North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3 mo0.940.930.00
6 mo0.980.970.00
1 yr1.011.000.00
TERMBID PRICEASK PRICECHANGE
2 yr99.83099.840-0.010
3 yr100.934100.956-0.007
5 yr101.216101.2440.046
10 yr103.221103.2700.255
30 yr117.501117.5760.937

  • June 25 2014
    Today in @bankofcanada #Issuance 10 Year auction - 12:00 pm #CAD $2.7 billion new issue 06/01/25, settle 6/30 #bonds
  • June 24 2014
    RT @dbcurren: Canadian #Bonds Up as Market Makes Partial Recovery From Selling Pressure. 2-year yield 1.133% from 1.143% late Mon via @CanD
  • June 23 2014
    RT @RMHToronto: A concrete ping pong table was delivered by crane today! Thank You #Rotary Club of Toronto-Forest Hill and @CanDeal! http:/…

Direct Access to Deep Liquidity