News
Market Data
Tradition extends lead as premier IDB for DV01 USD trades
By Ian Sams
18 Aug 2025
Product enhancement
US Power – Product Update
By Francesca Marrone
14 Aug 2025
Product notification
Interest Rates and FX updates: August 2025
By Jessica Kalaria
13 Aug 2025
FX & Money Markets
US market volatility struck Friday impacting FX Forwards pricing
By John Crisp
8 Aug 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.
Interest Rate Derivatives
Global market movements & OTC derivatives impact
24 Jul 2025