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 mo0.960.950.00
6 mo0.990.980.00
1 yr1.031.020.00
TERMBID PRICEASK PRICECHANGE
2 yr99.77999.788-0.011
3 yr100.861100.879-0.018
5 yr100.946100.978-0.034
10 yr102.919102.960-0.051
30 yr116.434116.524-0.234

Direct Access to Deep Liquidity