North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.480.480.00
6mo0.530.520.00
1yr0.600.590.01
TERMBID PRICEASK PRICECHANGE
2yr99.59099.598-0.030
3yr101.998102.017-0.065
5yr98.73298.753-0.126
10yr98.64698.680-0.488
30yr110.776110.844-1.548

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