Energy & Commodities
Countdown to COP28: Reviewing The Current...
By Francesca Marrone
21 Nov 2023
Singapore Distillate EOD Product Enhancement
13 Nov 2023
FX & Money Markets
Global Rate Hike Policy Pause with...
By Sal Provenzano
10 Nov 2023
Best in Class USD Swaps Data...
By Ian Sams
7 Nov 2023
25 new USD SOFR Butterfly Spreads...
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.
Interest Rate Derivatives
TraditionData Launches New MXN Overnight TIIE...
12 Oct 2023
Unraveling the German Housing Market: Inflation,...
29 Sep 2023