FX & Money Markets
Tradition USD Repo Service
1 Jun 2023
Credit & Fixed Income
Japanese Government Bonds now available via...
18 May 2023
Product launch: Derivium Tradition
25 Apr 2023
Interest Rate Derivatives
Best in class USD Swaps data...
By Ian Sams
19 Apr 2023
25 new USD SOFR Butterfly Spreads...
13 Feb 2023
Discussing our unique Secured Overnight Financing Rate (SOFR) Indicative Rate Data Service, Scott and Stuart highlighted the recent success the Service has had in accurately predicting the Fed Fixing on a daily basis, even during periods of volatility. As interest in the Service has grown, driven by shifting rates sentiment and the transition away from the old US dollar LIBOR benchmark, we are now exploring the application of the methodology to other markets, such as the Mexican Equilibrium Interest Rate (TIIE).
With the ongoing conversion of legacy US LIBOR positions to SOFR, in addition to many other new ARR’s being introduced globally, our range of ARR products have played a crucial role in supporting the market transition away from LIBOR. Despite the end of US Dollar Libor in June, TraditionData will continue to produce LIBOR data to meet client demand for legacy positions.
Click the link below to read the full article and gain a deeper understanding of how TraditionData is helping the global financial markets industry navigate the transition, and how our range of data products can be used to manage risk effectively.
SOFR Breakfast Briefing – London