TraditionData’s Swaptions Market Data service offers comprehensive market coverage for swaptions across multiple currencies.

• Provides datasets for At-the-Money (ATM) and Out-of-the-Money (OTM) vol surfaces.
• Real-time, intraday, and end-of-day prices available for interest rate markets.
• Service is tailored with focused and granular packages based on region and product.

For a detailed exploration, visit Swaptions Market Data.

TraditionData’s Interest Rate Swaps service offers comprehensive coverage across 33 currencies, focusing on portfolio interest rate risk management and yield enhancement. This service includes:

• Real-time, intraday, and end-of-day pricing for interest rate markets.
• Datasets sourced directly from Tradition’s brokerage desks.
• Flexible data content and delivery method.
• Beneficial for managing interest rate risk, enhancing yields, improving diversification, hedging interest rate exposure, and creating synthetic positions.

For further details, you can visit TraditionData Interest Rate Swaps.

Get interest rate rate derivatives analytics from LSEG to generate to analyze the performance of swaps, caps, floors and other interest rate derivatives.

Daily (Bachelier model implied) swaption volatility cubes of European LIBOR swaptions

TraditionData’s Asian Interest Rate Options Data service provides comprehensive access to the market-leading and most active broker in the Asia Interest Rate Options market. Real-time, hourly and end-of-day data that provides unparalleled insight into this market.

• shifted log normal vols for JPY TONA and legacy JPY LIBOR products
• ATM Swaptions, OTM Swaptions, ATM Cap & Floors, OTM Cap & Floors
• 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).

Gain further insights on our Asian Interest Rate Options Data page.

United States Fannie Mae: Risk Management Derivatives: Swaptions: Pay-Fixed data was reported at -14.000 USD mn in Mar 2025. This records a decrease from the previous number of 37.000 USD mn for Dec 2024. United States Fannie Mae: Risk Management Derivatives: Swaptions: Pay-Fixed data is updated quarterly, averaging 12.500 USD mn from Mar 2009 (Median) to Mar 2025, with 64 observations. The data reached an all-time high of 900.000 USD mn in Jun 2009 and a record low of -934.000 USD mn in Mar 2010. United States Fannie Mae: Risk Management Derivatives: Swaptions: Pay-Fixed data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB121: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.

United States Fannie Mae: Year to Date: Risk Management Derivatives: Swaptions: Received-Fixed data was reported at -20.000 USD mn in Dec 2024. This records a decrease from the previous number of 6.000 USD mn for Sep 2024. United States Fannie Mae: Year to Date: Risk Management Derivatives: Swaptions: Received-Fixed data is updated quarterly, averaging -16.000 USD mn from Dec 2008 (Median) to Dec 2024, with 65 observations. The data reached an all-time high of 6.153 USD bn in Dec 2008 and a record low of -8.706 USD bn in Dec 2009. United States Fannie Mae: Year to Date: Risk Management Derivatives: Swaptions: Received-Fixed data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB121: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.

United States Fannie Mae: Risk Management Derivatives: Swaptions: Received-Fixed data was reported at -23.000 USD mn in Dec 2024. This records a decrease from the previous number of 3.000 USD mn for Sep 2024. United States Fannie Mae: Risk Management Derivatives: Swaptions: Received-Fixed data is updated quarterly, averaging -3.000 USD mn from Mar 2009 (Median) to Dec 2024, with 63 observations. The data reached an all-time high of 3.655 USD bn in Jun 2010 and a record low of -4.250 USD bn in Jun 2009. United States Fannie Mae: Risk Management Derivatives: Swaptions: Received-Fixed data remains active status in CEIC and is reported by Federal National Mortgage Association. The data is categorized under Global Database’s United States – Table US.EB121: Derivatives Fair Value Gains or Losses: Federal National Mortgage Association, Fannie Mae.

Panel A reports the summary statistics of the KRW yield curve from January 2017 to December 2020. The number of observations is 997. Panels B, C, D, and E show the summary statistics of KRW swaption normal volatility for the same period.

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