North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.530.520.01
6mo0.550.540.00
1yr0.630.620.00
TERMBID PRICEASK PRICECHANGE
2yr99.58399.5920.043
3yr101.833101.8480.098
5yr97.17697.2060.172
10yr99.11099.1470.328
30yr110.473110.5610.647

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