Verifiable Data
Overview
Parameta’s verifiable data offering includes both trade and order reports and evidential data. Trade and order reports are sourced from the observations of the global TP ICAP brokerage network, providing coverage for foreign exchange (FX) and interest rate (IR) OTC securities.
Our evidential data solution provides a comprehensive, verifiable dataset that integrates all market updates from both indicative data and actual trades and orders. It establishes a validated mark for MID, BID, and ASK where observed, ensuring accuracy every hour. Additionally, it enhances statistical transparency by supplying detailed insights into observed data across bonds, FX forward curves, FX volatilities, IR curves, and swaption volatilities. The dataset is available every hour and includes transactional input statistics for each market snapshot.
Key Benefits
Explore the benefits of our verifiable data.
Data Highlights
Data Highlights
bond ISINs
crossed implied currency pairs
observed transactions
Coverage Details
Coverage Details
Regions
Global
Sub-Asset Types
Bonds
FX Forward Curves
FX Volatilities
Interest Rate Risk Free Rate Curves
Interest Rate Swaps
Interest Rate Basis Curves
Interest Cross Currency Swaps
Interest Rate Cross Currency Basis Curves
Interest Rate Inflation Curves
Interest Rate Swaptions Cubes
Currencies
FX Forward Curves : 142 traded currency pairs and 1200 crossed implied currency pairs
FX Volatilities: 72 traded currency pairs
Brands
TP, ICAP
Direct Delivery Options
SFTP, Snowflake
Third Party/Channel Options
None
All figures are sourced from the Parameta Data Inventory as of 1 April 2025.
