CORRA

Interest rate benchmarks - Canada.

Canadian Overnight Repo Rate Average.

A measure of the cost of overnight general collateral funding in Canadian dollars (CAD).

See also

• Canadian Overnight Repo Rate Average
• Collateral
• Derivative
• IBOR
• InterBank Offered Rate
• Refinitiv Benchmark Services (UK) Limited (RBSL)
• Repo rate
• Security
• SONIA
• SORA

Other resources

• Methodology for calculating the Canadian Overnight Repo Rate Average (CORRA)
• Bank of Canada - market notice - 16 May 2022