North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.000.990.00
6mo1.171.15-0.01
1yr1.441.43-0.02
TERMBID PRICEASK PRICECHANGE
2yr98.47098.480-0.020
3yr97.42897.447-0.039
5yr96.16296.193-0.063
10yr90.22490.254-0.113
30yr106.291106.369-0.213

Direct Access to Deep Liquidity