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
With an average monthly market share of 30% in June and 35.4% year to date*, Tradition remains the dominant broker in the inter-dealer USD Interest Rate Swap market in liquidity based on DV01 USD trades executed by IDB SEFs.
Furthermore, across the USD Rates Swap market spectrum Tradition are number one in three out of the five traded categories:
– SOFR Butterflies– CCP Switches– Forwards / IMMs
Available direct via our own proprietary data feed or through the major industry vendors, our USD swaps data directly reflects our strengths in this market.
*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 the public SDR data.
Market Data
Brent, Gasoil and Naphtha: Summer Update
By Francesca Marrone
8 Sep 2026