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
-
February 27 2020 -
February 26 2020
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December 16 2019
-
December 13 2019
