North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.700.690.00
6mo0.880.87-0.01
1yr1.081.070.00
TERMBID PRICEASK PRICECHANGE
2yr99.02299.0300.002
3yr98.13798.1590.008
5yr95.56495.5970.018
10yr92.20992.2510.113
30yr111.488111.5670.243

Direct Access to Deep Liquidity