Assess illiquid and complex markets, turn raw data into actionable insights and find alpha in opaque instruments.
SOFR Data
Indicative, observation‑driven SOFR pricing across a broad range of OTC derivatives, reflecting real market activity from global rates markets. Designed to support trading, valuation, and risk management with consistent, high‑quality data.
Interest Rate Swaps Data Sourced From:
The Parameta Solutions Difference
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Market-led pricing
Derived from ICAP and Tullett Prebon liquidity pools, providing a transparent view of market levels.
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Depth and scale
Coverage across 45,000+ SOFR-linked instruments, including swaps, swaptions, caps and floors across TP and ICAP brands
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Real-time and end-of-day data
Real-time, intraday, and end-of-day updates to support trading and analysis.
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Post-LIBOR alignment
SOFR is widely used across USD interest rate markets following the transition from LIBOR.
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Valuation and risk support
Enables pricing and risk workflows across 30+ asset types.
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Flexible delivery options
Available via API, cloud, and channel partners.
Navigating SOFR Rates Markets
Market participants rely on transparent, high-quality pricing to manage interest rate exposure in a post‑LIBOR environment. As SOFR has become widely used across USD interest rate markets following the transition from LIBOR, the need for consistent, observable data continues to grow with market activity and complexity. Parameta Solutions meets this need by delivering indicative pricing across a wide range of SOFR instruments, reflecting real market activity from Tullett Prebon and ICAP desks, and supporting pricing, execution, and risk management across both standard and more complex strategies.
Designed for active market participants, Parameta’s SOFR datasets combine observable market activity with extensive derivatives coverage, spanning over 45,000 instruments including swaps, swaptions, caps and floors, basis swaps, CMS, and structured products. SOFR swap pricing, including SwapPX levels, is widely used to support pricing and hedging new issuance, which may support basis risk analysis and hedge effectiveness assessments. The suite also provides visibility into volatility and the SOFR Treasury swap spread market, where a significant portion of dealer-to-dealer activity occurs, enabling more accurate pricing of bonds and derivatives. Delivered across real-time, intraday, and end-of-day formats, the data supports consistent workflows across trading, valuation, and risk management.
Data to support across the trade lifecycle
Pre-trade
Point-of-trade
Use real time data for price discovery and to assist with entry and exit decisions.
Post-trade
We provide data to compliance teams to monitor market activities in real-time and detect potential compliance violations.
Three Easy Ways to Connect to our SOFR Data
Direct
Instant access through API or SFTP channels.
Cloud
Access via our cloud partners including Snowflake and AWS.
Channel partners
Connect via our extensive network of partners including LSEG and Bloomberg.
The numbers speak for themselves
45000
+
SOFR-linked instruments across rates markets
30
+
asset types spanning derivatives and structured products
44000
+
instruments with real-time indicative pricing
Download a SOFR data sample
Fill in the form to receive a sample of our SOFR interest rate data, covering Overnight Index Swaps, Forward Start Meeting Dates and Basis Swaps
SOFR FAQs
What is SOFR and why is it important?
Following the transition from LIBOR, SOFR is widely used across USD interest rate markets to support pricing and risk management in lending and derivatives.
What types of SOFR instruments are covered?
The dataset covers a broad range of SOFR-linked derivatives, including swaptions, caps and floors, basis swaps, overnight index swaps, and other structured rate products.
How do market participants use SOFR data?
SOFR data supports trading, valuation, and risk management by providing insight into pricing levels, market activity, and volatility across interest rate derivatives.
What is the value of indicative SOFR pricing?
Indicative pricing offers a transparent view of market levels and trends, helping users assess pricing dynamics and make informed trading and analytical decisions.
What update frequencies are available?
SOFR data is available in real-time, intraday, and end-of-day formats, supporting both execution and analytical workflows.
How can SOFR data be accessed?
Data can be delivered via API, cloud platforms such as AWS and Snowflake, or through third-party providers including Bloomberg and LSEG.
How does SOFR data support risk and valuation workflows?
SOFR data enables pricing and risk analysis across a wide range of instruments, helping users model exposures, monitor market movements, and perform accurate valuation.
What is the SOFR forward curve?
The SOFR forward curve shows market expectations for future SOFR rates based on pricing from SOFR-linked derivatives. It is widely used to estimate future interest rate levels, value instruments, and manage interest rate risk.
How is the SOFR curve constructed?
The SOFR curve is typically constructed using market data from SOFR futures and SOFR overnight indexed swaps (OIS) across different maturities. These instruments are used to derive implied forward rates and create a continuous view of expected interest rates over time.
What is the difference between the SOFR curve and the SOFR yield curve?
The SOFR curve generally refers to the full term structure of current and implied future SOFR rates, while the SOFR yield curve focuses on yields across different maturities. Both are used to analyze interest rate expectations, pricing, and risk management.
What is the difference between SOFR and LIBOR?
SOFR is based on transactions in the U.S. Treasury repo market, making it a transaction-based benchmark. LIBOR was based on bank estimates of unsecured borrowing costs and has largely been phased out in favor of more robust reference rates such as SOFR.
Is SOFR the same as the Fed Funds rate?
No. SOFR reflects the cost of overnight borrowing collateralized by U.S. Treasuries, while the Fed Funds rate reflects unsecured overnight lending between banks. Although they often move in similar directions, they are distinct reference rates.
How does SOFR data support pricing of new bond issuance?
SOFR data helps issuers, underwriters, and investors assess prevailing interest rate levels and market expectations. SOFR curves and derivatives data are commonly used to evaluate funding costs, determine spreads, and support pricing decisions for new bond issuance.
Who uses SOFR derivatives data?
SOFR derivatives data is used by banks, asset managers, hedge funds, insurance companies, and corporate treasury teams for pricing, valuation, risk management, trading, and regulatory reporting across interest rate markets.