North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.691.680.01
6mo1.721.710.01
1yr1.711.70-0.01
TERMBID PRICEASK PRICECHANGE
2yr100.362100.3690.053
3yr97.20397.2200.081
5yr103.440103.4590.168
10yr105.872105.9020.275
30yr120.002120.0920.511

Direct Access to Deep Liquidity