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
6mo0.590.580.00
1yr0.590.580.00
TERMBID PRICEASK PRICECHANGE
2yr101.913101.9310.000
3yr101.760101.778-0.003
5yr104.256104.290-0.079
10yr107.447107.499-0.269
30yr133.370133.469-0.561

  • January 22 2015
    RT @dbcurren: Salubrious effect of the "#BOC Shock" on #Canada's bonds over, at least toward long end: 10-yr yield 1.480% vs 1.432% late We…
  • January 21 2015
    @bankofcanada lowers overnight rate target to 3/4 per cent - read the full release here: t.co/IB7zDyqNSK
  • January 20 2015
    RT @dbcurren: Canadian Bonds Rally On Lower #Oil, Soft Manufacturing Data. 2-yr yield 0.843% vs 0.859% late Mon via @CanDeal #bonds @WSJcan

Direct Access to Deep Liquidity