North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.530.53-0.02
6mo0.560.55-0.02
1yr0.580.57-0.03
TERMBID PRICEASK PRICECHANGE
2yr99.34199.3510.114
5yr99.94299.9730.226
10yr100.815100.8620.432
30yr132.244132.3260.766

  • March 24 2016
    CanDeal's markets will close today at 1:00pm EST, and be closed tomorrow. Mon. Mar. 28 regular trading hours.
  • March 18 2016
    CanDeal's markets will close at 1:00pm EST on Thurs. Mar. 24 and be closed Fri. Mar. 25 as per the recommendations of the IIAC.
  • February 10 2016
    CanDeal's markets will be closed on Feb 15 for Family Day Holiday as per the recommendations of the IIAC. Early close Feb 12.

Direct Access to Deep Liquidity