North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.930.920.00
6mo1.131.120.00
1yr1.411.390.00
TERMBID PRICEASK PRICECHANGE
2yr99.39299.399-0.068
3yr97.70697.721-0.087
5yr96.77496.798-0.136
10yr92.47092.500-0.171
30yr113.407113.505-0.198

Direct Access to Deep Liquidity