News
Energy & Commodities
Oil Price Commentary: Insights into Recent Trends and Drivers
By Francesca Marrone
24 Apr 2024
Tradition Excels in Risk.net’s 2024 Energy Commodity Rankings, with 8 wins including “Best Overall Commodities Broker”
By TraditionData
Business update
TraditionData Strengthens Netherlands Footprint Through Partnership with NIBC
22 Apr 2024
Interest Rate Derivatives
Interest Rate Derivatives & FX Updates: April 2024
By Jessica Kalaria
18 Apr 2024
Product notification
25 new USD SOFR Butterfly Spreads added to package
By Ian Sams
13 Feb 2023
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.
Market Data
March 2024: Tradition Sets the Standard, Outperforming Competitors in Q1
8 Apr 2024
Bank of Japan Decision to End Negative Interest Rate Policy Influences OIS Rate
By Saracen Fletcher
25 Mar 2024
Interest Rate Derivatives Updates: March 2024
19 Mar 2024