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
6mo1.871.860.00
1yr2.102.100.00
TERMBID PRICEASK PRICECHANGE
2yr99.42199.4290.044
3yr95.65995.6790.048
5yr98.16898.1930.030
10yr95.77295.8120.007
30yr104.622104.705-0.108

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