FX & Money Markets
Tradition USD Repo Service
1 Jun 2023
Credit & Fixed Income
Japanese Government Bonds now available via...
18 May 2023
Product launch: Derivium Tradition
25 Apr 2023
Interest Rate Derivatives
Best in class USD Swaps data...
By Ian Sams
19 Apr 2023
25 new USD SOFR Butterfly Spreads...
13 Feb 2023
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Our basis swaps data packages provide comprehensive market coverage across 17 currencies. Datasets are sourced directly from Tradition’s brokerage desks, with 11 desks in 6 countries.
By offering smaller, focused and more granular packages based on region and product, our clients only pay for what they need, as opposed to receiving larger data packages that need unbundling.
Real-time, Intraday and End of Day prices are available for interest rate markets providing complete flexibility on both data content and delivery method.
Manage Interest Rate Risk: Basis swaps can be used to manage the interest rate risk in a portfolio by allowing market participants to exchange one floating interest rate for another floating interest rate, to remove tenor mismatch risk in a portfolio.
Improve Diversification: By using cross currency basis swaps, investors manage forward foreign exchange and interest rate differential risk exposure between two currencies.
Hedge Interest Rate Exposure: Basis swaps can also be used as a hedging tool to reduce imbalances in interest rate exposure of a portfolio.
Basis swaps are financial derivatives that allow market participants to exchange one floating interest rate for a different floating rate risk.
Single currency basis swaps (for example tenor swaps) provide valuable information relating to credit risk of term lending, for example the low credit risk of overnight lending compared to the higher risk of 3 month lending. Cross currency basis swaps provide information about interest rate differentials in different currencies and the implied expected change in relative value of the two currencies in the FX markets.
CCP basis swaps are used to move a cleared swap position from one CCP to another receiving or paying a small differential on the fixed rate or the swap.
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