Interest Rates Swaps Data | Parameta Solutions

Interest Rate Swaps

Enhance control over your interest rate exposure with deep liquidity, precision pricing, and seamless access to global swap markets. Our IRS offering empowers smarter hedging and more efficient balance‑sheet management.

Overnight Index Swaps (OIS)

Harness ultra‑transparent, risk‑free rate benchmarks to manage short‑term rate exposure with accuracy and confidence. OIS markets deliver clarity around central bank expectations and superior pricing efficiency.

Basis Swaps

Fine‑tune your rate exposure by exchanging floating benchmarks and managing tenor mismatches with precision. Our basis swap liquidity supports flexible, efficient balance‑sheet optimization.

Risk-free Rates (RFR)

Transition confidently into the post‑LIBOR world with transparent, transaction‑driven RFR swap markets. Our offering provides reliable benchmarks and strong liquidity across SOFR, SONIA, €STR, and more.

Cross currency swaps

Unlock global funding opportunities with efficient exchange of cash flows across currencies, supported by robust market depth and real‑time insight. Optimize international financing while minimizing FX and rate volatility.

Cross Currency Basis Swaps

Access the most trusted view of cross‑border funding spreads with high‑quality basis liquidity. Capture relative‑value opportunities and achieve more competitive global funding costs.

Convexity Swaps

Target curve dynamics and shape your rate profile with advanced convexity‑driven strategies. Designed for sophisticated rate managers, these instruments enhance precision in non‑linear risk positioning.

Meeting Dates

We provide comprehensive forward‑meeting‑date curves and volatility data across all major central banks, including the Fed (FOMC), BoC, ECB, BOE, RBA, BOJ, and Norges Bank. This meeting‑aligned pricing enables precise event‑driven hedging, valuation, and risk management across both swaps and interest rate options.

Swaps data from the world's largest IDB

Sourced exclusively from TP and ICAP interest rate options desks, we offer access to data from one of the largest interest rate options liquidity pools.

Deep Coverage Across Interest Rates

Real-time & historical data for a full range of indicative interest rate swap including linear swaps & other derivatives from various desks across Americas, Europe & Asia.

Global coverage

Execution-grade, broker-sourced pricing across Americas, Europe, and Asia.

Leader in swaps market

TP ICAP holds a commanding position in SOFR swap market on interdealer swap execution platforms.

Data delivered -how & where you need it

Seamless and secure data delivery direct, via third party cloud providers or via your preferred platform.

Strong data governance

Our data goes through 3 layers of quality control before it reaches our customers to ensure the highest levels of accuracy.

How do you source your interest rate data?

Our data is generated through a proprietary internal pricing system that integrates live market data and broking activity from Tullet Prebon and ICAP desks.

The resulting models are delivered in a market-standard format, ensuring consistency, transparency, and usability.

Our exclusive access to these brokers' liquidity pools allows us to capture real-world negotiated prices that aren't visible on exchanges, providing transparency in an otherwise opaque market.

How is the interest rate data delivered to clients?

We offer flexible delivery options to suit your infrastructure needs. Our data can be accessed via Fusion Insights platform, real-time streaming (WebSocket), snapshots (SFTP), cloud delivery (Snowflake, AWS), or through channel partners like Bloomberg, LSEG, S&P Global, and ICE. Our team will work with you to determine the most efficient integration method.

How can interest rate data be used for valuations?

IRS data is fundamental to the valuation of fixed income instruments and derivative contracts. Financial institutions use swap curves, central bank meeting dates, OIS, and swaption volatilities to construct discount curves and forecast future cash flows.

By integrating IRD data into valuation models, firms ensure compliance with fair value accounting standards and support informed trading and investment decisions

How can interest rate data be used for risk management?

IRS data enables institutions to measure and mitigate exposure to interest rate fluctuations.

Banks and buyside firms use yield curves and forward rates to simulate rate scenarios and assess their impact on portfolio value.

This data feeds into models for Value-at-Risk (VaR), stress testing, and scenario analysis, helping firms understand potential losses under adverse market conditions.

IRDs used in swaps are used to hedge interest rate risk, such as locking in funding costs. This helps with risk and compliance reporting.

Who is the data suitable for?

The data is designed to support a broad spectrum of market participants—banks, insurance companies, investment firms, exchanges, hedge funds, broker/dealers, and risk managers—by delivering reliable insights into current market conditions

What risk free rates do you offer?

We offer comprehensive coverage of our indicative interest rate swap data arising from LIBOR cessation. As regulatory regimes around the globe have instituted new reference rates, this package provides clients with a robust solution for managing interest rate risk.

Benefits of RFRs:

• Accurate pricing: Daily assessment of implied rates for various asset classes.
• Market Coverage: Leverage our extensive global brokerage of Risk-Free Rates.
• Regulatory Compliance: Simplify reporting and meet your regulatory obligations with current reference rates.
• Risk management: Achieve better risk management practices, with a stable and predictable benchmarking for financial instruments.
• Portfolio Management: Improve assessment of risk-adjusted returns of different assets for more effective diversification
and optimisation strategies.
• Price Discovery: Enable fairer and more efficient price discovery processes with prices reflecting true market conditions.