News
Business update
TraditionData Team strengthened with two new appointments
By TraditionData
20 Jan 2025
Interest Rate Derivatives
TraditionData’s Korean FX and Rates: precision in a volatile market
By Saracen Fletcher
17 Jan 2025
Energy & Commodities
Oil Swap Model- product update
By Francesca Marrone
16 Jan 2025
Interest Rates, FX & MM updates: January 2025
By Jessica Kalaria
13 Jan 2025
A significant portion of this update was focused on expanding our Money Markets package, which now includes 15 additional currencies and 22 new curves. Among the additions are Swiss Franc deposits for Japanese banks and offshore Chinese Yuan deposits.Furthermore, new records include the Taiwanese Dollar Zero Coupon curve and the Euro Annual Bond vs. 3M EURIBOR LCH/EUREX CCP basis curve.
In accordance with our projected removal schedule, we have decommissioned Chinese Yuan and Hong Kong Dollar deposits, as well as Colombian Peso cross-currency swaps.
Changes will come into effect on Saturday 2nd November.
The removal of ZTIBOR records (as the desk are no longer pricing due to an inactive market), will now take place at the end of December 2024.
Click here to download the full activity log for October 2024 and the forecasted removal list.
Market Data
Tradition Leading IDB for DV01 USD Trades in 2024
By Ian Sams
6 Jan 2025