North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.520.520.00
6mo0.560.56-0.01
1yr0.640.630.00
TERMBID PRICEASK PRICECHANGE
2yr100.058100.0670.031
3yr101.998102.0190.056
5yr97.60597.6310.107
10yr94.91794.9500.258
30yr113.408113.4970.506

Direct Access to Deep Liquidity