North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.510.510.00
6mo0.540.540.00
1yr0.610.600.00
TERMBID PRICEASK PRICECHANGE
2yr100.143100.1510.008
3yr99.83399.8500.008
5yr97.94397.9670.034
10yr95.63295.6700.041
30yr114.896114.9850.078

Direct Access to Deep Liquidity