canada (IIROC) will start publishing for informational purposes only the 1- and 3-month transaction based BA rates on the same date. (Read full notice).

See also: Canadian Interest Rates and Monetary Policy Variables: 10-Year Lookup

Text and PDF versions of the five-day data are also available.

Overnight Money Market Financing Rate1

GRAPH PERIOD: November 14, 2017 - November 13, 2018

Overnight Money Market Financing Rate

Date	Yield
2018-11-13	1.7455
2018-11-12	NA
2018-11-09	1.7481
2018-11-08	1.7452
2018-11-07	1.7464

Overnight Repo Rate (CORRA)2

GRAPH PERIOD: November 14, 2017 - November 13, 2018

Overnight Repo Rate (CORRA)

Date	Yield
2018-11-13	1.7395
2018-11-12	NA
2018-11-09	1.7436
2018-11-08	1.7364
2018-11-07	1.7238

Prime Corporate Paper Rate - 1 Month

GRAPH PERIOD: November 14, 2017 - November 14, 2018

Prime Corporate Paper Rate - 1 Month

Date	Yield
2018-11-14	2.00
2018-11-13	2.00
2018-11-12	NA
2018-11-09	2.00
2018-11-08	2.00

Prime Corporate Paper Rate - 2 Month

GRAPH PERIOD: November 14, 2017 - November 14, 2018

Prime Corporate Paper Rate - 2 Month

Date	Yield
2018-11-14	2.06
2018-11-13	2.06
2018-11-12	NA
2018-11-09	2.06
2018-11-08	2.06

Prime Corporate Paper Rate - 3 Month

GRAPH PERIOD: November 14, 2017 - November 14, 2018

Prime Corporate Paper Rate - 3 Month

Date	Yield
2018-11-14	2.11
2018-11-13	2.11
2018-11-12	NA
2018-11-09	2.11
2018-11-08	2.11

Treasury Bills - 1 Month

GRAPH PERIOD: November 14, 2017 - November 14, 2018

Treasury Bills - 1 Month

Date	Yield
2018-11-14	1.57
2018-11-13	1.58
2018-11-12	NA
2018-11-09	1.59
2018-11-08	1.60

Treasury Bills - 2 Month

GRAPH PERIOD: November 14, 2017 - November 14, 2018

Treasury Bills - 2 Month

Date	Yield
2018-11-14	1.63
2018-11-13	1.58
2018-11-12	NA
2018-11-09	1.64
2018-11-08	1.64

Treasury Bills - 3 Month

GRAPH PERIOD: November 14, 2017 - November 14, 2018

Treasury Bills - 3 Month

Date	Yield
2018-11-14	1.72
2018-11-13	1.72
2018-11-12	NA
2018-11-09	1.71
2018-11-08	1.71

Treasury Bills - 6 Month

GRAPH PERIOD: November 14, 2017 - November 14, 2018

Treasury Bills - 6 Month

Date	Yield
2018-11-14	1.93
2018-11-13	1.93
2018-11-12	NA
2018-11-09	1.90
2018-11-08	1.89

Treasury Bills - 1 Year

GRAPH PERIOD: November 14, 2017 - November 14, 2018

Treasury Bills - 1 Year

Date	Yield
2018-11-14	2.15
2018-11-13	2.17
2018-11-12	NA
2018-11-09	2.16
2018-11-08	2.16

NOTES:

The Overnight Money Market Financing Rate is an estimate of the collateralized overnight rate compiled at the end of the day by the Bank of Canada through a survey of major participants in the overnight market. This rate is an indicative rate released for statistical and analytical purposes only and is not intended to be used as a reference rate. The Bank of Canada does not guarantee the accuracy or completeness of this rate. Please read our full terms and conditions for all disclaimers. [←]
The Canadian Overnight Repo Rate Average (CORRA) is a measure of the average cost of overnight collateralized funding. Thomson Reuters Benchmark Services Limited is the administrator, calculation agent and publication agent for CORRA, effective 30 March 2015. [←]