North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.171.160.03
6mo1.331.320.00
1yr1.611.590.01
TERMBID PRICEASK PRICECHANGE
2yr98.90698.914-0.001
3yr96.51296.532-0.001
5yr98.23998.268-0.006
10yr89.03389.071-0.016
30yr106.158106.2400.049

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