North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.920.920.00
6mo0.940.940.00
1yr1.011.000.00
TERMBID PRICEASK PRICECHANGE
2yr99.69599.705-0.029
3yr100.721100.737-0.041
5yr100.170100.192-0.077
10yr102.045102.095-0.179
30yr114.856114.907-0.399

Direct Access to Deep Liquidity