Interest Rate Swaps Data
Explore Our Interest Rate Swaps Data
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.
We offer a range of asset types including Overnight Index Swaps, Risk free rates, Forward Rate Agreements, and Basis Swaps.
Discover our 8 updated interest rate packages
We are excited to share the launch of eight packages covering our indicative interest rate offerings, designed for greater clarity, a cleaner structure, and stronger alignment to users’ data requirements.
Key Benefits
Explore the benefits of our interest rate derivatives data.
Data Highlights
Data Highlights
records
currencies
years historical data
Coverage Details
Coverage Details
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.
