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 mo0.940.940.00
6 mo0.950.95-0.01
1 yr1.000.990.00
TERMBID PRICEASK PRICECHANGE
2 yr100.315100.325-0.008
3 yr100.802100.823-0.012
5 yr100.291100.3170.037
10 yr100.674100.7210.019
30 yr111.596111.694-0.080

Direct Access to Deep Liquidity