Selected Historical Interest Rates
The final publication of the “Selected Historical Interest Rates” package will be in January 2019, and on July 31, 2019 the page will be removed from the Bank of Canada’s website. After that date DSOCapitalMarkets@bankofcanada.ca will be pleased to respond to requests for publications.
Please note that you can find all the historical data through Statistics Canada’s CANSIM repository in tables 10-10-0122-01 and 10-10-0123-01, and data for the last ten years on the Canadian Interest Rates, Bond Yields, Treasury Bills and U.S. Interest Rates pages on our website. For a full mapping of the various time series and their new locations please refer to the attached document.
Selected Canadian and International Interest Rates including Bond Yields and Interest Arbitrage
(Updated January 2019. All files are in PDF format.)
Starting dates are specified beside each series.
Each series shows its CANSIM 'V' identifier.
Selected Historical Canadian Dollar Interest Rates
- Bank Rate - V122530 -- Jan. 1935
- Treasury Bill Auction - Average Yields
- Selected Government of Canada Benchmark Bond Yields
- Government of Canada Marketable Bonds, Average Yield
- Other Bond Yield Averages (McLeod, Young, Weir) (Terminated)*
- Other Bonds : Average Weighted Yield (Scotia Capital) (Terminated)*
- Commercial Certificates of Deposits (Terminated)
- Chartered Bank Administered Interest Rates
- Non-Chequable Savings Deposits - V122493 -- Apr. 1967
- Daily Interest Savings (balances over $100,000) - V122528 -- May 1989
- 5 year Personal Fixed Term - V122515 -- May 1968
- Prime Business Loan - V122495 -- Jan.1935
- Conventional Mortgage - 1 year - V122520 -- Jan. 1980
- Conventional Mortgage - 5 year - V122521 -- Jan. 1973
- Trust Company Administered Interest Rates (Terminated)
- Mortgage Lending Rates (Terminated)
Selected Historical U.S. Dollar Interest Rates
- Federal Reserve Bank of New York - Discount Rate - Terminated - V122149 -- Jan. 1955
- Federal Funds Rate - V122150 -- July 1954
- 3 month Treasury Bills at Monday Tender - Terminated - V122151 -- June 1980
- Government 5 year Bond Yields -- V122142 -- Jan. 1962
- Corporate Bonds (Moody's Aaa) - Terminated - V122146 -- Jan. 1983
- 30 day Commercial Paper - V122144 -- Jan. 1997
- 90 day Commercial Paper - V122141 -- Jan. 1997
- 90 day Certificates of Deposit - Terminated - V122143 -- June 1964
- Prime Rate Charged by Banks - V122148 -- August 1955
- Euro-U.S. dollar Deposits in London, 3 month (Bid) - Terminated - V122140 -- Jan. 1971
- 90 day Premium (+) or Discount (-) U.S. Dollar in Canada - Terminated - V122505 -- Jan. 1962
- Covered Differential
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