North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.880.870.02
6mo0.910.900.01
1yr0.970.970.02
TERMBID PRICEASK PRICECHANGE
2yr100.048100.061-0.101
3yr100.470100.485-0.130
5yr101.534101.567-0.163
10yr104.799104.842-0.213
30yr121.055121.152-0.602

  • October 9 2014
    RT @dbcurren: Canadian Bonds Move Lower Along with U.S. Treasury Market. 2-yr yield 1.059% vs 1.054% late Tue, via @CanDeal @WSJcanada #bo
  • October 8 2014
    RT @dbcurren: Canadian Bonds End Mixed, Mostly Higher After Fed Minutes. 10-yr yield 2.016% vs 2.029% late Tue via @CanDeal #bonds @WSJcana
  • October 8 2014
    RT @dbcurren: Canadian Bonds Mixed, Front End Outperforms. 2-year yield 1.075% vs 1.084% late Tuesday, via @CanDeal

Direct Access to Deep Liquidity