North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.910.900.02
6mo1.121.110.07
1yr1.391.370.04
TERMBID PRICEASK PRICECHANGE
2yr99.49599.503-0.020
3yr97.82597.846-0.032
5yr96.91996.942-0.040
10yr92.46292.491-0.091
30yr112.979113.065-0.259

Direct Access to Deep Liquidity