North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.510.510.01
6mo0.540.530.01
1yr0.560.550.01
TERMBID PRICEASK PRICECHANGE
2yr99.89499.904-0.001
3yr103.552103.575-0.001
5yr100.507100.532-0.026
10yr104.426104.4750.027
30yr143.132143.2180.067

Direct Access to Deep Liquidity