News
Interest Rate Derivatives
Interest Rate Derivatives & Money Markets Updates: October 2024
By Jessica Kalaria
18 Oct 2024
Market Data
UK Inflation Falls to 3-Year Low, Raising Prospects of Interest Rate Cuts
By Ian Sams
17 Oct 2024
LIBOR Retirement: October 2024
16 Oct 2024
Energy & Commodities
Oil Market Dynamics: Navigating Geopolitical Risks and Demand Fluctuations
By Francesca Marrone
15 Oct 2024
Event
Assiom Forex – Fall Conference 2024
A significant portion of this update was focused on expanding our Money Markets package, which now includes 15 additional currencies and 22 new curves. Among the additions are Swiss Franc deposits for Japanese banks and offshore Chinese Yuan deposits.Furthermore, new records include the Taiwanese Dollar Zero Coupon curve and the Euro Annual Bond vs. 3M EURIBOR LCH/EUREX CCP basis curve.
In accordance with our projected removal schedule, we have decommissioned Chinese Yuan and Hong Kong Dollar deposits, as well as Colombian Peso cross-currency swaps.
Changes will come into effect on Saturday 2nd November.
The removal of ZTIBOR records (as the desk are no longer pricing due to an inactive market), will now take place at the end of December 2024.
Click here to download the full activity log for October 2024 and the forecasted removal list.
Spotlight on the South Korean Market
By Saracen Fletcher
13 Oct 2024
Analytics Team Enhances Long-End EUR Basis Swap Pricing Model
By TraditionData
11 Oct 2024