Canadian Alternative Reference Rate Working Group

• December 14, 2020

  CARR Meeting (December 14, 2020)

  Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
• 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

  CARR Meeting (November 16, 2020)

  Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
• 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
• September 10, 2020

  CARR Meeting (September 10, 2020)

  Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
• July 27, 2020

  CARR Meeting (July 27, 2020)

  Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
• June 29, 2020

  CARR Meeting (June 29, 2020)

  Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group
• June 15, 2020

  Bank of Canada becomes administrator of Canadian Overnight Repo Rate Average

  Media Relations Ottawa, Ontario

  The Bank of Canada is now the administrator of the Canadian Overnight Repo Rate Average (CORRA) and will post today the first rate calculated using an improved methodology.

  Content Type(s): Press, Press releases Source(s): Canadian Alternative Reference Rate Working Group
• June 5, 2020

  CARR welcomes MX’s listing of new Three-Month CORRA Futures

  The Canadian Alternative Reference Rate working group (CARR) welcomed Montréal Exchange’s (MX) notice that it will launch its new Three-Month Canadian Overnight Repo Rate Average (CORRA) Futures contract for trading on Friday June 12, 2020.

  Content Type(s): Press, Market notices Source(s): Canadian Alternative Reference Rate Working Group
• May 25, 2020

  CARR Meeting (May 25, 2020)

  Content Type(s): Meetings Source(s): Canadian Alternative Reference Rate Working Group