https://www.bankofcanada.ca/?p=203197
Repo borrowing price (% per year)Securities lending borrowing price (% per year)Overnight interest rate (% per year)Probability (%) of hitting price cap when overnight interest rate is 0.25 % per year - Bond in low supplyProbability (%) of hitting price cap when overnight interest rate is 0.50 % per year - Bond in low supplyProbability (%) of hitting price cap when overnight interest rate is 0.75 % per year - Bond in low supplyProbability (%) of hitting price cap when overnight interest rate is 1.00 % per year - Bond in low supplyProbability (%) of hitting price cap when overnight interest rate is 0.25 % per year - Bond in median supplyProbability (%) of hitting price cap when overnight interest rate is 0.50 % per year - Bond in median supplyProbability (%) of hitting price cap when overnight interest rate is 0.75 % per year - Bond in median supplyProbability (%) of hitting price cap when overnight interest rate is 1.00 % per year - Bond in median supplyPrice difference (%) annualized when overnight interest rate is 0.25% per yearPrice difference (%) annualized when overnight interest rate is 0.50% per yearPrice difference (%) annualized when overnight interest rate is 0.75% per yearPrice difference (%) annualized when overnight interest rate is 1.00% per yearRepo market (% per year)Securities-lending market (% per year)Daily effective federal funds rate (% per year)New price cap (% per year)0.054.010.174.220.024.260.084.264.261.164.260.074.274.154.281.424.290.254.254.174.270.134.250.484.290.204.260.254.290.784.531.504.580.314.484.364.570.514.550.114.540.114.263.054.023.934.011.383.520.513.040.992.003.012.921.513.040.371.503.020.712.803.040.632.353.042.031.142.262.031.112.250.741.661.500.010.500.080.081.480.020.090.110.020.090.090.020.080.110.170.090.100.010.080.090.020.070.100.170.060.100.080.140.150.050.010.18-0.04-0.110.190.05-0.010.200.020.070.230.00-0.020.210.03-0.050.180.040.010.190.070.080.180.020.000.190.03-0.010.230.06-0.020.231.010.020.90-0.010.240.310.050.000.240.080.060.240.02-0.020.230.060.100.230.080.110.220.040.010.240.000.020.220.04-0.050.250.02-0.010.230.01-0.040.210.00-0.050.200.020.010.190.060.080.210.050.140.210.150.200.220.210.220.221.000.180.240.220.220.510.180.200.200.150.210.210.160.200.200.150.200.200.230.200.200.200.160.160.190.150.150.180.100.100.150.160.130.200.02-0.050.200.00-0.100.180.05-0.010.170.01-0.030.180.01-0.030.170.01-0.070.170.02-0.040.170.040.000.160.040.010.150.030.010.160.030.030.160.110.030.160.520.020.23-0.030.480.160.040.050.130.040.020.140.060.030.140.060.020.140.040.040.140.060.100.130.090.080.160.080.090.160.050.020.150.07-0.010.130.07-0.040.140.07-0.010.150.020.020.150.090.000.170.090.010.160.100.020.170.100.030.160.020.050.180.040.070.200.030.050.240.223.220.060.230.040.260.223.220.080.070.203.200.040.030.183.180.020.000.173.170.050.040.163.160.05-0.020.153.150.020.000.143.140.050.100.173.170.030.090.173.170.030.060.183.180.090.130.173.170.370.380.173.171.371.330.193.190.520.350.260.260.213.210.051.812.000.203.202.872.990.213.213.123.210.203.203.153.200.213.213.153.180.213.212.902.970.183.182.272.210.183.182.442.610.173.172.692.781.730.173.171.740.260.223.220.200.120.223.220.060.200.243.240.150.180.253.250.150.330.253.250.351.130.243.240.950.400.243.240.450.180.213.210.300.440.193.190.320.340.183.180.302.060.173.172.122.160.223.222.143.110.203.202.970.282.960.250.170.093.172.972.790.183.182.722.210.183.182.302.250.163.162.272.320.153.152.131.900.153.151.651.780.133.131.772.170.133.132.15-0.030.143.140.01-0.020.153.150.010.020.153.150.040.000.153.150.040.060.143.140.040.190.143.140.120.270.153.150.160.090.153.150.020.120.163.160.030.140.153.150.080.100.173.170.030.360.173.170.260.040.183.180.030.020.183.180.020.220.25-0.030.170.033.170.030.030.173.170.040.050.173.170.050.040.173.170.070.060.173.170.070.080.163.160.090.120.153.150.050.060.173.170.050.030.173.170.020.080.173.170.040.120.173.170.020.010.163.160.030.000.163.160.040.020.153.150.050.040.153.150.050.080.143.140.050.000.143.140.05-0.040.153.150.010.240.24-0.110.150.133.150.010.270.240.040.190.250.040.270.270.240.300.250.100.290.250.050.220.260.050.300.270.050.250.260.040.490.510.240.400.760.040.650.760.050.791.000.400.601.000.150.341.020.030.271.020.040.331.000.240.320.990.250.491.000.250.301.000.050.351.010.050.591.000.150.511.010.100.351.020.050.761.010.500.951.030.050.601.010.930.761.020.040.491.010.020.741.000.050.961.030.100.421.060.050.451.030.020.621.040.250.751.010.100.771.030.200.901.020.110.761.060.050.981.050.090.901.110.060.811.040.201.011.030.501.021.040.440.811.030.050.871.020.060.931.030.260.871.060.360.821.020.300.741.020.000.941.020.350.611.020.200.771.030.300.781.030.200.801.030.190.751.000.250.611.010.750.751.020.750.911.020.300.851.030.200.751.010.200.801.030.200.801.040.290.781.030.290.931.060.250.791.040.250.720.880.260.690.810.250.600.820.250.640.760.230.770.780.260.710.790.450.550.600.260.400.540.160.530.530.500.500.540.110.550.550.300.550.550.200.540.540.170.510.510.200.510.530.100.500.540.250.530.550.150.520.570.150.470.550.130.510.540.250.520.520.250.390.530.220.460.530.200.350.540.200.420.520.200.480.530.200.310.610.100.210.520.100.450.530.050.400.750.750.500.750.100.951.020.050.511.040.050.491.020.100.571.041.000.401.250.080.251.250.050.501.300.200.411.310.2091.950000.267000.022702.320000.333000.029700.0016271.043.537.033.0