Money Market Yields

On this page you can graph, download and view the latest daily data.

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The Bank of Canada will take over the responsibility for publishing the Canadian Overnight Repo Rate Average (CORRA), effective Monday, June 15, 2020. For details, see the press release and the methodology.

Daily Series

  2020-05-222020-05-252020-05-262020-05-272020-05-28
Overnight Money Market Financing Rate10.23830.24020.23930.2386NA
Overnight Repo Rate (CORRA)20.22900.22910.24260.24370.2558
Treasury Bills - 1 Month0.200.230.190.190.18
Treasury Bills - 2 Month0.200.200.190.200.17
Treasury Bills - 3 Month0.250.260.240.220.19
Treasury Bills - 6 Month0.280.270.260.260.25
Treasury Bills - 1 Year0.290.290.280.290.28
  1. 1. The overnight money market rate is the Bank of Canada estimate for the rate at which major dealers are able to arrange financing of securities inventory for a term of one business day.[]
  2. 2. 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.[]