
North American Interest Rate Swaps Product Package
- One subscription. Two currencies.
- 10 participating dealers
- Access 11 additional currencies
CANADIAN BENCHMARK PRICING
TERM | BID YIELD | ASK YIELD | CHANGE |
---|---|---|---|
3mo | 1.65 | 1.64 | 0.00 |
6mo | 1.68 | 1.67 | 0.00 |
1yr | 1.66 | 1.65 | -0.04 |
TERM | BID PRICE | ASK PRICE | CHANGE |
---|---|---|---|
2yr | 100.048 | 100.060 | 0.131 |
3yr | 98.679 | 98.702 | 0.229 |
5yr | 100.630 | 100.650 | 0.379 |
10yr | 107.790 | 107.830 | 0.741 |
30yr | 125.961 | 126.066 | 1.627 |
Prices as of: 08/01/2019
4:45:00pm EST
4:45:00pm EST
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December 11 2020
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October 13 2020
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October 13 2020