North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.510.510.00
6mo0.540.530.00
1yr0.560.550.00
TERMBID PRICEASK PRICECHANGE
2yr99.84499.8530.016
3yr103.457103.4730.021
5yr100.342100.3740.066
10yr104.173104.2240.158
30yr142.574142.6750.488

Direct Access to Deep Liquidity