Our Solutions
Our Solutions
We are an industry-leading financial technology company providing market data, indices, and analytics solutions. Our unique and scarce OTC, cash, and derivatives data spans over 1 million instruments and 200+ asset classes.
- Capital Markets Indicative Data
  Capital Markets Indicative Data
  High-quality, independent market data to improve trading strategies, enhance risk management, and meet regulatory requirements.
  Capital Markets Indicative Data
  Interest Rate Derivatives
  Interest Rate Volatility
  Inflation Derivatives
  Foreign Exchange
  Money Markets
  Fixed Income
  Credit Derivatives
  Equity Derivatives
- Energy & Commodities Indicative Data
  Energy & Commodities
  Independent, granular pricing, and liquidity insights to optimize hedging strategies, price contracts accurately, and mitigate risk exposure.
  Energy & Commodities Indicative Data
  Oil
  Power
  Natural Gas
  Environmental
  Coal
  Metals
- Evidential Data
  Evidential Data
  Parameta delivers high-integrity, independently sourced market pricing, enabling financial institutions to perform accurate valuations, meet regulatory and audit requirements, and streamline costly validation processes.
  Evidential Data
  Order Surveillance Data
  Trade & Order Data
  Verifiable Data
- Benchmarks & Indices
  Benchmarks & Indices
  Parameta delivers independent and transparent market benchmarks and indices that provide investors, asset managers, and regulators with a trusted standard for developing new instruments, measuring performance, and capitalizing on opaque markets.
  Benchmarks & Indices
  Parameta Solutions Indices
  Parameta Solutions Indices
  Parameta delivers independent and transparent market benchmarks and indices that provide investors, asset managers, and regulators with a trusted standard for developing new instruments, measuring performance, and capitalizing on opaque markets.
  
  Administered Indices
  Administered Indices
  Parameta delivers independent and transparent market benchmarks and indices that provide investors, asset managers, and regulators with a trusted standard for developing new instruments, measuring performance, and capitalizing on opaque markets.
  
  Custom Solutions
  Custom Solutions
  Parameta delivers independent and transparent market benchmarks and indices that provide investors, asset managers, and regulators with a trusted standard for developing new instruments, measuring performance, and capitalizing on opaque markets.
- Workflow Solutions
  Workflow Solutions
  Work smarter, not harder, with our Trading Analytics platform and Independent Derivatives Valuation service.
  Workflow Solutions
  Independent Derivatives Valuations
  Independent Derivatives Valuations
  Work smarter, not harder, with our Trading Analytics platform and Independent Derivatives Valuation service.
  
  Trading Analytics
- Delivery & Feeds
  Delivery & Feeds
  Parameta delivers data how, when, and where you need it, via a rich network of partners and flexible delivery channels.
Your Role
Your Role
Parameta offers solutions that power the front, middle, and back office. Learn how we support your function.
- Risk Management
  Risk Management
  By providing transparent, high-quality data, indices, advanced risk tools, and robust support, Parameta Solutions helps risk teams identify vulnerabilities, mitigate exposures, and confidently navigate the complexities of global financial markets.
- Trading
  Trading
  With vital insights into illiquid and complex markets, traders can capitalize on opportunities to generate Alpha.
- Portfolio Management
  Portfolio Management
  Parameta provides unique data that helps inform investment decisions, manage risk, and optimize portfolio performance.
- Valuation Control
  Valuation Control
  Parameta helps ensure accurate valuations, regulatory alignment, and seamless integrations, so that valuation teams can operate efficiently and with confidence.
- Quantitative Analysis
  Quantitative Analysis
  With high-quality data, seamless integration into your existing workflows, and expert support, Parameta enables quantitative professionals to turn raw data into actionable insights and find alpha in opaque markets.
- Compliance
  Compliance
  Parameta provides reliable, transparent, and comprehensive data solutions, helping compliance teams streamline operations, ensure transparency, and remain agile in the face of evolving regulation.
- Market Data
  Market Data
  Trust Parameta for the data and analytics you need to support your front office, risk, and valuation needs – delivered seamlessly into your existing workflows.
- Treasury
  Treasury
  Parameta provides high quality market-data insights and seamless technology integration, enabling Treasury leaders to make informed decisions.
- Technology
  Technology
  Parameta provides technology leaders with a suite of data products that power AI models, enable digital transformation, drive technical efficiency, and aid in regulatory compliance.
OTC Market Report
Insights
About Us
About Us
Find out more about Parameta Solutions
- Company
  Our Company
  Learn more about Parameta Solutions, our history, and our approach.
- Our People
  Our People
  Get to know the team who make Parameta Solutions who we are.
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Interest Rate Derivatives Data

Versatile OTC interest rate derivatives market data for essential investment applications

Overview

Access independent and impartial pricing across a full range of indicative interest rate swap data using the price flows generated by TP ICAP’s brokerage experts. This offering includes a range of linear swaps and other rate derivative products for managing interest rate risk and developing sophisticated hedging strategies. Our inter-dealer broker prices are available to support business applications at all stages of the investment process.

Key Benefits

Explore the benefits of our interest rate derivatives data.

01

Enhanced Decision Making

Leverage authoritative OTC market information for empowered trading and investment decisions.

02

Independent Data

Access unbiased pricing from global wholesale markets, sourced from the leading TP ICAP ecosystem.

03

Versatile Applications

Data supports pre-trade analytics, risk management, mark-to-market, and algorithmic trading, available directly or via third-party channels.

04

Comprehensive Data Services

Access real-time, end-of-day, and historical data across all key asset classes.

Data Highlights

Data Highlights

37K+

records

40+

currencies

25+

years historical data

Coverage Details

Request a Data Sample

Coverage Details

Request a Data Sample

Record Count

37, 230 + (excl. Options)

Regions

AMER, APAC, EMEA

Sub-Asset Types

Overnight Index Swaps and Risk-Free Rates
Interest Rate Swaps
Forward Rate Agreements and Single Period Swaps
Short Swaps
IMM Swaps
Meeting Dates
FRA OIS Spreads
Basis Swaps
Cross Currency Basis Swaps
Cross Currency Swaps
Convexity Swaps
MUNI Swaps (TP SOFR)
Swap Spreads
Non-Deliverable Swaps

Currencies

40+ currencies

History Start Date

Variable, historical data as far back as January 1999

Brands

TP, ICAP

Field Count

Variable, 15+ fields depending on the instrument type

Direct Delivery Options

WebSocket, SFTP, Snowflake

Third Party/Channel Options

Active Financial/ Options (DRW), Bloomberg, BlackRock, FactSet, ICE, LSEG, QUICK, S&P (CapIQ), SIX Telekurs

Update Frequency

Real-Time, Intraday, End-of-Day

All figures are sourced from the Parameta Data Inventory as of 1 April 2025.

Insights

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Insights

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Volatility Returns: Interest Rate Options in a Policy-Driven Market

Record- breaking activity in USD rates markets, still led by spreadover trades.

What is a breakeven inflation swap index?