North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.890.88-0.01
6mo1.141.13-0.01
1yr1.371.36-0.01
TERMBID PRICEASK PRICECHANGE
2yr99.55099.560-0.005
3yr97.83497.851-0.002
5yr96.77096.7970.026
10yr91.09991.1330.046
30yr108.309108.4200.064

Direct Access to Deep Liquidity