News
Interest Rate Derivatives
Interest Rates & FX updates: June 2025
By Jessica Kalaria
11 Jun 2025
Market Data
Tradition extends lead as premier IDB for DV01 USD trades
By Ian Sams
10 Jun 2025
Energy & Commodities
Product launch: Gasoline End of Day (EOD) Singapore report
By Francesca Marrone
3 Jun 2025
Rising debt, rising volatility: navigating JGBs with high-frequency data
By Akshay Gupta
"*" indicates required fields
Δ
Using existing and new modelling techniques in conjunction with our best in breed broker analytics, we offer real-time, hourly and end-of day data across 34 separate Asia-based IRO products covering 12 currencies.
These include shifted log normal vols for JPY TONA and legacy JPY LIBOR products
Spot Premiums, Forward Premiums, Normal Vols (absolute and relative) & Log Normal Vols (absolute and relative)
Cap Spot Premiums, Floor Spot Premiums, Normal Vols (absolute and relative) & Log Normal Vols (absolute and relative)
To receive a FREE sample of this data, please click the button below.
Please enter your email below to request access to our free sample data
What is the source of the data?
Data is derived directly from our leading desks located in the Asia Region. These include Singapore, Sydney and Tokyo.
How can the data be delivered?
Real-time, hourly and end-of day directly from TraditionData or via BBG (B-pipe and/or Data License (DL)) and LSEG (Real-time feed, DataScope Select (DSS) and/or Tick History).
How many snap files are available per day?
Hourly Snaps: we snap the data 24hrs a day on the hour with some incremental snaps. Each file contains data for all ATM and OTM surfaces
Are sample files available?
Yes, please contact us to request sample files.
How far back do you have history?
Dependant on the currency and product, but in some cases we have 5+ years of historical data.
What is the file format of the historical data?
Data is provided in .csv format (comma separated values).