North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.440.430.00
6mo0.520.51-0.01
1yr0.610.600.00
TERMBID PRICEASK PRICECHANGE
2yr99.49799.5060.037
3yr101.769101.7950.065
5yr98.56598.5910.251
10yr98.43698.4710.582
30yr109.469109.5381.318

Direct Access to Deep Liquidity