North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.480.470.01
6mo0.510.510.00
1yr0.590.580.00
TERMBID PRICEASK PRICECHANGE
2yr99.53099.5390.040
3yr101.848101.8670.106
5yr97.13097.1600.200
10yr99.08899.1230.529
30yr109.442109.5131.580

Direct Access to Deep Liquidity