North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.870.860.00
6mo1.051.040.00
1yr1.321.310.00
TERMBID PRICEASK PRICECHANGE
2yr99.61299.6210.020
3yr97.96497.9780.038
5yr97.05897.0880.043
10yr92.15492.1880.116
30yr111.103111.1840.250

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