North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.630.63-0.01
6mo0.680.670.00
1yr0.710.700.00
TERMBID PRICEASK PRICECHANGE
2yr99.17699.186-0.023
3yr101.455101.473-0.038
5yr102.094102.117-0.098
10yr104.376104.428-0.198
30yr124.794124.880-0.209

Direct Access to Deep Liquidity