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CAD Swap Rates

Looking for current and historic CORRA Swap Rates?

BlueGamma provides current and historic swap rates in an easy-to-use web app.

Live rates, refreshed every minute

Swap rates for all liquid tenors

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Latest CORRA Swap Rates

Current semi-annual CORRA swap rates – daily updates on Canadian interest rate swaps.

Download current and historic rates in Excel

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.

Current 10-Year CORRA Swap Rate

Examine the historical trend of the 10-Year semi-annual CORRA swap rate.

Looking for other tenors or longer history?

Access the full swap rate dataset in the BlueGamma web app.

Current CORRA rate

Access the latest CORRA rate.

Access the complete rates toolkit

Get historic curves, swap-pricing and mark-to-market calculators with a free 14-day trial.

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