North American Interest Rate Swaps Product Package

  • One subscription. Two currencies.
  • 10 participating dealers
  • Access 11 additional currencies

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.480.470.00
6mo0.520.510.00
1yr0.600.590.00
TERMBID PRICEASK PRICECHANGE
2yr99.46899.4760.043
3yr101.696101.7140.070
5yr96.76096.7930.116
10yr98.22098.2760.297
30yr107.544107.6210.646

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