North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.700.690.00
6mo0.890.880.01
1yr1.081.070.00
TERMBID PRICEASK PRICECHANGE
2yr99.02099.029-0.142
3yr98.12998.1470.062
5yr95.54695.5800.096
10yr92.09692.1280.147
30yr111.245111.3570.339

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