The following market data additions will come into effect on Monday, November 2, 2026:

– ZARONIA/SOFR currency basis swaps

The scheduled removals for November 2026 are:

– AUD IMM single period swaps
– Euro annual money interest rate swaps
– CDOR interest rate, basis and cross currency swaps

Request the product update log for October 2026 here, including the full list of scheduled enhancements.

If you have any questions, please contact your account manager or complete the form here.

Featured Package

Interest rate options

A broad dataset of interest rate option premiums and implied volatilities across multiple currencies.

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