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Saturday, April 27, 2024

TraditionDATA launches Thailand THOR data as LIBOR ends

TraditionDATA is the market data and information services division of Tradition, and provides financial market data that reflects real price interest in global OTC swaps markets, including interest rate derivatives, energy, and commodities, credit, fixed income, FX and money markets. 

TraditionDATA has released a full suite of Thai Overnight Repurchase Rate (THOR) analytical data enabling customers to better view the changing Thai Baht market.

Included in the suite is THOR OIS curve, based on a combination of prices originated from trading by Tradition’s brokerage desks and its expert analytics.

The data is available directly from TraditionDATA as well as on Bloomberg and Refinitiv under the firm’s Global and Risk Free Rates packages.

The Bank of Thailand launched THOR in April 2020 to replace the Thai Baht Interest Rate Fixing (THBFIX) which will be discontinued after June 30,…

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