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 mo0.960.96-0.01
1 yr1.021.010.00
TERMBID PRICEASK PRICECHANGE
2 yr99.80299.810-0.008
3 yr100.875100.892-0.014
5 yr101.105101.138-0.018
10 yr104.434104.4870.010
30 yr120.130120.232-0.033

  • August 28 2014
    RT @dbcurren: Canadian $Bonds End Mostly Higher as Ukraine Concerns Intensify. 10-yr yield 1.999% vs 2.006% late Wed via @CanDeal @WSJcanada
  • August 27 2014
    RT @dbcurren: Canadian $Bonds Higher With U.S., European Bond Markets. 2-year yield 1.099% vs 1.105% late Tues via @CanDeal @WSJcanada #cdn
  • August 18 2014
    RT @dbcurren: Canadian $Bonds Retreat as Geopolitical Tensions Ebb. 2-year yield 1.070% vs 1.054% late Fri via @CanDeal @dowjones #cdnecon

Direct Access to Deep Liquidity