North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.890.880.00
6mo0.920.910.00
1yr0.980.980.00
TERMBID PRICEASK PRICECHANGE
2yr99.92099.9310.005
3yr100.234100.2520.008
5yr100.922100.9520.057
10yr103.992104.0400.157
30yr119.845119.9360.502

  • October 27 2014
    RT @dbcurren: Canadian Bonds End Mixed After Losing Steam in Mid-Day Trading. 10-year yield 2.013% vs 2.011% late Fri via @CanDeal @WSJcana
  • October 20 2014
    RT @dbcurren: Canadian Bonds Slightly Higher in Most Maturities As Market Steadies. 10-yr yield 1.933% vs 1.950% late Fri via @CanDeal #bon
  • October 9 2014
    RT @dbcurren: Canadian Bonds Move Lower Along with U.S. Treasury Market. 2-yr yield 1.059% vs 1.054% late Tue, via @CanDeal @WSJcanada #bo

Direct Access to Deep Liquidity