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Overnight Index Swaps (OIS) Data
Indicative OIS pricing across global markets, reflecting activity across major risk‑free rate benchmarks. Supports trading, valuation, and risk management across interest rate derivatives.
OIS data sourced from:
The Parameta Solutions Difference
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Global OIS coverage
Indicative pricing across major risk‑free rate markets and currencies.
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Spot and forward structures
Coverage across both spot‑start and forward‑start OIS instruments.
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Multi-currency support
Data across 25+ currencies spanning developed and emerging markets.
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Real-time and end-of-day data
Flexible update frequencies for trading and analytical workflows.
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Post-LIBOR alignment
Built for global transition to risk‑free rate benchmarks.
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Historical depth
Consistent data history dating back to 1999.
OIS Data for Global Rates Markets
Market participants rely on Overnight Index Swaps (OIS) to manage interest rate exposure in a post‑LIBOR environment, where risk‑free rates have become the foundation of global derivatives markets. As adoption of benchmarks such as SOFR, ESTR, and SONIA has expanded, the need for consistent, transparent data across currencies and tenors has become increasingly important.
Parameta Solutions provides indicative OIS pricing across a broad range of instruments, covering both spot‑start and forward‑start structures. With global coverage spanning 25+ currencies and multiple risk‑free rate benchmarks, the dataset reflects activity across developed and emerging markets, supporting trading, valuation, and risk management workflows.
Built to support active market participants, the offering combines deep historical coverage with flexible delivery and multiple update frequencies. From real-time pricing to end‑of‑day and historical datasets dating back to 1999, Parameta’s OIS data enables consistent analysis across markets, instruments, and time horizons.
Three Easy Ways to Connect to our OIS Data
Direct delivery
Cloud delivery
Access via our cloud partners including Snowflake and AWS.
Channel partners
Available through platforms such as Bloomberg and LSEG.
The numbers speak for themselves
6000
+
OIS instruments across global markets
25
+
currencies linked to major risk free rates
27
+
years of historical OIS data coverage
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Overnight Index Swaps (OIS) FAQs
What is an Overnight Index Swap (OIS)?
An Overnight Index Swap (OIS) is an interest rate derivative where one party exchanges a fixed rate for a floating rate linked to an overnight benchmark such as SOFR, ESTR, or SONIA.
Why are OIS important in post-LIBOR markets?
OIS products are widely used to manage interest rate risk in markets that have transitioned from LIBOR to risk-free rates, making them a core component of modern derivatives trading and valuation.
What types of OIS instruments are covered?
Coverage includes spot-start and forward-start OIS, as well as spreads, non-deliverable structures, and other variants across global markets.
How is OIS data used by market participants?
OIS data supports trading, valuation, and risk management by providing insight into rate movements, discount curves, and market expectations.
What currencies and benchmarks are included in OIS data?
OIS data covers major currencies and risk free rate benchmarks including SOFR (USD), ESTR (EUR), SONIA (GBP), and TONA (JPY), along with a range of additional global markets.
What data frequencies are available for OIS data?
OIS data is available in real-time, daily snapshot, and end-of-day formats to support both trading and analytical workflows.
How can OIS data be accessed?
OIS data can be accessed through API, cloud platforms such as AWS and Snowflake, and third-party providers including Bloomberg and LSEG.