Bond, rates and FX evidential pricing

Verifiable & evidential data

Parameta has deep expertise across a wide range of OTC instruments, delivering transactional and indicative market data from TP & ICAP brokerage desks across interest rates, FX, and bonds to support risk management and regulatory use cases.
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The Parameta Solutions difference

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  • Data from real world activity

    Our data is sourced from the TP ICAP brokerage network which reflects actual observed activity from the world’s largest inter dealer broker (by revenue, source TP ICAP 2025 annual report).

  • Multi-asset class pricing

    We provide evidential pricing across bonds, FX and interest rates.

  • Detailed market insights from observed data

    We supply detailed insights into observed data across bonds, FX forward curves, FX volatilities, IR curves, and swaption volatilities.

  • Comply with regulatory reporting requirements

    Leverage the transparency of our evidential datasets to meet regulations such as PruVal and Fundamental Review of The Trading Book (FRTB).

  • Updated every hour

    Our datasets are available every hour and includes transactional input statistics for each market snapshot. End of day data is also available for rates and bonds.

  • Secure & confidential data delivery

    We’ll send you secure end of day data files via SFTP server and cloud delivery.

Verifiable data, grounded in real market activity

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Parameta’s verifiable data combines trade and order reports with evidential pricing to deliver a transparent, defensible view of OTC markets.

Trade and order reports are sourced from the global TP ICAP brokerage network, providing direct observations across FX and interest rate OTC instruments.

Our evidential data goes a step further. It integrates indicative broker pricing with actual trades and orders, using a defined, rules‑based methodology to calculate evaluated mid, bid and ask prices where activity is observed. Each hourly snapshot includes detailed transactional statistics, giving full transparency into how prices are formed.

The result is a robust, auditable dataset across bonds, FX forwards, FX volatility, interest rate curves and swaption volatility – supporting fair value accounting, independent price verification (IPV), audit processes, and regulatory requirements.

 

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Verifiable & Evidential Data FAQs

How do you source your data?

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Pricing is generated using TP and ICAP indicative data and enriched with Trade and Order transactional information.

Inputs include trades, orders (BIDs and ASKs), and market observations from TP ICAP’s global fixed income liquidity network.

What is evidential data used for?

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Evidential pricing provides transparent, observable, and independent evaluated prices for global fixed income securities.
Using a proprietary model, the solution delivers hourly pricing snapshots that support:

  • Price discovery
  • Portfolio valuation
  • Regulatory reporting obligations (e.g. IFRS 13, ASC 820, PruVal, FRTB)

The model uses market-derived inputs and quality controls to produce consistent, defensible valuations.

What data is provided in your reports?

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We provide mid, ask, and bid prices across bonds, FX options, FX forwards, non-linear rates, and linear rates. All products offer intraday snapshots, incorporating observations from the previous hour. End-of-day snapshots, aggregated over the past 24 hours, are available for all products except FX.

What asset classes do you offer evidential pricing for?

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We provide:

  • Bonds
  • FX Forwards
  • FX Options
  • Linear Rates
  • Non-Linear Rates