May 16, 2024
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May 13, 2024
CARR is publishing two presentations to clarify how CARR’s recommended fallback rate for floating rate notes that reference CDOR should be implemented for calculating the coupon and accrued interest post June 2024.
CARR publishes illustrative examples on determining fallback rates on floating rate notes that reference CDOR
Content Type(s):
Press,
Market notices
Source(s):
Canadian Alternative Reference Rate Working Group
April 30, 2024
Refinitiv Benchmark Services (UK) Limited (RBSL), the administrator of CDOR, today reaffirmed that all three tenors of CDOR will cease to be published after June 28, 2024.
CARR reiterates that market participants with CDOR-based loans, derivatives or securities must prepare for CDOR’s cessation post June 28, 2024
Content Type(s):
Press,
Market notices
Source(s):
Canadian Alternative Reference Rate Working Group
April 25, 2024
The Canadian Fixed-Income Forum today announced the establishment of the Collateral Infrastructure and Market Practices Advisory Group.
CFIF announces the establishment of the Collateral Infrastructure and Market Practices Advisory Group
Content Type(s):
Press,
Market notices
Source(s):
Collateral Infrastructure and Market Practices Advisory Group
April 25, 2024
The Bank of Canada is planning to restart later this year its securities lending program (SLP) which is designed to support the liquidity of Government of Canada (GoC) securities markets.
Bank of Canada plans to re-introduce its securities lending program
Content Type(s):
Press,
Market notices
Source(s):
Securities Lending Program,
Securities Repo Operations
April 17, 2024
In line with the announcement in the federal 2024 Budget, the Government of Canada will be introducing a temporary one-month treasury bill.
Introduction of one-month treasury bill
Content Type(s):
Press,
Market notices
April 15, 2024
To facilitate the monitoring of the transition away from CDOR based loans to CORRA and Term CORRA, CARR will publish a monthly report on the aggregated outstanding amount of CDOR loans that have not transitioned to other benchmarks, as well as the volume of new loans, including any transitioned loans, referencing CORRA and/or Term CORRA.
CARR to begin publishing data on the transition of CDOR based loans to CORRA
Content Type(s):
Press,
Market notices
Source(s):
Canadian Alternative Reference Rate Working Group
March 14, 2024
The Bank of Canada today published the Bank of Canada Oversight Activities for Financial Market Infrastructures 2023 Annual Report.
Release of the 2023 Bank of Canada FMI Oversight Activities Annual Report
Content Type(s):
Press,
Market notices
February 14, 2024
The Bank of Canada (the “Bank”), in its role as fiscal agent for the Government of Canada, previously announced the government’s intention to reintroduce morning auctions of Receiver General (RG) cash balances. Today, the Bank is announcing that RG auctions will commence on February 21st, 2024, and be conducted daily at 9:15 am.
Start date for the morning auction of Receiver General cash balances
Content Type(s):
Press,
Market notices
February 8, 2024
The Bank of Canada is today launching a new webpage with details on the Government of Canada’s purchases of Canada Mortgage Bonds (CMBs).
Webpage for Government of Canada purchases of Canada Mortgage Bonds
Content Type(s):
Press,
Market notices
Source(s):
Canada Mortgage Bonds: Government purchases and holdings