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CORRA Forward Curve
Looking for a CORRA Forward Curve?
BlueGamma provides live interest rate forward curves in an easy-to-use web app.
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Forward curves built with market standard methodology
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3 Month CORRA Forward Curve
Powered by live swap quotes, and constructed using market standard methodology, our curves are built to match the market.
Built to match the market and ready to use in your model
Live quotes in, easy-to-use curves out.
Quotes taken directly from leading inter-dealer brokers and exchanges.
Bootstrapped to make the curves ready to use in your model.
Validated for consistency on a regular basis.
Delivered in Excel format, making the curves ready to use.
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
Term CORRA
While we do not publish official Term CORRA, our forward curves provide estimated 1M, 3M, and 6M rates based on current market data.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
Built to match the market and ready to use in your model
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One-click download to Excel; no setup required
Model-ready numbers
Curves align with every benchmark, first time
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