30-day Overnight Repo Rate Futures are traded on the The Montreal Exchange. Each contract is for C$5,000,000 nominal of 30-day Overnight Repo Rate. Prices are quoted in 100 minus the monthly average overnight repo rate for the contract month..
30-day Overnight Repo Rate Futures contracts exist for the months of March (H), June (M), September (U) and December (Z). The deliverable product for the 30-day Overnight Repo Rate Futures contract is Eligible Government of Canada bonds. See Circulars.
Click on any price shown on this page to see a time series of the underlying data, along with options for graphing, downloading and validating the data.
Quandl's explanatory page About Futures Contracts.