North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.661.650.00
6mo1.661.65-0.01
1yr1.651.64-0.02
TERMBID PRICEASK PRICECHANGE
2yr101.300101.3080.125
3yr97.05697.0750.202
5yr103.630103.6520.378
10yr103.424103.4610.602
30yr119.398119.4891.917

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