News
Credit & Fixed Income
Tradition predictive overnight repo July accuracy report
By TraditionData
10 Aug 2026
Market Data
Why last Fed meeting mattered for OTC interest rate markets.
By Ian Sams
7 Aug 2026
As index volatility stays quiet, single-stock dispersion reshapes options trading.
By Jake Harmon
29 Jul 2026
Business update
We are back at SIPUG this September
27 Jul 2026
The first month after the cessation of USD LIBOR saw Tradition outperform its competitors. Once again, 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, with a July market share of 34.5%, and a 12 month rolling market share average of over 36%.*
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.
