North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.421.410.00
6mo1.551.540.00
1yr1.791.770.01
TERMBID PRICEASK PRICECHANGE
2yr99.68599.693-0.008
3yr96.85096.868-0.011
5yr98.66998.695-0.011
10yr98.78298.822-0.039
30yr112.377112.468-0.001

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