North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.890.880.00
6mo0.920.910.00
1yr0.980.980.00
TERMBID PRICEASK PRICECHANGE
2yr99.92999.9390.014
3yr100.249100.2700.023
5yr100.987101.0200.122
10yr104.054104.1070.219
30yr119.910119.9970.567

  • October 27 2014
    RT @dbcurren: Canadian Bonds End Mixed After Losing Steam in Mid-Day Trading. 10-year yield 2.013% vs 2.011% late Fri via @CanDeal @WSJcana
  • 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

Direct Access to Deep Liquidity