North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.540.530.00
6mo0.570.57-0.01
1yr0.640.630.00
TERMBID PRICEASK PRICECHANGE
2yr100.065100.0750.036
3yr101.989102.0090.049
5yr97.60097.6320.079
10yr100.285100.3280.132
30yr114.004114.0900.280

Direct Access to Deep Liquidity