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
6mo0.910.900.00
1yr0.970.960.00
TERMBID PRICEASK PRICECHANGE
2yr100.073100.0840.025
3yr100.498100.5180.028
5yr101.601101.6360.067
10yr104.907104.9530.108
30yr120.950121.038-0.105

  • 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