Compounded CORRA Rates

Compounded CORRA Rates:
1-Month, 3-Month, and 6-Month (Daily Historical Data)

Compounded CORRA is a backward-looking benchmark used to calculate realised interest over 1M, 3M, and 6M windows — commonly used in Canadian floating rate debt, derivatives, and internal valuations.

We publish daily updated 1M, 3M, and 6M compounded CORRA rates using official Bank of Canada fixings and a methodology aligned with how Canadian financial institutions calculate interest accruals.

Daily Compounded CORRA Table

Looking to forecast future interest payments?

How It’s Calculated

We replicate how CORRA is compounded by Canadian financial institutions and clearing houses.

Based on daily fixings from the Bank of Canada

Compounded over calendar-based 1M, 3M, 6M periods

No lookback applied (lookback = 0)

Stub days use preceding business day’s CORRA

Uses Actual/365 day count

Visualise the Trends

FAQs

What is compounded CORRA?

Do you use a lookback or lag?

How do you treat non-business day starts?

What’s the day count convention?

Need More Than Just CORRA?

CORRA
forward curves

Real-time CAD
swap pricing & MTM

Excel + API
integration

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