North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo0.530.520.00
6mo0.530.520.00
1yr0.530.52-0.01
TERMBID PRICEASK PRICECHANGE
2yr99.993100.0010.038
3yr103.575103.6020.067
5yr100.813100.8350.209
10yr104.669104.7040.462
30yr142.553142.6321.212

Direct Access to Deep Liquidity