North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.630.620.00
6mo0.660.650.00
1yr0.690.68-0.01
TERMBID PRICEASK PRICECHANGE
2yr99.29599.3060.018
3yr101.643101.6650.021
5yr102.530102.5590.010
10yr105.302105.351-0.066
30yr127.364127.459-0.219

Direct Access to Deep Liquidity