News
Interest Rate Derivatives
Tradition predictive overnight repo | August 2026 accuracy report
By TraditionData
16 Sep 2026
Business update
Are you getting the full value from your market data? By Shane Dillon, Global Head of Account Management
By Shane Dillon
14 Sep 2026
TraditionData strengthens client support team with appointment of Will Hindley
10 Sep 2026
Scott Fitzpatrick joins Tech & Data in Financial Markets (TDFM) Leaders’ Network
9 Sep 2026
July saw Tradition continue its dominance of market share in DV01 USD trades executed by inter-dealer brokers (IDB), with over 31% recorded. We once again outperformed our competitors, continuing to lead the IDB USD Interest rate swap market in liquidity, with a 12-month rolling market share average of 32%. Available direct via our own proprietary data feed or through industry vendors, TraditionData’s USD swaps data directly reflects our strength in this market. You can trust that our data packages offer one of the most consistent and accurate views of USD rates markets. Source: Clarus SEFView. Please note our numbers are based on actual traded volumes reported by each SEF, and not the limited figures as shown in public SDR data.
Market Data
USD/JPY volatilities return to pre-intervention levels, mostly…
By John Crisp
25 Aug 2026
Product notification
Product updates: August 2026
24 Aug 2026
Credit & Fixed Income
Tradition predictive overnight repo July accuracy report
10 Aug 2026