North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.621.610.00
6mo1.761.740.01
1yr1.901.890.01
TERMBID PRICEASK PRICECHANGE
2yr100.605100.612-0.075
3yr96.99097.003-0.100
5yr100.151100.170-0.190
10yr99.69199.720-0.365
30yr110.670110.747-0.729

Direct Access to Deep Liquidity