North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.691.670.02
6mo1.751.740.01
1yr1.821.790.02
TERMBID PRICEASK PRICECHANGE
2yr100.907100.9150.007
3yr96.23296.2510.016
5yr102.195102.2180.065
10yr100.991101.0230.145
30yr113.494113.5750.502

Direct Access to Deep Liquidity