North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.500.49-0.01
6mo0.530.53-0.01
1yr0.560.55-0.01
TERMBID PRICEASK PRICECHANGE
2yr99.86999.8780.009
3yr103.609103.6380.018
5yr100.466100.4940.004
10yr103.719103.7620.028
30yr140.583140.6580.443

  • June 30 2016
    CanDeal's markets will close today at 1:00pm EST, and be closed tomorrow, Friday July 1, as per the recommendations of the IIAC.
  • June 27 2016
    CanDeal's markets will be open for regular trading hours Monday, July 4.
  • June 27 2016
    CanDeal's markets will close at 1:00pm EST on Thursday June 30, and be closed Friday July 1, as per the recommendations of the IIAC.

Direct Access to Deep Liquidity