North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.141.13-0.01
6mo1.331.320.00
1yr1.601.580.00
TERMBID PRICEASK PRICECHANGE
2yr98.90798.9150.044
3yr96.51396.5320.086
5yr98.24598.2710.168
10yr89.04989.0810.423
30yr106.109106.1910.855

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