North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.671.660.01
6mo1.681.670.00
1yr1.671.660.00
TERMBID PRICEASK PRICECHANGE
2yr100.630100.6380.002
3yr98.85998.8770.022
5yr104.148104.1770.070
10yr107.497107.5320.232
30yr124.507124.5750.530

Direct Access to Deep Liquidity