Accessible navigation:

  1. Main page text
  2. Main navigation
  3. Section navigation

Bank of Canada

Regular page >>
      
 

Rates and Statistics

Interest rates

Money market yields

  • Text and PDF versions of the five-day data are also available
Overnight money market financing1
Previous data

GRAPH PERIOD:
23 Mar 2009 - 23 Mar 2010
17 Mar 2010:  0.2413
18 Mar 2010:  0.2450
19 Mar 2010:  0.2478
22 Mar 2010:  0.2441
23 Mar 2010:  0.2431
Overnight repo rate (CORRA)2
Previous data

GRAPH PERIOD:
23 Mar 2009 - 23 Mar 2010
17 Mar 2010:  0.2290
18 Mar 2010:  0.2403
19 Mar 2010:  0.2321
22 Mar 2010:  0.2452
23 Mar 2010:  0.2419
1 month corporate paper
Previous data

GRAPH PERIOD:
23 Mar 2009 - 23 Mar 2010
17 Mar 2010:  0.3500
18 Mar 2010:  0.3500
19 Mar 2010:  0.3500
22 Mar 2010:  0.3500
23 Mar 2010:  0.3500
2 month corporate paper
Previous data

GRAPH PERIOD:
23 Mar 2009 - 23 Mar 2010
17 Mar 2010:  0.3600
18 Mar 2010:  0.3600
19 Mar 2010:  0.3600
22 Mar 2010:  0.3600
23 Mar 2010:  0.3600
3 month corporate paper
Previous data

GRAPH PERIOD:
23 Mar 2009 - 23 Mar 2010
17 Mar 2010:  0.3900
18 Mar 2010:  0.3900
19 Mar 2010:  0.3900
22 Mar 2010:  0.3900
23 Mar 2010:  0.3900
1 month treasury bill
Previous data

GRAPH PERIOD:
23 Mar 2009 - 23 Mar 2010
17 Mar 2010:  0.1500
18 Mar 2010:  0.1800
19 Mar 2010:  0.2000
22 Mar 2010:  0.2100
23 Mar 2010:  0.2000
2 month treasury bill
Previous data

GRAPH PERIOD:
23 Mar 2009 - 23 Mar 2010
17 Mar 2010:  0.1900
18 Mar 2010:  0.2000
19 Mar 2010:  0.2100
22 Mar 2010:  0.2100
23 Mar 2010:  0.2200
3 month treasury bill
Previous data

GRAPH PERIOD:
23 Mar 2009 - 23 Mar 2010
17 Mar 2010:  0.2300
18 Mar 2010:  0.2200
19 Mar 2010:  0.2300
22 Mar 2010:  0.2300
23 Mar 2010:  0.2400
6 month treasury bill
Previous data

GRAPH PERIOD:
23 Mar 2009 - 23 Mar 2010
17 Mar 2010:  0.3300
18 Mar 2010:  0.3400
19 Mar 2010:  0.3600
22 Mar 2010:  0.3700
23 Mar 2010:  0.3700
1 year treasury bill
Previous data

GRAPH PERIOD:
23 Mar 2009 - 23 Mar 2010
17 Mar 2010:  0.7800
18 Mar 2010:  0.7800
19 Mar 2010:  0.8500
22 Mar 2010:  0.8500
23 Mar 2010:  0.8300
NOTES:
  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. The Canadian overnight repo rate (CORRA) is the weighted average rate of overnight general (non-specific) collateral repo trades that occurred through designated inter-dealer brokers between 6:00 a.m. and 4:00 p.m. on the specified date as reported to the Bank of Canada. The list of contributors, as recognized by the Investment Dealers Association of Canada (IDA), includes Fimat Canada Inc., Freedom International Brokerage Inc., Prebon Yamane (Canada) Ltd., and Shorcan Brokers Ltd. Although the data is believed to be reliable, the Bank of Canada does not guarantee its accuracy or completeness. As approved by the IDA, in the event that less than C$500 million in eligible overnight trades are reported, CORRA will be set at the Bank of Canada's target for the overnight rate.