North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.211.20-0.01
6mo1.411.40-0.01
1yr1.621.61-0.04
TERMBID PRICEASK PRICECHANGE
2yr99.91899.9260.049
3yr97.08697.1090.070
5yr98.97699.0080.100
10yr98.87698.9190.135
30yr112.005112.088-0.045

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