January 25, 2021 CARR Meeting (January 25, 2021) Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
December 14, 2020 CARR Meeting (December 14, 2020) Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
November 24, 2020 Canadian Alternative Reference Rate Working Group Launches Consultation The Canadian Alternative Reference Rate working group (CARR) published a consultation paper today on a proposed methodology for calculating CORRA-in-arrears as well as draft fallback language for floating rate notes (FRNs) that reference CDOR. Content Type(s): Press, Market notices Source(s): Canadian Alternative Reference Rate Working Group
November 16, 2020 CARR Meeting (November 16, 2020) Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
October 19, 2020 CARR’s mandate expanded to include analysis of CDOR The Canadian Fixed Income Forum (CFIF) has expanded the mandate of the Canadian Alternative Reference Rate working group (CARR) to include an analysis of the Canadian Dollar Offered Rate (CDOR). Content Type(s): Press, Market notices Source(s): Canadian Alternative Reference Rate Working Group
September 10, 2020 CARR Meeting (September 10, 2020) Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
July 27, 2020 CARR Meeting (July 27, 2020) Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
June 29, 2020 CARR Meeting (June 29, 2020) Agenda Time: 11:30–13:00 ETTeleconferenceContact: Agenda Items 1. Review of global work on interest rate benchmarks 2. Updates from CARR subgroups 3. Other Documents Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
June 15, 2020 Bank of Canada becomes administrator of Canadian Overnight Repo Rate Average Media Relations Ottawa, Ontario The Bank of Canada is now the administrator of the Canadian Overnight Repo Rate Average (CORRA) and will post today the first rate calculated using an improved methodology. Content Type(s): Press, Press releases Source(s): Canadian Alternative Reference Rate Working Group
June 5, 2020 CARR welcomes MX’s listing of new Three-Month CORRA Futures The Canadian Alternative Reference Rate working group (CARR) welcomed Montréal Exchange’s (MX) notice that it will launch its new Three-Month Canadian Overnight Repo Rate Average (CORRA) Futures contract for trading on Friday June 12, 2020. Content Type(s): Press, Market notices Source(s): Canadian Alternative Reference Rate Working Group