North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.660.650.00
6mo0.670.660.00
1yr0.690.680.00
TERMBID PRICEASK PRICECHANGE
2yr99.19899.208-0.010
3yr101.633101.652-0.018
5yr102.718102.748-0.132
10yr106.994107.043-0.331
30yr131.300131.391-0.905

  • April 22 2015
    RT @dbcurren: Canadian Bonds End Lower in Tandem with U.S. Treasurys. 10-year yield 1.502% vs 1.448% late Tue via @CanDeal @WSJcanada #bonds
  • April 21 2015
    The Government of Canada’s updated Debt Management Strategy for 2015-16 has been released. Read the full report here: t.co/PHqHDiLWw9
  • April 21 2015
    RT @dbcurren: Canadian Bonds Drift Lower Ahead of Federal Budget. 10-year yield at 1.458% vs 1.422% late Mon via @CanDeal #bonds @WSJcanada

Direct Access to Deep Liquidity