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Bonds & Rates

CanDeal Benchmarks
Term Security Bid
Yield
Ask
Yield
Yield
Change
Bid
Price
Ask
Price
Price
Change
3 Month CTB 05/13/2010 0.170% 0.150% +0.000 99.957 99.962 +0.001
6 Month CTB 07/22/2010 0.240% 0.230% +0.000 99.893 99.897 +0.001
1 Year CTB 01/20/2011 0.530% 0.510% +0.000 99.502 99.520 +0.002
2 Year CAN 1.500 03/01/2012 1.260% 1.253% +0.009 100.485 100.498 -0.018
2 Year CAN 2.000 09/01/2012 1.567% 1.559% +0.008 101.079 101.097 -0.021
5 Year CAN 2.000 12/01/2014 2.424% 2.414% +0.018 98.090 98.131 -0.077
10 Year CAN 3.750 06/01/2019 3.363% 3.357% +0.015 103.066 103.113 -0.124
30 Year CAN 5.000 06/01/2037 3.999% 3.994% +0.011 116.527 116.627 -0.201
Last Updated: 9 February 2010 8:51 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.