North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3 mo0.940.930.00
6 mo0.970.960.00
1 yr1.021.010.00
TERMBID PRICEASK PRICECHANGE
2 yr99.80799.8140.007
3 yr100.893100.9090.007
5 yr101.088101.1150.116
10 yr104.320104.3670.308
30 yr119.698119.7890.599

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