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
6mo0.520.51-0.01
1yr0.530.520.00
TERMBID PRICEASK PRICECHANGE
2yr100.009100.0150.005
3yr103.623103.6380.010
5yr100.830100.8650.050
10yr104.918104.9500.240
30yr143.056143.1520.546

Direct Access to Deep Liquidity