North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.181.17-0.01
6mo1.361.350.00
1yr1.611.590.00
TERMBID PRICEASK PRICECHANGE
2yr98.90598.9130.010
3yr97.18797.2000.011
5yr95.48995.519-0.019
10yr89.60489.638-0.136
30yr108.200108.291-0.655

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