Meet TraditionData at SIPUGday 2025

Join us for this year’s event – you’ll find us in the Millennium Room.

The TraditionData team will be attending the Networking Dinner on September 23rd, and the Conference Day on September 24th, both held at the Marriott Hotel in Zurich.

SARON (Swiss Average Rate Overnight) is a new reference rate for the Swiss franc overnight market. It is designed to replace the current reference rate, the Swiss Interbank Offered Rate (CHF LIBOR), which was phased out on the 31^st Dec 2021.

SARON is powered by data science: the algorithm which generates the curve uses hashtGottex, the leading interdealer broker in Swiss derivatives, CHF SARON OIS content, and the latest advances in machine learning to generate volatility surfaces for illiquid markets with sparse data.

Building on our foundations of knowledge, integrity and trust we have developed a reputation for our fresh perspective, innovative products and agile approach to client service. With over 1 trillion data points across 200+ products and 200k instruments going back 15+ years, we provide consistent, high-quality financial market data that reflects real price interest in global OTC swaps markets.