North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.191.180.01
6mo1.361.350.00
1yr1.601.590.00
TERMBID PRICEASK PRICECHANGE
2yr98.93798.945-0.003
3yr97.22297.243-0.007
5yr95.53095.548-0.022
10yr89.82989.871-0.046
30yr108.745108.832-0.065

Direct Access to Deep Liquidity