North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.271.260.00
6mo1.441.430.00
1yr1.721.710.00
TERMBID PRICEASK PRICECHANGE
2yr99.55899.5660.023
3yr96.42896.4430.036
5yr97.88997.9220.069
10yr96.57396.6050.199
30yr107.482107.5670.429

Direct Access to Deep Liquidity