North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.650.640.01
6mo0.710.700.01
1yr0.850.840.01
TERMBID PRICEASK PRICECHANGE
2yr99.72399.729-0.006
3yr99.16599.182-0.023
5yr97.17297.2010.013
10yr95.73695.7570.136
30yr118.542118.6130.492

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