Overnight Index Swap (Montreal) Futures are traded on the The Montreal Exchange. Each contract is for C$5,000,000 nominal with 6% notional coupon. of Overnight Index Swap (Montreal). Prices are quoted in 100-R.
Overnight Index Swap (Montreal) Futures contracts exist for the months of January (F), February (G), March (H), April (J), May (K), June (M), July (N), August (Q), September (U), October (V), November (X) and December (Z). The deliverable product for the Overnight Index Swap (Montreal) 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.
Historical continuous contract data is available from n.a. to n.a..
Quandl's explanatory page About Futures Contracts.