North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.750.740.04
6mo0.940.930.05
1yr1.161.140.07
TERMBID PRICEASK PRICECHANGE
2yr98.86098.872-0.088
3yr97.89497.915-0.144
5yr94.98495.019-0.300
10yr90.94290.969-0.808
30yr108.524108.641-2.174

Direct Access to Deep Liquidity