North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.540.530.01
6mo0.550.540.00
1yr0.630.620.00
TERMBID PRICEASK PRICECHANGE
2yr99.59599.6050.032
3yr101.888101.9160.072
5yr97.25997.2830.145
10yr99.22199.2580.296
30yr110.390110.4780.612

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