North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.440.430.00
6mo0.530.520.00
1yr0.610.60-0.01
TERMBID PRICEASK PRICECHANGE
2yr99.46099.4690.035
3yr101.704101.7260.056
5yr98.31498.3400.086
10yr97.85497.8880.073
30yr108.151108.202-0.338

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