North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.520.520.00
6mo0.520.510.00
1yr0.530.520.00
TERMBID PRICEASK PRICECHANGE
2yr100.000100.008-0.005
3yr103.607103.624-0.010
5yr100.843100.8700.012
10yr104.874104.910-0.054
30yr142.924143.014-0.190

Direct Access to Deep Liquidity