North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.730.720.00
6mo0.900.890.00
1yr1.121.110.00
TERMBID PRICEASK PRICECHANGE
2yr99.06099.068-0.021
3yr98.28598.301-0.036
5yr95.68595.716-0.102
10yr92.26392.319-0.183
30yr110.283110.3910.072

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