News
Market Data
Bank of Japan Decision to End Negative Interest Rate Policy Influences OIS Rate
By Saracen Fletcher
25 Mar 2024
Interest Rate Derivatives
Interest Rate Derivatives Updates: March 2024
By Jessica Kalaria
19 Mar 2024
Energy & Commodities
Jet Fuel Demand Shows Promising Signs of Recovery
By Francesca Marrone
13 Mar 2024
USD Corporate Bond Sales Reach Record $228 Billion in February 2024
By Jim Mahn
8 Mar 2024
Product notification
25 new USD SOFR Butterfly Spreads added to package
By Ian Sams
13 Feb 2023
We have moved from a weighted average combination of the BNYM and TraditionDATA data set to a simple average combination.
This change to the weighting methodology is better correlated to the current rate environment. As part of our internal model governance process, we conduct periodic model validation reviews of our price discovery and data generation analytics that serve our broking and data businesses. Given the ever-changing dynamics of markets, model validation techniques such as back testing, benchmarking and sensitivity analysis enable us to minimize model risk and to ensure that our analytics is best in class.
A valuable insight during the trading day as to where SOFR will fix tomorrow.
Tradition Continues to Outperform Competitors in February 2024
7 Mar 2024
Tradition Mexico acts as Intermediary for the first MXN Overnight TIIE Swaps Trade
9 Feb 2024