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Interest Rate Derivatives

Comprehensive datasets covering the global interest rate derivative marketplace.

TraditionData’s Interest Rate Derivative package offers an in-depth view of global interest rate brokerage activity.

Interest Rate Derivative data allows our clients to analyse and quantify the risks and opportunities associated with these financial instruments. This data is available alongside other complementary datasets including Basis Swaps, Interest Rate Swaps and OIS including ARRs such as ESTR & SOFR.

Our joint ventures across Japan (Nihon), Switzerland (Gottex) and throughout Latin America provide clients with access to the highest quality datasets in these historically opaque regions.


Make informed decisions about your exposure to interest rate risk

  • Hedge against interest rate risk
  • Value-at-risk (VAR) and stress test to assess the potential impact of interest rate movements
Our Interest Rate data products, including real-time, intraday, end of day and historical pricing for the global interest rate derivative marketplace, are made up of over 19,000 unique instruments from across the entire yield curve, with coverage across 34 currencies. We also offer a market-leading Tradition Predictive Overnight Repo (TPOR) Service, the first true intraday “day-ahead” insight to the next day’s SOFR rate.
Ian Sams – Head of Product, EMEA
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