News
Energy & Commodities
Oil markets reprice geopoliticalrisk amid Gulf disruptions
By Francesca Marrone
4 Mar 2026
Credit & Fixed Income
The “giant slalom” of the yield curve: Navigating the 10Y-2Y vs. 10Y-3M divergence
By Akshay Gupta
23 Feb 2026
Market Data
Gold outlook for 2026
By TraditionData
17 Feb 2026
Product notification
Interest rates and FX updates: February 2026
By Jessica Kalaria
15 Feb 2026
As of 24 October 2022, we have made a change to the calculation methodology of the Tradition Predictive Overnight Repo (TPOR) Rate Service product. 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
USD SOFR swaps: why repo matters (and why better data helps)
By Ian Sams
12 Feb 2026
AI market trends for 2026
10 Feb 2026
Global inflation outlook. AI productivity, debt, and trade policy
3 Feb 2026
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