North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.191.19-0.01
6mo1.341.33-0.02
1yr1.651.64-0.01
TERMBID PRICEASK PRICECHANGE
2yr99.65399.6600.795
3yr96.47996.4950.039
5yr98.10598.1360.013
10yr89.12789.162-0.079
30yr106.638106.721-0.312

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