North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.681.680.00
6mo1.721.710.00
1yr1.731.720.00
TERMBID PRICEASK PRICECHANGE
2yr100.285100.291-0.023
3yr97.06097.078-0.033
5yr103.116103.141-0.036
10yr105.194105.230-0.050
30yr118.829118.9140.067

Direct Access to Deep Liquidity