North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.520.520.00
6mo0.550.540.00
1yr0.640.630.00
TERMBID PRICEASK PRICECHANGE
2yr100.070100.0780.010
3yr99.75399.7760.050
5yr97.84097.8640.036
10yr95.88395.9190.168
30yr115.530115.6280.447

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