News
Market Data
Tradition Extends Outperformance in October 2024
By Ian Sams
5 Nov 2024
India’s Expanding Derivatives Market: Growing Global Interest
31 Oct 2024
Rising Yields and Market Uncertainty: Navigating the Shifts in the U.S. Treasury Landscape
By Jim Mahn
29 Oct 2024
Interest Rate Derivatives
Desk-Driven LIBOR Retirement: Scheduled for March 2025
By Jessica Kalaria
21 Oct 2024
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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 18 separate Asia-based IRO products.
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).