North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3 mo0.940.930.00
6 mo0.960.960.00
1 yr1.021.010.00
TERMBID PRICEASK PRICECHANGE
2 yr99.80299.8100.000
3 yr100.875100.8920.000
5 yr101.105101.1380.000
10 yr104.434104.4870.000
30 yr120.130120.2320.000

  • August 28 2014
    RT @dbcurren: Canadian $Bonds End Mostly Higher as Ukraine Concerns Intensify. 10-yr yield 1.999% vs 2.006% late Wed via @CanDeal @WSJcanada
  • August 27 2014
    RT @dbcurren: Canadian $Bonds Higher With U.S., European Bond Markets. 2-year yield 1.099% vs 1.105% late Tues via @CanDeal @WSJcanada #cdn
  • August 18 2014
    RT @dbcurren: Canadian $Bonds Retreat as Geopolitical Tensions Ebb. 2-year yield 1.070% vs 1.054% late Fri via @CanDeal @dowjones #cdnecon

Direct Access to Deep Liquidity