North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.651.640.00
6mo1.681.670.00
1yr1.661.65-0.04
TERMBID PRICEASK PRICECHANGE
2yr100.048100.0600.131
3yr98.67998.7020.229
5yr100.630100.6500.379
10yr107.790107.8300.741
30yr125.961126.0661.627

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