Examining the short-term interest rate expectations of the futures market: Month / Strike Bid Price Ask Price Settl. Price Net Change Vol. + 11 AL 0.000 0.000 98.710 0.000 0 + 11 MA 0.000 0.000 98.640 0.000 0 + 11 JN 98.660 98.665 98.670 -0.005 17877 + 11 SE 98.490 98.500 98.500 0.000 25173 + … Continue reading Canadian Interest Rate Futures