North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.191.170.02
6mo1.371.360.01
1yr1.621.600.01
TERMBID PRICEASK PRICECHANGE
2yr98.95598.962-0.001
3yr97.26597.283-0.021
5yr95.67095.6920.031
10yr90.09890.1340.124
30yr108.877108.9400.609

Direct Access to Deep Liquidity