North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.920.920.00
6mo0.940.940.00
1yr1.011.000.00
TERMBID PRICEASK PRICECHANGE
2yr99.68399.694-0.005
3yr100.703100.718-0.003
5yr100.165100.1920.076
10yr102.167102.2170.310
30yr115.501115.5850.836

Direct Access to Deep Liquidity