News
Interest Rate Derivatives
Tradition predictive overnight repo | September 2026 accuracy report
By TraditionData
6 Oct 2026
Credit & Fixed Income
Couples Therapy for Macro Desks: Are Crude Oil and Treasury Yields Reconciling?
By Akshay Gupta
30 Sep 2026
Tradition continues USD trades market dominance in August 2026
23 Sep 2026
Business update
You’ve licensed market data. Now make sure your users know about it.
By Shane Dillon
21 Sep 2026
The packages effected include our Yen/Nihon based Interest Rate Swaps, Basis Swaps, Currency Basis Swaps, Overnight Index Swaps, Forward Rate Agreements and Interest Rate Options. This will also effect Traditions IR Derivatives: Global service (PDP SDTFSDSIDG), Tradition Nihon service (PDP SDTFSMEDSIRD) and Tradition IRO: Global service (PDP SDTFSDSIOG) via Refinitiv and EID 66125, 32542, 32543 and 32544 via Bloomberg.
We have released a data notification in tandem with Refinitiv, which can be found here, and also via Bloomberg.
TraditionData will however continue to price and publish a select number of key JPY LIBOR based curves as replacement to the desk generated curves listed above. These will be made available via our direct feeds and also via our vendor partners, Refinitiv (Traditions IR Derivs: Global service (PDP SDTFSDSIDG) and Tradition IR Derivs: Asia (PDP SDTFSDSIDAS) under =TDS RICs) and Bloomberg (EID 85988 and 38820).
For the full list of curves that are affected by these changes, or if you have any questions or require further information, please contact your local TraditionData team.
TONA: An Alternative Reference Rate for Tokyo Financial Markets
Product notification
Product updates: September 2026