North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.570.560.00
6mo0.570.560.00
1yr0.570.55-0.01
TERMBID PRICEASK PRICECHANGE
2yr101.958101.9680.060
3yr101.925101.9400.084
5yr103.775103.8090.266
10yr109.059109.1110.525
30yr136.572136.6461.247

  • February 27 2015
    RT @dbcurren: Canadian Bonds End Higher, Outperform U.S. Market. 10-year yield 1.306% vs 1.355% via @CanDeal #bonds @WSJcanada
  • February 25 2015
    Read our summary of the CSAs proposed rule on mandatory clearing of OTC derivatives in Canada. t.co/s6e925hbZp
  • February 25 2015
    RT @dbcurren: Canadian #Bonds Lower as Market Continues to Digest Poloz's Remarks. 2-yr yield 0.487% vs 0.471% late Tues via @CanDeal @WSJc

Direct Access to Deep Liquidity