Money Market Yields - Bank of Canada

Notice: Since 30 March 2015 Thomson Reuters Benchmark Services Limited has been responsible for the calculation of the CORRA rate. This rate, as calculated by Thomson Reuters, is published by the Bank at the end of the day. (More information).

Notice: As part of a periodic exercise to review and update current definitions, the Overnight Money Market Financing Rate (OMMFR) has been updated to provide more clarity on the calculation of this metric, specifically the types of collateral and transactions that are included. Also as part of this review, effective 1 October 2016, the Bank of Canada will be delaying the publication of the OMMFR by an additional business day. Hence, from that date, the OMMFR will be available shortly after 9:00 ET two business days following its calculation. (More information).

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: September 19, 2017 - September 19, 2018

Overnight Money Market Financing Rate

Date	Yield
2018-09-19	1.4958
2018-09-18	1.4985
2018-09-17	1.4956
2018-09-14	1.4976
2018-09-13	1.4950

Overnight Repo Rate (CORRA)2

GRAPH PERIOD: September 20, 2017 - September 20, 2018

Overnight Repo Rate (CORRA)

Date	Yield
2018-09-20	1.5000
2018-09-19	1.4790
2018-09-18	1.5000
2018-09-17	1.4839
2018-09-14	1.5093

Prime Corporate Paper Rate - 1 Month

GRAPH PERIOD: September 20, 2017 - September 20, 2018

Prime Corporate Paper Rate - 1 Month

Date	Yield
2018-09-20	1.76
2018-09-19	1.76
2018-09-18	1.76
2018-09-17	1.76
2018-09-14	1.76

Prime Corporate Paper Rate - 2 Month

GRAPH PERIOD: September 20, 2017 - September 20, 2018

Prime Corporate Paper Rate - 2 Month

Date	Yield
2018-09-20	1.81
2018-09-19	1.81
2018-09-18	1.81
2018-09-17	1.81
2018-09-14	1.81

Prime Corporate Paper Rate - 3 Month

GRAPH PERIOD: September 20, 2017 - September 20, 2018

Prime Corporate Paper Rate - 3 Month

Date	Yield
2018-09-20	1.88
2018-09-19	1.88
2018-09-18	1.88
2018-09-17	1.88
2018-09-14	1.88

Treasury Bills - 1 Month

GRAPH PERIOD: September 20, 2017 - September 20, 2018

Treasury Bills - 1 Month

Date	Yield
2018-09-20	1.31
2018-09-19	1.32
2018-09-18	1.34
2018-09-17	1.33
2018-09-14	1.34

Treasury Bills - 2 Month

GRAPH PERIOD: September 20, 2017 - September 20, 2018

Treasury Bills - 2 Month

Date	Yield
2018-09-20	1.50
2018-09-19	1.45
2018-09-18	1.46
2018-09-17	1.46
2018-09-14	1.46

Treasury Bills - 3 Month

GRAPH PERIOD: September 20, 2017 - September 20, 2018

Treasury Bills - 3 Month

Date	Yield
2018-09-20	1.55
2018-09-19	1.55
2018-09-18	1.50
2018-09-17	1.52
2018-09-14	1.52

Treasury Bills - 6 Month

GRAPH PERIOD: September 20, 2017 - September 20, 2018

Treasury Bills - 6 Month

Date	Yield
2018-09-20	1.74
2018-09-19	1.74
2018-09-18	1.70
2018-09-17	1.70
2018-09-14	1.68

Treasury Bills - 1 Year

GRAPH PERIOD: September 20, 2017 - September 20, 2018

Treasury Bills - 1 Year

Date	Yield
2018-09-20	2.00
2018-09-19	2.00
2018-09-18	1.98
2018-09-17	1.97
2018-09-14	1.95

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. [←]