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Canadian Rates

Current and historical Government of Canada bond yields, CAD swap rates, and CDOR for various tenors. Need additional rates or capital markets data to help in your underwriting or hedging? Contact us.

Government of Canada Bonds

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Bond yields are updated daily after 4:00 PM ET

Benchmark swaps

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Canadian Overnight Repo Rate Average (CORRA)

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Rates sourced from the Bank of Canada

Informational Purposes Only - Disclaimer | Terms of use

What is an interest rate swap?

An interest rate swap is a hedge product that helps turn floating-rate exposure into a fixed rate.

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Need live rates or have general questions? We advise on and execute over $4 billion of interest rate and FX hedging transactions per trading day.


Chatham Hedging Advisors, LLC (CHA) is a subsidiary of Chatham Financial Corp. and provides hedge advisory, accounting and execution services related to swap transactions in the United States. CHA is registered with the Commodity Futures Trading Commission (CFTC) as a commodity trading advisor and is a member of the National Futures Association (NFA); however, neither the CFTC nor the NFA have passed upon the merits of participating in any advisory services offered by CHA. For further information, please visit

Transactions in over-the-counter derivatives (or “swaps”) have significant risks, including, but not limited to, substantial risk of loss. You should consult your own business, legal, tax and accounting advisers with respect to proposed swap transaction and you should refrain from entering into any swap transaction unless you have fully understood the terms and risks of the transaction, including the extent of your potential risk of loss. This material has been prepared by a sales or trading employee or agent of Chatham Hedging Advisors and could be deemed a solicitation for entering into a derivatives transaction. This material is not a research report prepared by Chatham Hedging Advisors. If you are not an experienced user of the derivatives markets, capable of making independent trading decisions, then you should not rely solely on this communication in making trading decisions. All rights reserved.