North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.561.550.01
6mo1.751.740.00
1yr2.022.010.01
TERMBID PRICEASK PRICECHANGE
2yr99.21699.223-0.009
3yr96.54696.558-0.008
5yr98.47998.503-0.028
10yr96.30996.340-0.034
30yr106.590106.665-0.198

Direct Access to Deep Liquidity