CORRA Forward Curve

Looking for a CORRA Forward Curve?

30+ years of CORRA forward rates

1M, 3M, 6M compounded CORRA forward curves

Monthly, quarterly, and semi-annual frequencies to match your financial model

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3 Month CORRA Forward Curve

Discover the current 3 month CORRA forward curve. If you you're looking for the 1m, 3m or 6m CORRA forward curve for your financial model, download the complete CORRA forward curve in Excel format below.

Download CORRA Forward Curve in Excel

Download CORRA Forward Curve

3m CORRA Forward Rates 5 Years

CORRA is a key interest rate benchmark used in Canada. ACORRA curve represents the expected future interest rates based on current market conditions.

Our 5-year forward curve uses compounded CORRA, not Term CORRA. Download the full forward curve in Excel.

What is the CORRA Rate?

CORRA stands for Canadian Overnight Repo Rate Average. It is the risk-free overnight interest rate published by the Bank of Canada, based on actual repo transactions.

CORRA is now the primary benchmark rate for Canadian dollarderivatives and floating-rate instruments, replacing CDOR inmost markets.

🔗 Bank of Canada CORRA

Term CORRA vs Compounded CORRA

Compounded CORRA

Compounded CORRA is calculated by compounding daily CORRA fixings over a given period (e.g., 3 months).

Term CORRA

Term CORRA is a forward-looking benchmark published by CanDeal Benchmark Solutions.

While we do not publish official Term CORRA, our forward curves provide estimated 1M, 3M, and 6M rates based on current market data. 🔗 View Term CORRA from CanDeal