North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.520.510.01
6mo0.540.540.00
1yr0.610.600.00
TERMBID PRICEASK PRICECHANGE
2yr100.097100.108-0.038
3yr99.74499.765-0.081
5yr97.76597.785-0.144
10yr95.32195.359-0.270
30yr114.104114.185-0.714

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