North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.600.590.00
6mo0.630.620.00
1yr0.660.650.01
TERMBID PRICEASK PRICECHANGE
2yr101.648101.658-0.005
3yr101.772101.7910.215
5yr102.443102.474-0.243
10yr105.999106.054-0.834
30yr128.145128.231-2.683

  • March 6 2015
    RT @dbcurren: Canadian Bonds Sharply Lower After Strong U.S. Jobs Data. 10-year bond yielded 1.615% vs 1.525% via @CanDeal @WSJcanada #bonds
  • March 6 2015
    $2.4 Trillion was exuected on our marketplace in 2014 - read our infographic year in review: t.co/V55DioYHQo
  • March 4 2015
    RT @dbcurren: One measure of the Canadian #bond mrkt's reaction to the #BOC statement is the amazing 10.6-bps rise in 2-yr yields, via @Can

Direct Access to Deep Liquidity