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 mo0.960.950.00
1 yr1.000.990.00
TERMBID PRICEASK PRICECHANGE
2 yr100.323100.3330.005
3 yr100.814100.8320.027
5 yr100.254100.2860.074
10 yr100.655100.7080.165
30 yr111.676111.7760.178

Direct Access to Deep Liquidity