February 5, 2024
Read our notices about financial market activities.
Receive notification by email whenever new notices are added to the website.
February 2, 2024
The Bank of Canada (the “Bank”), in its role as fiscal agent for the Government of Canada, said today it will reintroduce the morning auction of Receiver General (RG) cash balances in the coming weeks.
Reintroduction of the morning auction of Receiver General cash balances
Content Type(s):
Press,
Market notices
January 16, 2024
In the 2023 Fall Economic Statement, the Canadian government announced its intention to purchase Canada Mortgage Bonds (CMBs), beginning in 2024, up to an annual maximum of $30 billion while ensuring that the pace and volume of these purchases are appropriate for market conditions.
Operational Details for Government Purchases of Canada Mortgage Bonds
Content Type(s):
Press,
Market notices
Source(s):
Canada Mortgage Bonds: Government purchases and holdings
January 11, 2024
The Government of Canada Market Functioning Steering Group (GMF) published today the final framework on a fee for failing to settle Government of Canada (GoC) bond and bill transactions.
GMF publishes the final framework on a fee for failing to settle GoC securities transactions
Content Type(s):
Press,
Market notices
Source(s):
Canadian Fixed-Income Forum
January 3, 2024
The Bank of Canada today conducted an Overnight Repo (OR) operation, which is a regular tool that is part of the Bank’s standard operating framework for implementing monetary policy.
Bank of Canada conducts Overnight Repo operation
Content Type(s):
Press,
Market notices
Source(s):
Overnight repo operations
December 21, 2023
In Budget 2023, the government announced its intention to hold market consultations on a proposal to consolidate Canada Mortgage Bonds (CMBs) within the regular Government of Canada (GoC) borrowing program.
Summary of Comments – Summer 2023 Canada Mortgage Bonds Consultation
Content Type(s):
Press,
Market notices
Source(s):
Canada Mortgage Bonds: Government purchases and holdings
December 21, 2023
Today, the Fall 2023 Debt Management Strategy Consultations Summary is being published, following the release of the Government of Canada’s Economic and Fiscal Update 2023.
Summary of Comments – Fall 2023 Debt Management Strategy Consultations
Content Type(s):
Press,
Market notices
December 15, 2023
The Bank of Canada today announced changes to its procedures for communicating monetary policy decisions, which will take effect in 2024.
Bank of Canada announces changes to communications of interest rate decisions
Content Type(s):
Press,
Market notices
November 30, 2023
In 2021, CARR published “Recommended fallback language for FRNs referencing CDOR” which recommended that CDOR-linked floating rate notes (FRNs), including floating rate NHA MBS, fall back from CDOR to a CORRA fallback rate (“Fallback Rate (CORRA)” as defined in the document).
CARR amends recommended fallback for CDOR NHA MBS, and publishes a guide for Canadian companies transitioning from CDOR
Content Type(s):
Press,
Market notices
Source(s):
Canadian Alternative Reference Rate Working Group
November 16, 2023
Today, the Canadian Alternative Reference Rate working group (CARR) published two recommended conventions for interest rate swaps referencing Term CORRA.
CARR publishes recommended conventions for Term CORRA swaps
Content Type(s):
Press,
Market notices
Source(s):
Canadian Alternative Reference Rate Working Group