North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.000.990.00
6mo1.161.15-0.01
1yr1.441.430.00
TERMBID PRICEASK PRICECHANGE
2yr98.45498.462-0.016
3yr97.40197.415-0.027
5yr96.17896.2070.016
10yr90.28790.3310.063
30yr106.436106.5020.145

Direct Access to Deep Liquidity