North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.651.64-0.01
6mo1.701.700.00
1yr1.711.700.00
TERMBID PRICEASK PRICECHANGE
2yr100.320100.3280.021
3yr98.37598.3950.046
5yr99.89999.9230.116
10yr105.998106.0270.150
30yr121.903121.9760.084

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