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 mo0.930.920.00
6 mo0.940.94-0.01
1 yr0.990.990.00
TERMBID PRICEASK PRICECHANGE
2 yr100.352100.362-0.008
3 yr100.864100.884-0.007
5 yr100.429100.456-0.077
10 yr100.951100.994-0.060
30 yr112.163112.2610.241

Direct Access to Deep Liquidity