Tradition rolled out the forward swap rates in the USD Data subsection of its subscriber-only pages on the Bloomberg Professional terminal on Feb. 4, under the swaption strikes tab. According to a notification sent on Feb. 4 informing customers of the service, the rates will provide the USD options market with “a degree of independence, accuracy and certainty,” that was previously unavailable.
The rates combine auditable mid-prices from Trad-X with bootstrapping (a method used to calculate zero-
Victor Anderson, who is in town from London, joins Anthony and James to dig into the key themes from Waters USA.Subscribe to Weekly Wrap emails
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