North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.520.510.01
6mo0.540.530.00
1yr0.570.560.01
TERMBID PRICEASK PRICECHANGE
2yr99.79699.808-0.032
3yr103.370103.393-0.066
5yr100.102100.135-0.174
10yr103.785103.838-0.230
30yr141.721141.818-0.365

Direct Access to Deep Liquidity