North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.870.860.00
6mo1.051.040.00
1yr1.311.30-0.01
TERMBID PRICEASK PRICECHANGE
2yr99.60699.6150.043
3yr97.93997.9570.062
5yr96.97496.9960.129
10yr91.88491.9150.294
30yr110.500110.5820.473

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