North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.421.410.00
6mo1.551.540.00
1yr1.791.780.01
TERMBID PRICEASK PRICECHANGE
2yr99.59899.605-0.077
3yr96.87296.8890.012
5yr98.68598.7120.034
10yr98.77398.8050.087
30yr112.359112.4360.206

Direct Access to Deep Liquidity