North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.661.650.00
6mo1.681.670.01
1yr1.701.690.02
TERMBID PRICEASK PRICECHANGE
2yr101.098101.105-0.042
3yr96.69296.707-0.058
5yr102.957102.979-0.122
10yr102.283102.320-0.132
30yr116.353116.4490.011

Direct Access to Deep Liquidity