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 mo0.950.940.00
6 mo0.980.980.00
1 yr1.021.010.00
TERMBID PRICEASK PRICECHANGE
2 yr99.80599.816-0.032
3 yr100.901100.919-0.047
5 yr101.092101.124-0.144
10 yr103.051103.089-0.222
30 yr116.717116.809-0.731

  • July 22 2014
    RT @dbcurren: Canadian #Bonds Modestly Higher as Geopolitical Tensions Simmer.2-yr yield 1.080% vs 1.085% Mon via @CanDeal @dowjones
  • July 22 2014
    RT @dbcurren: Canadian Bonds Down Slightly, Taking Direction From US Mkt (in subdued trading) 2yr yield 1.086% vs 1.085% late Mon via @CanD
  • July 22 2014
    RT @RMHToronto: Thanks so much @CanDeal and Rotary Club-Forest Hill for taking part in our Ping Pong Table Kick Off Tournament! t.co…

Direct Access to Deep Liquidity