Money Market Yields - Bank of Canada

Overnight Money Market Financing Rate1

GRAPH PERIOD: July 17, 2018 - July 17, 2019

Overnight Money Market Financing Rate

Date	Yield
2019-07-17	1.7475
2019-07-16	1.7490
2019-07-15	1.7440
2019-07-12	1.7445
2019-07-11	1.7437

Overnight Repo Rate (CORRA)2

GRAPH PERIOD: July 18, 2018 - July 18, 2019

Overnight Repo Rate (CORRA)

Date	Yield
2019-07-18	1.7444
2019-07-17	1.7463
2019-07-16	1.7450
2019-07-15	1.7256
2019-07-12	1.7486

Treasury Bills - 1 Month

GRAPH PERIOD: July 18, 2018 - July 18, 2019

Treasury Bills - 1 Month

Date	Yield
2019-07-18	1.65
2019-07-17	1.65
2019-07-16	1.65
2019-07-15	1.64
2019-07-12	1.59

Treasury Bills - 2 Month

GRAPH PERIOD: July 18, 2018 - July 18, 2019

Treasury Bills - 2 Month

Date	Yield
2019-07-18	1.64
2019-07-17	1.65
2019-07-16	1.65
2019-07-15	1.65
2019-07-12	1.65

Treasury Bills - 3 Month

GRAPH PERIOD: July 18, 2018 - July 18, 2019

Treasury Bills - 3 Month

Date	Yield
2019-07-18	1.64
2019-07-17	1.65
2019-07-16	1.65
2019-07-15	1.65
2019-07-12	1.66

Treasury Bills - 6 Month

GRAPH PERIOD: July 18, 2018 - July 18, 2019

Treasury Bills - 6 Month

Date	Yield
2019-07-18	1.69
2019-07-17	1.70
2019-07-16	1.71
2019-07-15	1.71
2019-07-12	1.71

Treasury Bills - 1 Year

GRAPH PERIOD: July 18, 2018 - July 18, 2019

Treasury Bills - 1 Year

Date	Yield
2019-07-18	1.67
2019-07-17	1.71
2019-07-16	1.71
2019-07-15	1.72
2019-07-12	1.72

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. [←]