Additional Haircuts - Assets Eligible as Collateral under the Bank of Canada’s Standing Liquidity Facility (SLF)

Effective immediately, the Bank of Canada has added haircuts to the over 35 year maturity category for Government of Canada and Government of Canada Guaranteed securities. These haircuts are being added in response to the recent long-term Government of Canada Guaranteed issuance.

See: Updated list of assets eligible as collateral under the Bank of Canada’s Standing Liquidity Facility and related margin requirements.

For further information, please contact:

Assistant Director
Financial Markets Department
Bank of Canada
613 782-8046

Bank of Canada
613 782-8782