North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.910.900.01
6mo0.930.920.00
1yr0.980.970.00
TERMBID PRICEASK PRICECHANGE
2yr101.013101.0220.014
3yr100.459100.4730.025
5yr101.727101.7560.172
10yr105.949106.0010.490
30yr125.507125.5921.322

  • December 16 2014
    RT @dbcurren: Canadian #Bonds End Higher As Investors Head To North America. 10-yr yield 1.752% vs 1.784% via @CanDeal @WSJcanada #cdnecon
  • December 15 2014
    RT @dbcurren: Canadian Bonds Down, But Trimming Earlier Losses As #Oil Prices Revert Lower. 2-yr yield 0.968% vs 0.963% late Fri via @CanDe
  • December 10 2014
    RT @dbcurren: Canadian Bonds End Higher as Stocks and Commodities Tumble. 10-yr yield 1.825% vs 1.881% late Tue via @CanDeal @WSJcanada #cd

Direct Access to Deep Liquidity