November 30, 2020 Summary of Comments – Fall 2020 Debt Management Strategy Consultations Today, the Fall 2020 Debt Management Strategy Consultations Summary is being published in conjunction with the release of the Government of Canada’s Fall Economic Statement 2020. Content Type(s): Press, Market notices
November 30, 2020 Operational details for upcoming secondary market purchases of Government of Canada securities (December 7-17) As previously announced, the Bank of Canada (the Bank) launched on April 1, 2020 a program to purchase Government of Canada securities in the secondary market – the Government Bond Purchase Program (GBPP). Content Type(s): Press, Market notices Source(s): Government of Canada Bond Purchase Program
November 24, 2020 Canadian Alternative Reference Rate Working Group Launches Consultation The Canadian Alternative Reference Rate working group (CARR) published a consultation paper today on a proposed methodology for calculating CORRA-in-arrears as well as draft fallback language for floating rate notes (FRNs) that reference CDOR. Content Type(s): Press, Market notices Source(s): Canadian Alternative Reference Rate Working Group
November 16, 2020 Operational details for upcoming secondary market purchases of Government of Canada securities (November 23 - December 4) As previously announced, the Bank of Canada (the Bank) launched on April 1, 2020 a program to purchase Government of Canada securities in the secondary market – the Government Bond Purchase Program (GBPP). Content Type(s): Press, Market notices Source(s): Government of Canada Bond Purchase Program
November 9, 2020 Return to the Government of Canada Treasury Bill Standard Terms for Auctions The Bank of Canada today announced a return to normal standard terms for auctions of Government of Canada Treasury Bills. Content Type(s): Press, Market notices
November 9, 2020 Bank of Canada announces amendments to targeted facilities and programs that support liquidity and short-term funding markets Reflecting the continued improvement in the functioning of short-term funding markets and financial markets more generally, the Bank of Canada (the Bank) is announcing amendments to the Provincial Money Market Purchase (PMMP) program and to the amount of Government of Canada treasury bills acquired at auction. Content Type(s): Press, Market notices Source(s): Provincial Money Market Purchase Program, Standing Term Liquidity Facility
November 3, 2020 Changes to the Frequency of Government of Canada Treasury Bills auctions The Bank of Canada, acting as fiscal agent of the Government of Canada, and the Department of Finance are announcing a change to the frequency of Treasury Bill auctions to help manage the Government of Canada’s current large cash holdings. Content Type(s): Press, Market notices
November 2, 2020 Operational details for upcoming secondary market purchases of Government of Canada securities (November 9-20) As previously announced, the Bank of Canada (the Bank) launched on April 1, 2020 a program to purchase Government of Canada securities in the secondary market – the Government Bond Purchase Program (GBPP). Content Type(s): Press, Market notices Source(s): Government of Canada Bond Purchase Program
October 19, 2020 CARR’s mandate expanded to include analysis of CDOR The Canadian Fixed Income Forum (CFIF) has expanded the mandate of the Canadian Alternative Reference Rate working group (CARR) to include an analysis of the Canadian Dollar Offered Rate (CDOR). Content Type(s): Press, Market notices Source(s): Canadian Alternative Reference Rate Working Group
October 19, 2020 The Bank of Canada launches the CORRA Advisory Group Earlier this year, the Bank of Canada became the administrator of the Canadian Overnight Repo Rate Average (CORRA) and since June has published this Canadian interest rate benchmark on its website using an improved methodology. Content Type(s): Press, Market notices Source(s): CORRA Advisory Group