North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.560.55-0.01
6mo0.580.57-0.02
1yr0.580.56-0.03
TERMBID PRICEASK PRICECHANGE
2yr101.784101.7930.121
3yr102.032102.0560.204
5yr103.370103.4060.323
10yr108.314108.3660.568
30yr134.449134.5461.315

  • March 26 2015
    RT @dbcurren: Canadian Bonds Down Sharply On Shifting Interest-Rate Views. 10-year bond yield 1.435%, vs 1.340% late Thu via @CanDeal @WSJc
  • March 10 2015
    RT @dbcurren: Canadian Bonds End Higher on Broad Bond Market Advance. 2-yr yield 0.595%vs 0.603% late Mon via @CanDeal @WSJcanada #bonds
  • 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

Direct Access to Deep Liquidity