North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.551.55-0.01
6mo1.751.740.00
1yr2.012.000.01
TERMBID PRICEASK PRICECHANGE
2yr99.22599.232-0.005
3yr96.55496.569-0.003
5yr98.50798.533-0.035
10yr96.34396.369-0.046
30yr106.788106.858-0.012

Direct Access to Deep Liquidity