North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.490.480.01
6mo0.540.530.01
1yr0.600.590.01
TERMBID PRICEASK PRICECHANGE
2yr99.55299.561-0.038
3yr101.908101.934-0.085
5yr98.45898.485-0.255
10yr98.00998.044-0.610
30yr109.146109.260-1.580

Direct Access to Deep Liquidity