North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.490.48-0.01
6mo0.550.540.00
1yr0.600.590.00
TERMBID PRICEASK PRICECHANGE
2yr99.57399.5830.028
3yr101.987102.0170.052
5yr98.74298.7630.055
10yr98.96198.9880.088
30yr112.025112.1140.020

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