Parameta’s reference rates* are sourced from the rich data pools of TP ICAP’s global broking business.
TP ICAP Administered Indices
Parameta Solutions administers eleven reference rates across EUR swaps, basis, and SONIA markets, delivering trusted benchmarks backed by robust governance and full transparency.
ICAP EUR 6M EURIBOR Swap – CME vs LCH
Measures the basis point differential between annual fixed vs 6‑month EURIBOR (Euro Interbank Offered Rate) euro swap transactions cleared at CME and LCH, based on data from the ICAP EUR swaps desk.
ICAP EUR 6M EURIBOR Swap – EUREX vs LCH
Measures the basis point differential between annual fixed vs 6‑month EURIBOR euro swap transactions cleared at Eurex and LCH, based on data from the ICAP EUR swaps desk.
ICAP EUR 3M EURIBOR Swap – CME vs LCH
Measures the basis point differential between annual fixed vs 3‑month EURIBOR euro swap transactions cleared at CME and LCH, based on data from the ICAP EUR swaps desk.
ICAP EUR 3M EURIBOR Swap – EUREX vs LCH
Measures the basis point differential between annual fixed vs 3‑month EURIBOR euro swap transactions cleared at Eurex and LCH, based on data from the ICAP EUR swaps desk.
ICAP EUR EURIBOR – Annual Bond Swap vs 1m
The basis point differential between the EUR Annual Bond 30/360 Swap and the one-month EURIBOR Spot transactions, derived from data provided to the ICAP Euro IRS desk.
ICAP EUR EURIBOR Basis Swap – 3m vs 6m EURIBOR
The rate that prices the basis point differential between three-month EURIBOR vs six-month EURIBOR Spot transactions, derived from data provided to the ICAP Euro IRS desk.
ICAP EUR EURIBOR Basis Swap – 1m vs 3m EURIBOR
The rate that prices the basis point differential between one-month EURIBOR vs three-month EURIBOR Spot transactions, derived from data provided to the ICAP Euro IRS desk.
ICAP EUR Annual Swap Rate
The annual swap rate for euro swap transactions with a maturity of the Designated Maturity, derived from data provided to the ICAP Euro IRS desk.
TP EUR Annual Swap Rate – SwapMarker15
The annual swap rate for euro swap transactions with a maturity of the Designated Maturity*, derived from data provided to the TP Euro IRS desk.
TP Sterling IRS SONIA
The Swap rate for Sterling transactions derived from data provided to the Tullet Prebon Sterling IRS desk.
ICAP Sterling IRS SONIA
The Swap rate for Sterling transactions derived from data provided to the ICAP IRS desk.
IOSCO Principles for Financial Benchmarks
Parameta’s Administered Indices adhere to IOSCO standards. The IOSCO Principles’ objective is to create an overarching framework of principles for benchmarks used in financial markets.
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*International Swaps and Derivatives Association, Inc. Disclosure Annex for Interest Rate Transactions: “We refer to Transactions in which the Underliers are interest rates as “Rates Transactions” and to each specific interest rate that will serve as an Underlier as a “reference rate.” For example, a reference rate may be specified by referring to a particular trading screen of a financial information provider or to a government publication, such as Federal Reserve Statistical Release H.15. The definition of the reference rate may include a “fallback” method of determining the relevant interest rate if the named source fails to provide it at the relevant times, such as use of an alternative source or a determination based on quotations requested by the calculation agent for inter-bank borrowing rates.”