North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.261.260.00
6mo1.441.430.00
1yr1.741.730.00
TERMBID PRICEASK PRICECHANGE
2yr99.44799.456-0.018
3yr96.24896.264-0.025
5yr97.50097.528-0.033
10yr95.71795.747-0.002
30yr105.403105.477-0.014

Direct Access to Deep Liquidity