North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.530.530.00
6mo0.550.540.00
1yr0.630.620.00
TERMBID PRICEASK PRICECHANGE
2yr99.56399.573-0.020
3yr101.816101.832-0.017
5yr97.11497.143-0.062
10yr98.92598.962-0.185
30yr109.778109.846-0.695

Direct Access to Deep Liquidity