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Rates and Statistics

Interest Rates

Money Market Yields

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Overnight money market financing
Previous data

GRAPH PERIOD:
5 Jul 2005 - 5 Jul 2006
29 Jun 2006:  4.2492
30 Jun 2006:  4.2558
3 Jul 2006:  NA
4 Jul 2006:  4.2490
5 Jul 2006:  4.2542

Overnight repo rate (CORRA)2
Previous data

GRAPH PERIOD:
5 Jul 2005 - 5 Jul 2006
29 Jun 2006:  4.2648
30 Jun 2006:  4.2755
3 Jul 2006:  NA
4 Jul 2006:  4.2471
5 Jul 2006:  4.2648

1 month corporate paper
Previous data

GRAPH PERIOD:
5 Jul 2005 - 5 Jul 2006
29 Jun 2006:  4.4200
30 Jun 2006:  4.4500
3 Jul 2006:  NA
4 Jul 2006:  4.4500
5 Jul 2006:  4.4500

2 month corporate paper
Previous data

GRAPH PERIOD:
5 Jul 2005 - 5 Jul 2006
29 Jun 2006:  4.4600
30 Jun 2006:  4.4600
3 Jul 2006:  NA
4 Jul 2006:  4.4600
5 Jul 2006:  4.4600

3 month corporate paper
Previous data

GRAPH PERIOD:
5 Jul 2005 - 5 Jul 2006
29 Jun 2006:  4.5100
30 Jun 2006:  4.5000
3 Jul 2006:  NA
4 Jul 2006:  4.5000
5 Jul 2006:  4.5000

1 month treasury bill
Previous data

GRAPH PERIOD:
5 Jul 2005 - 5 Jul 2006
29 Jun 2006:  4.1300
30 Jun 2006:  4.1300
3 Jul 2006:  NA
4 Jul 2006:  4.1200
5 Jul 2006:  4.0900

2 month treasury bill
Previous data

GRAPH PERIOD:
5 Jul 2005 - 5 Jul 2006
29 Jun 2006:  4.2300
30 Jun 2006:  4.2100
3 Jul 2006:  NA
4 Jul 2006:  4.1900
5 Jul 2006:  4.1900

3 month treasury bill
Previous data

GRAPH PERIOD:
5 Jul 2005 - 5 Jul 2006
29 Jun 2006:  4.3000
30 Jun 2006:  4.3000
3 Jul 2006:  NA
4 Jul 2006:  4.3000
5 Jul 2006:  4.3100

6 month treasury bill
Previous data

GRAPH PERIOD:
5 Jul 2005 - 5 Jul 2006
29 Jun 2006:  4.4000
30 Jun 2006:  4.4100
3 Jul 2006:  NA
4 Jul 2006:  4.4000
5 Jul 2006:  4.4200

1 year treasury bill
Previous data

GRAPH PERIOD:
5 Jul 2005 - 5 Jul 2006
29 Jun 2006:  4.5100
30 Jun 2006:  4.5200
3 Jul 2006:  NA
4 Jul 2006:  4.5200
5 Jul 2006:  4.5500

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 on a brokered basis through approved contributors 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.