If they are asking about one particular other affiliate I don't disclose those numbers, but when a valued affiliate asks my conversion numbers I know them and share them. They want to know if promoting your product is worth their time and effort.

I've found that vendors usually disclose the general performance of affiliates rather than the sales statistics of a particular affiliate.

If this particular affiliate is valued enough then it all comes down to what he or she intends to do with that data. I would usually share part of the statistics and wait for the affiliate to revert back with any more information, if they need it.

I've had a similar experience in the past where the said affiliate ended up becoming a competing vendor. It's just a scenario I'm putting across (your experiences might be different)