North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.880.870.00
6mo0.920.910.00
1yr0.970.970.00
TERMBID PRICEASK PRICECHANGE
2yr99.98599.996-0.044
3yr100.370100.386-0.067
5yr101.324101.351-0.147
10yr104.363104.412-0.304
30yr120.124120.232-0.577

  • October 20 2014
    RT @dbcurren: Canadian Bonds Slightly Higher in Most Maturities As Market Steadies. 10-yr yield 1.933% vs 1.950% late Fri via @CanDeal #bon
  • 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

Direct Access to Deep Liquidity