North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.671.67-0.01
6mo1.711.710.00
1yr1.751.740.00
TERMBID PRICEASK PRICECHANGE
2yr100.242100.2510.062
3yr96.84696.8620.094
5yr102.932102.9530.199
10yr104.412104.4522.737
30yr115.372115.4570.869

Direct Access to Deep Liquidity