North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.510.510.00
6mo0.540.530.00
1yr0.560.550.00
TERMBID PRICEASK PRICECHANGE
2yr99.86499.874-0.030
3yr103.497103.520-0.055
5yr100.437100.475-0.070
10yr104.340104.400-0.086
30yr143.044143.117-0.088

Direct Access to Deep Liquidity