North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.671.660.01
6mo1.691.680.01
1yr1.711.690.01
TERMBID PRICEASK PRICECHANGE
2yr101.095101.103-0.003
3yr96.69196.712-0.001
5yr102.942102.971-0.015
10yr102.306102.3370.023
30yr116.363116.4560.010

Direct Access to Deep Liquidity