North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.730.72-0.02
6mo0.920.91-0.02
1yr1.151.14-0.01
TERMBID PRICEASK PRICECHANGE
2yr99.02599.0330.015
3yr98.24198.2600.029
5yr95.54595.5770.050
10yr92.02392.0600.171
30yr109.909110.0050.357

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