News
Market Data
Why last week’s Fed meeting mattered for OTC interest rate markets.
By Ian Sams
7 Aug 2026
As index volatility stays quiet, single-stock dispersion reshapes options trading.
By Jake Harmon
29 Jul 2026
Business update
We are back at SIPUG this September
By TraditionData
27 Jul 2026
TraditionData at WFIC 2026 | Join us in Copenhagen on October 11-14
22 Jul 2026
"*" indicates required fields
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.
Product notification
Product updates: July 2026
17 Jul 2026
The rising importance of APAC bond markets
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