North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.730.72-0.02
6mo0.920.91-0.02
1yr1.151.14-0.01
TERMBID PRICEASK PRICECHANGE
2yr99.02999.0390.019
3yr98.25098.2680.038
5yr95.57695.6000.081
10yr92.09092.1250.238
30yr109.819109.9190.267

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