North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.661.65-0.01
6mo1.831.820.01
1yr2.001.990.01
TERMBID PRICEASK PRICECHANGE
2yr99.88599.895-0.050
3yr96.53296.549-0.076
5yr99.69899.717-0.157
10yr98.91198.951-0.401
30yr110.231110.304-1.120

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