TMXmoney

Bonds & Rates

CanDeal Benchmarks
Term	Security	Bid Yield	Ask Yield	Yield Change	Bid Price	Ask Price	Price Change
3 Month	CTB 12/09/2010	0.710%	0.690%	N/A	99.810	99.815	N/A
6 Month	CTB 03/03/2011	0.910%	0.900%	N/A	99.548	99.553	N/A
1 Year	CTB 09/01/2011	1.050%	1.040%	N/A	98.964	98.973	N/A
3 Year	CAN 2.000 09/01/2012	1.278%	1.268%	+0.011	101.410	101.429	-0.030
5 Year	CAN 3.000 12/01/2015	2.107%	2.097%	+0.007	104.400	104.449	-0.035
10 Year	CAN 3.500 06/01/2020	2.868%	2.864%	+0.019	105.329	105.368	-0.165
30 Year	CAN 5.000 06/01/2037	3.522%	3.516%	+0.024	125.454	125.568	-0.496
Last Updated: 2 September 2010 15:19 ET

Benchmarks

Benchmark securities serve as a general indicator of the level and directional movement of the overall market. In the Canadian fixed income market, benchmark (also known as bellwether) securities are the current 3-month, 6-month, and 1 Year Government of Canada Treasury Bills and 2-year, 5-year, 10-year and 30-year Government of Canada Bonds. Benchmark Treasury Bills and Bonds are often used to determine the relative values of other fixed income securities.

About CanDeal

CanDeal is Canada's leading multi-dealer-to-institutional investor online debt securities trading network (www.candeal.ca). CanDeal's world class platform provides its participants with continuous access to the deepest pool of liquidity for fixed income products. The CanDeal electronic marketplace is open and available to all institutional investors and investment dealers across Canada. In addition to straight-through processing, online trade allocations, real time trade blotters and confirmations, the system also provides its users with superior compliance and audit functionality. In addition to supporting the entire trade cycle functionality, the CanDeal infrastructure also provides Market Data, Analytics and Compliance Reporting.