im trying to figure out how to calculate Canada’s mid market swap rates. Let’s say I want to calculate the 1-year mid market swap rate for a particular date. then, for each financial institution in canada, i find A) the rate they offer on fixed, non-redeemable 1 year deposits on that date and B) the rate they ask for fixed 1-year loans on that date. then i subtract B - A for each institution and i calculate the average for all institutions and that gives me Canada’s mid-market swap rates? can someone plz let me know if this is the right idea? thanks!