North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.920.910.00
6mo0.940.930.00
1yr1.000.990.00
TERMBID PRICEASK PRICECHANGE
2yr99.81499.8230.045
3yr100.005100.0230.113
5yr100.873100.8960.322
10yr103.692103.7360.660
30yr119.126119.2061.719

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