North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.440.43-0.01
6mo0.530.520.00
1yr0.610.60-0.01
TERMBID PRICEASK PRICECHANGE
2yr99.48299.4890.041
3yr101.793101.8150.034
5yr98.53498.5600.059
10yr98.50698.537-0.054
30yr110.064110.142-0.397

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