Benchmark & Index Administration
Parameta Solutions is a source of independent, neutral and high quality OTC data. As a UK FCA authorised and ESMA recognised Benchmark Administrator, operational excellence and a strong governance framework is at the heart of our benchmarks. This provides our clients with the confidence they need when adopting Parameta Solutions benchmarks in financial instruments and financial contracts.
Methodology
The methodologies are created and developed by experts in benchmark design, including any appropriate consultation with market participants. The Benchmark methodologies are the written rules and procedures determining how our benchmarks are created.
| Benchmark Name | Refinitiv Page | Bloomberg Page | Methodology | Benchmark Statement |
| TP Sterling SONIA OIS | TPUK1 | BPSWS <MATURITY> | TP Benchmark Methodology (effective 16th June) | TP Benchmark Statement (effective 16th June) |
| ICAP Sterling SONIA OIS | ICAB 54 | BPSW <MATURITY> | ICAP Benchmark Methodology (effective 25th June) | ICAP Benchmark Statement |
| TP EUR Annual Swap Rate – SwapMarker15 | SMKR15 | SMKR15 | TP Benchmark Methodology | TP Benchmark Statement |
| ICAP EUR 6M EURIBOR Swap – EUREX vs LCH | ICAPCCPBASIS4 | GDCO 34997 1 | ICAP Benchmark Methodology | ICAP Benchmark Statement |
| ICAP EUR 6M EURIBOR Swap – CME vs LCH | ICAPCCPBASIS4 | GDCO 34997 1 | ICAP Benchmark Methodology | |
| ICAP EUR 3M EURIBOR Swap – CME vs LCH | ICAPCCPBASIS5 | GDCO 35002 1 | ICAP Benchmark Methodology | |
| ICAP EUR 3M EURIBOR Swap – EUREX vs LCH | ICAPCCPBASIS5 | GDCO 35002 1 | ICAP Benchmark Methodology | |
| ICAP EUR EURIBOR – Annual Bond Swap vs 1m | ICAPEURO2 | GDCO 4963 12 1 GDCO 4963 12 2 | ICAP Benchmark Methodology | |
| ICAP EUR EURIBOR Basis Swap – 3m vs 6m EURIBOR | ICAPEUROBASIS | GDCO 6076 1 | ICAP Benchmark Methodology | |
| ICAP EUR EURIBOR Basis Swap – 1m vs 3m EURIBOR | ICAPEUROBASIS | GDCO 6076 1 | ICAP Benchmark Methodology | |
| ICAP EUR Annual Swap Rate | ICAPEURO | GDCO 45 10 | ICAP Benchmark Methodology | |
| ICAP UKRPI | ICAPINFLATION | GDCO 4259 1 | ICAP Benchmark Methodology | ICAP Benchmark Statement |
| ICAP HICPXT and FRCPI | ICAPINFLATION | GDCO 5024 1 | ICAP Benchmark Methodology | ICAP Benchmark Statement |
| Parameta Solutions Indices | Methodology |
| Parameta Solutions Swap Rate Index Family | Swap Rate Index Family Methodology (EUR & USD) |
| Parameta Solutions Interest Rate Swap Volatility Index | Interest Rate Swap Volatility Methodology (EUR & GBP) Interest Rate Swap Volatility Methodology (USD) Interest Rate Swap Volatility Methodology (AUD) Interest Rate Swap Volatility Methodology (JPY) |
| Parameta Solutions Breakeven Inflation Swap Index Family | Breakeven Inflation Swap Index Family Methodology |
Governance
Our governance framework ensures the accuracy and integrity of all our benchmarks and indices. This model enables close cross-monitoring of the governance process.
Parameta Solutions is a member of the Index Industry Association (IIA). Founded in 2012, the IIA is a not-for-profit organization serving the fast-growing global community of index providers.