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
How It’s Calculated
We replicate how CORRA is compounded by Canadian financial institutions and clearing houses.
Key calculation features:
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.
Compounded CORRA Chart
Calculate Compounded CORRA with Our Risk Free Rate Calculator
Instantly compute compounded rates and accrued interest for any custom period.
Easily adjust parameters such as lookback days, spreads, lags, and day count conventions.
Ideal for modelling financial instruments or verifying internal interest calculations.
Our Other Compounded Rates
Compounded SONIA Rates
View daily 1M, 3M, and 6M compounded SONIA rates.
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Compounded SOFR Rates
View daily 1M, 3M, and 6M compounded SOFR rates.
Compounded €STR Rates
View daily 1M, 3M, and 6M compounded €STR rates.
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?
Looking for More Than Just Rates?
CORRA forward curves
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Excel + API integration
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