North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.481.480.00
6mo1.671.660.03
1yr1.941.920.02
TERMBID PRICEASK PRICECHANGE
2yr99.31399.322-0.062
3yr96.60096.610-0.072
5yr98.09998.120-0.050
10yr97.66497.695-0.092
30yr110.302110.409-0.121

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