North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.640.640.00
6mo0.650.640.00
1yr0.680.670.01
TERMBID PRICEASK PRICECHANGE
2yr101.514101.523-0.024
3yr101.710101.731-0.038
5yr102.963103.000-0.102
10yr107.764107.813-0.168
30yr133.252133.368-0.345

  • April 15 2015
    @bankofcanada maintains overnight rate target at 3/4 per cent - read the full release here: t.co/jKNymGioFi
  • April 14 2015
    RT @dbcurren: Canadian Bonds End Higher Along with U.S. Treasurys. 10-year yield 1.315% vs 1.355% late Mon via @CanDeal @WSJcanada #bonds
  • April 10 2015
    Buy-side firms are leveraging data to optimize their dealer relationships - read more here: t.co/M2AccY19WW

Direct Access to Deep Liquidity