News
Market Data
Uncovering FX and Yield divergences with TraditionData’s broker-sourced data
By Akshay Gupta
27 Jun 2025
FX & Money Markets
Israel-Iran conflict impact on FX Options volatility
By John Crisp
25 Jun 2025
Interest Rate Derivatives
Interest Rates & FX updates: June 2025
By Jessica Kalaria
11 Jun 2025
Tradition extends lead as premier IDB for DV01 USD trades
By Ian Sams
10 Jun 2025
We are pleased to announce the release of our new CAD CORRA Swaptions Surface, powered by Data Science.
Using the same modelling technique as in our recently launched CHF SARON surface, we generate prices using Tradition’s own CAD CORRA Swaptions data – coupled with the latest advances in machine learning – to create volatility surfaces for illiquid markets with sparse data.
The model synthesises large quantities of information, tracking related markets that exhibit common hidden patterns. The algorithm then generates missing data in a way that is simple, fast, market-consistent and non-arbitrageable for these currencies. This model is overlaid into our existing proprietary volatility models, and checked daily by our product and analytics teams, to ensure that data sits within our predefined tolerance levels.
The data is currently available Direct from TraditionData, or via Bloomberg and LSEG:
BLOOMBERGEID: 16331Page: TREOPricing Source: TRPU
LSEGTradition IRO: Global (Applications) – SDTFSDSIOGTradition IRO: Americas (Applications) – SDTFSDSIOAM
To receive a sample of our CAD CORRA Swaptions Surface, please click the button below.
Please enter your email below to request access to our a free data sample.
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Energy & Commodities
Product launch: Gasoline End of Day (EOD) Singapore report
By Francesca Marrone
3 Jun 2025