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The rising importance of APAC bond markets
By TraditionData
15 Jul 2026
Credit & Fixed Income
Navigating July 2026’s EGB volatility: Solving the T+1 puzzle with high-fidelity data
By Akshay Gupta
10 Jul 2026
Product notification
Product updates: June 2026
19 Jun 2026
Brent, Gasoil and Naphtha: How market responses to the Iran conflict evolved
By Francesca Marrone
11 Jun 2026
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US Treasury yields continue to oscillate as markets assess the path of Federal policy. On March 2, 2026, 10 year Treasuries briefly touched an 11 month low of 3.926% amid rising geopolitical tensions, before reversing to 4.10% by midday on March 3. At the front end, Fed funds futures slipped four ticks through December, signalling a moderation in expectations for aggressive easing.With a June rate cut now priced at roughly even odds, the question for investors is no longer if the Fed will ease, but how that probability is being expressed across different instruments and maturities.Implied policy probabilities are derived directly from futures pricing. Fed funds and SOFR futures provide a real time translation of market sentiment into expected effective rates for each month.Continue reading here.
Complete this form to download the article ‘Measuring rate cut probabilities ahead of the next FOMC meeting’ by Jake Harmon, Regional Head of Product, Americas at TraditionData.
What do swap spreads tell us about market stress?
By Jake Harmon
5 Jun 2026