North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.870.860.00
6mo1.051.040.00
1yr1.311.30-0.01
TERMBID PRICEASK PRICECHANGE
2yr99.64799.6560.035
3yr98.01998.0330.055
5yr97.13697.1630.078
10yr92.27392.3050.119
30yr111.377111.4860.274

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