North American Interest Rate Swaps Product Package

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

CANADIAN BENCHMARK PRICING

TERMBID YIELDASK YIELDCHANGE
3mo1.651.640.00
6mo1.691.68-0.01
1yr1.681.660.01
TERMBID PRICEASK PRICECHANGE
2yr100.078100.089-0.017
3yr98.62398.644-0.023
5yr100.410100.439-0.047
10yr106.816106.846-0.049
30yr123.351123.4400.130

Direct Access to Deep Liquidity