Canadian Interest Rate Futures

At 9am (eastern time) on September 8th, the Bank of Canada will make an announcement regarding the overnight target interest rate, which is currently 0.75%. The 3-month Bankers’ Acceptance futures market currently has the following quotations: Month / Strike Bid Price Ask Price Settl. Price Net Change Vol. + 10 SE 98.895 98.900 98.890 0.000 … Continue reading Canadian Interest Rate Futures