North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.710.700.00
6mo0.820.810.01
1yr0.960.950.01
TERMBID PRICEASK PRICECHANGE
2yr99.40399.410-0.067
3yr98.54698.561-0.143
5yr96.13996.164-0.315
10yr93.53393.569-0.792
30yr114.321114.427-1.478

Direct Access to Deep Liquidity