News
Market Data
Front-ends for value
By Steven Major CFA - Global Macro Advisor, Tradition
25 Mar 2026
Product notification
Interest rate and FX updates: March 2026
By Jessica Kalaria
16 Mar 2026
Business update
TraditionData nominated in two market data categories for the TradingTech Insight Awards USA 2026
By TraditionData
11 Mar 2026
Credit & Fixed Income
Measuring rate cut probabilities ahead of the next FOMC meeting
By Jake Harmon
10 Mar 2026
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IRO-CAF-GLO-ALL
Our Caps & Floors data products allow financial services professionals to make informed trading decisions and manage interest rate risk. Caps & Floors data provides valuable information on the market expectation of rate changes and associated uncertainty. Key features of our Caps & Floors market data include real-time pricing across a range of strikes and tenors, and historical data.
Data sourced directly from Tradition’s brokerage desks with 6 global desks.
Market data is updated real-time directly sourced from various trading platforms.
CSV files for hourly snaps , FIX API for Real-time
USD 1m/3m/6m LIBOR
USD SOFR 3m
SOFR
EUR 1m/3m/6m EURIBOR
EUR ESTR 6m
EONIA
ESTR</
GBP 3m/6m LIBOR
GBP SONIA 3m
SONIA
SONIA</
JPY
JPD
JPY 6m LIBOR
USD 6m LIBOR
JPY TONA
JPY OIS
TONA</
KRW
KRWUSD
KRW 90d CD
CNY OIS
KRW OIS
SGD 6m SIBOR
SGD SORA 6m
SORA
THB
THB THOR
THB 6m THFX
THOR 3m
TWD
TWN
3m TAIBOR
MXN
MXNUSD
F-TIIE
Yield curve risk management: In any currency movements of short tenor rates (1m to 6m) and long tenor rates (1y upwards) are related, but the relationships are complex. Those relationships can be modelled by considering, among other things,the correlation between different tenors. This enables risks to be quantified.
Hedging: Caps and floors can be used to hedge interest rate risk associated with a company’s commercial activities or of a portfolio of assets or liabilities.
This document and its contents are confidential. It is intended solely for the use of the individual or entity to which it is provided. Information contained herein is the property of Compagnie Financière Tradition S.A. or any of its subsidiaries and/or TraditionData (together “Tradition”). Unauthorised disclosure, copying or distribution of such information is strictly prohibited, and the information shall not be redistributed in any form to any third party, in each case without the prior consent of Tradition. Whilst every effort is made to ensure the accuracy of the information contained herein, no warranty, condition or guarantee is given by Tradition in respect of any information. Nothing herein constitutes investment advice or an offer, or solicitation of an offer, to buy or sell any financial product. To the maximum extent of the law, Tradition accepts no responsibility for any reliance placed on the contents of this document and accepts no liability for any direct, indirect or any other loss arising out of any use of the information contained in this document or any omission from it. It is not intended for distribution to, or use by any person or entity in any jurisdiction or country where such distribution or use would be contrary to any applicable law or regulation. Copyright © Tradition. TraditionData is a trade mark of Tradition. Commercial in Confidence. March 2026
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