North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.471.470.00
6mo1.641.630.00
1yr1.921.91-0.01
TERMBID PRICEASK PRICECHANGE
2yr99.35599.3630.068
3yr96.64196.6510.092
5yr98.09998.1190.198
10yr97.65997.6990.444
30yr110.127110.1891.379

Direct Access to Deep Liquidity