Agreement on delivery of data on Interest Rate Option Data Package to ATP 2025 (Swaption data)

Short description

ATP are searching for a market data delivery of interest rate option volatility surface data for USD and EUR from July 1st 2025

The data will be used by the investment management and risk management sections for e.g. valuation purposes etc.. Therefor it is of the outmost importance, that ATP has access to reliable data and it is highly critical and important, that the interest rate option volatility surface data is based on interbank transaction data.

To strengthen and simplify ATP's various internal processes, it is of the utmost importance that this data is delivered in the required csv-format and through an FTP-server, that allows ATP for easy integration with ATP's existing internal systems.