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 mo0.930.930.00
6 mo0.950.940.01
1 yr0.990.990.00
TERMBID PRICEASK PRICECHANGE
2 yr100.319100.330-0.033
3 yr100.796100.823-0.068
5 yr100.206100.228-0.223
10 yr100.677100.737-0.274
30 yr111.815111.913-0.348

Direct Access to Deep Liquidity