North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.490.49-0.03
6mo0.510.50-0.03
1yr0.520.51-0.05
TERMBID PRICEASK PRICECHANGE
2yr99.46499.4750.148
5yr100.513100.5430.499
10yr103.095103.1321.224
30yr138.634138.7203.311

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