News
FX & Money Markets
Taiwan Dollar surges amid shifting US-China trade sentiment: implications for FX volatility
By John Crisp
9 May 2025
Business update
TraditionData expands global team with key hires and promotions
By TraditionData
8 May 2025
Energy & Commodities
Navigating tariff impacts on LPG market with TraditionData
By Francesca Marrone
1 May 2025
TraditionData Appoints Jake Harmon as Regional Head of Product, U.S.
24 Apr 2025
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Our basis swaps data packages provide comprehensive market coverage across 17 currencies. Datasets are sourced directly from Tradition’s brokerage desks, with 11 desks in 6 countries.
By offering smaller, focused and more granular packages based on region and product, our clients only pay for what they need, as opposed to receiving larger data packages that need unbundling.
Real-time, Intraday and End of Day prices are available for interest rate markets providing complete flexibility on both data content and delivery method.
To get in touch with our team or request more information on Basis Swaps, please click the button below.
To send your enquiry about Basis Swaps, please complete this brief form and one of our experts will reply as soon as possible.
Manage Interest Rate Risk: Basis swaps can be used to manage the interest rate risk in a portfolio by allowing market participants to exchange one floating interest rate for another floating interest rate, to remove tenor mismatch risk in a portfolio.
Improve Diversification: By using cross currency basis swaps, investors manage forward foreign exchange and interest rate differential risk exposure between two currencies.
Hedge Interest Rate Exposure: Basis swaps can also be used as a hedging tool to reduce imbalances in interest rate exposure of a portfolio.
Basis swaps are financial derivatives that allow market participants to exchange one floating interest rate for a different floating rate risk.
Single currency basis swaps (for example tenor swaps) provide valuable information relating to credit risk of term lending, for example the low credit risk of overnight lending compared to the higher risk of 3 month lending. Cross currency basis swaps provide information about interest rate differentials in different currencies and the implied expected change in relative value of the two currencies in the FX markets.
CCP basis swaps are used to move a cleared swap position from one CCP to another receiving or paying a small differential on the fixed rate or the swap.
Read more on Basis Swaps here.
Insight
The importance of high-quality OTC data in navigating inflationary uncertainty
By Ian Sams
9 Oct 2023
Tradition appointments to the CFTC Global Markets Advisory Committee (GMAC) & associated Subcommittees
27 Jul 2023
Data insights key for financial players to capitalise on SORA
27 Jun 2023
Rates market turmoil boosts demand for modelled LIBOR alternatives
17 May 2023
