CORRA Forward Curve: Today’s Market-Implied Path

The 3M compounded CORRA forward curve, bootstrapped from live CAD swap quotes and refreshed through the trading day. Chart it, read the year-by-year forecast, or take the whole grid to Excel.

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3M CORRA forward curve · year-end forwards

3M CORRA forward curve: year-end market-implied forward rates, refreshed through the trading day. The full dated curve is available with a free BlueGamma trial.
DateForward Rate
31 Dec 20262.63%
31 Dec 20273.22%
31 Dec 20283.36%
31 Dec 20293.40%
31 Dec 2030
31 Dec 2031

Curves bootstrapped from live interdealer swap quotes. Read how we build these curves.

Unlock the full curve

Get the complete CORRA forward curve in Excel

  • Every forward, out to the longest quoted tenor
  • One-click download to Excel
  • Excel Add-in & API access
  • Curves for 30+ currencies, refreshed all day

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“We stopped chasing the bank for a mid. BlueGamma is our curve of record now.”

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The CORRA forward curve in Excel & API

If you’re copying this curve into a model more than once a month, you don’t need a download, you need a feed. One function per forward period, always current, straight into your model.

// Excel: any CORRA forward period in a cell
=BlueGamma.FORWARD_RATE("CORRA", start_date, end_date)

# API: the same rate, one GET away
GET api.bluegamma.io/v1/forward_rate
    ?index=CORRA&start_date=2027-06-30&end_date=3M
x-api-key: your_api_key

The curve prices your float. The desk quotes a par rate.

When you fix, the bank quotes one number for the whole term. Check it against an independent CORRA mid before you sign: the difference is their margin.

The curve is the forecast. The fixing is what actually printed.

Every point on this curve is the market's guess at future CORRA fixings. The fixing page is the scoreboard — today's official print, the day-over-day move, and the daily history.

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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 dollar derivatives and floating-rate instruments, replacing CDOR in most markets.

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.

FAQs

More on CORRA rates

CORRA Swap Rates

Today's CAD CORRA swap rates across the tenor grid, with history.

See swap rates

Compounded CORRA

Daily and period-compounded CORRA rates for floating-leg calculations.

See compounded rates

Forward curve basics

How forward curves are built, read and used in models.

Read the guide

Pull a curve into Excel

How to pull a forward curve directly into a spreadsheet, step by step.

Read the how-to