North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3 mo0.960.950.01
6 mo0.990.980.00
1 yr1.031.020.01
TERMBID PRICEASK PRICECHANGE
2 yr99.79099.799-0.050
3 yr100.879100.896-0.066
5 yr100.980101.010-0.266
10 yr102.970103.021-0.660
30 yr116.668116.759-1.482

Direct Access to Deep Liquidity