OTC market data covering AMER, EMEA and APAC 

Regional OTC markets data packages

We deliver high-quality, real-time & historical market data packages tailored for specific regions & products across the Americas, Europe, Africa, Asia and Australasia.
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Data Source From

Regional Data Packages

Americas

  • Latin America

EMEA

  • Africa
  • Scandinavia

APAC

  • Asia
  • China
  • India
  • Japan
  • Pacific (Australia & NZ focus)

Our Regional Product Coverage

Interest rates

Swaps and options pricing from global TP & ICAP broker desks across 20+ countries, as well as rates data from additional liquidity venues specialising in Indian, Chinese and Japanese markets.

FX

We provide data from a range of 195+ currencies. This includes 1200+ spots/crosses, 35+ forwards, 20+ NDFs, 35+ FX options, and 4 precious metals.

Money markets

Repo, cash & certificates of deposit data from global TP, ICAP broker desks and TP Sitico (Chinese markets), Crest Finserver (Indina Rupee and Totan (Japanese markets).

Global scale, local focus: The Parameta way

  • We go beyond the core markets

    With on‑the‑ground teams across the Americas, EMEA, and APAC, we provide regional packages that deliver insights that cannot be replicated by providers without a local market presence.

  • Local markets – packaged up

    Our region‑specific, multi‑asset packages provide seamless access to a wide range of local‑market FX, interest rate, money markets and bond instruments.

  • Deep local knowledge

    Our local teams across the Americas, EMEA and APAC have direct interactions with local banks and provides insights that are often unavailable through providers without a local market presence.

  • Trusted price discovery in less liquid markets

    Our data delivers reliable pricing benchmarks for FX, fixed income and interest rate instruments, enabling better valuation and trade execution.

  • 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 multiple layers of quality control before it reaches our customers to ensure the highest levels of accuracy.

Data To Support Across The Trade Lifecycle

Pre-trade

Assess illiquid & complex markets, turn raw data into actionable insights and find alpha in opaque instruments.

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 & detect potential compliance violations.

All your regional OTC data needs in one place

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Three Easy Ways To Connect To Our Data

Direct

Instant access through API, streaming or SFTP channels.

Cloud delivery

Access via our cloud partners including Snowflake, AWS, GCP & Azure.

Channel partners

Connect via our extensive network of partners including LSEG, Bloomberg, S&P & ICE.

The Numbers Speak For Themselves

30+
years of historical data
190+
currencies
28+
sourced from broker desks worldwide

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FAQs On Regional Packages

What LATAM data do you offer?

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The LATAM package comprises 2,500+ instruments focused on Mexican Peso (MXN) interest rate derivatives.

Package Overview

  • Primary currency: MXN (Mexican Peso)
  • Reference index: 28‑Day F‑TIIE (Mexican interbank rate)
  • Data history: February 2010 to present
  • Brand: ICAP (IC)
  • Pricing frequencies: Real‑time (RTM) and End‑of‑Day (EOD)

Asset coverage:

  • ATM and OTM Caps/Floors (spot start):
    Available across a range of tenors from 6 months to 10 years
  • ATM Swaptions:
    SOFR‑collateralised, covering option expiries from 1 week to 3 years and underlying tenors from 1 to 10 years

Example instruments:

  • ATM Cap/Floor: MXN vs 28‑Day F‑TIIE (tenors: 6M, 1Y, 2Y, 3Y, 4Y, 5Y, 7Y, 10Y)
  • ATM Swaption Straddles: MXN 28‑Day F‑TIIE across multiple option‑expiry and tenor combinations

What Scandinavian data do you offer?

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The Scandi package comprises 500+ instruments covering Scandinavian currencies and interest rate products.

Package overview

  • Primary currencies:
    DKK (Danish Krone), NOK (Norwegian Krone), SEK (Swedish Krona), including EUR and USD crosses
  • Data history: December 2008 to present
  • Brand: ICAP (IC)
  • Pricing frequency: Real‑time (RTM)

Asset coverage

1. Cash Deposits (DKK)

  • Tenors: Overnight, Tomorrow/Next, Spot/Next, 1W, 2W, 1M–3M, 6M, 9M, 1Y

2. Interest rate swap spreads

  • DKK vs DKK OIS (30/360 DKK IRS vs Act/360 DKK OIS): 1–10Y
  • DKK vs EUR (30/360 cross‑currency spreads): 1–40Y

3. FX deliverable forwards

  • EUR/DKK: Overnight to 5 years
  • USD/DKK: Overnight to 5 years (COP and GBL locations)
  • USD/NOK: Overnight to 5 years (COP and GBL locations)
  • USD/SEK: Various tenors

What African data do you offer?

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The Africa package comprises 500+ instruments covering African financial markets across multiple currencies and asset classes.

Package overview

  • Data history: January 2008 to present
  • Brand: ICAP
  • Location: Johannesburg (JHB)
  • Pricing frequency: Real‑time (RTM)

Covered currencies

  • ZAR (South African Rand)
  • BWP (Botswana Pula)
  • GHS (Ghanaian Cedi)
  • KES (Kenyan Shilling)
  • MUR (Mauritian Rupee)
  • NGN (Nigerian Naira)
  • TZS (Tanzanian Shilling)
  • UGX (Ugandan Shilling)
  • ZMW (Zambian Kwacha)

Asset coverage

1. CPI‑Linked government bonds (ZAR)

  • South African inflation‑linked government bonds

2. Cross‑currency interest rate swaps

  • USD cross‑currency swaps versus SOFR (current) and legacy 3‑month LIBOR
  • Currency pairs: BWP/USD, GHS/USD, NGN/USD, UGX/USD, ZMW/USD
  • Tenors: 1 to 5 years

3. Deliverable FX forwards

  • USD cross‑rates across a broad maturity spectrum:
    • Short‑term: Overnight (O/N), Tomorrow/Next (T/N), Spot/Next (S/N), 1W, 2W
    • Medium‑term: 1M, 2M, 3M, 6M, 9M
    • Long‑term: 1Y, 2Y

What Asia data do you offer?

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The Asia package comprises 8,500+ instruments focused on Asian Risk‑Free Rate (RFR) derivatives across multiple currencies.

Package overview

  • Primary currencies: HKD, SGD, THB, MYR (primarily versus USD)
  • Reference indexes:
    • HONIA – Hong Kong Overnight Index Average
    • SORA – Singapore Overnight Rate Average
    • THOR – Thai Overnight Repurchase Rate
    • MYOR – Malaysian Overnight Rate
  • Data history: February 2006 to present
  • Brand: ICAP
  • Locations: Hong Kong (HKG), Singapore (SNG), Bangkok (BGK)
  • Pricing frequency: Real‑time (RTM)

Asset coverage

1. Cross‑currency basis swaps (spot start)

  • HONIA vs SOFR: Tenors from 6 months to 15 years
  • SORA vs SOFR: Tenors from 3 months to 50 years
  • SORA (offshore) vs SOFR
  • THOR vs SOFR: Tenors from 1 month to 30 years

2. Cross‑currency interest rate swaps

  • HKD/USD: Act/365 quarterly vs SOFR (6M to 18M)
  • THB/USD: Act/365 quarterly vs SOFR (offshore, 1Y to 10Y)

3. Non‑Deliverable overnight index swaps (OIS)

  • MYR: Act/365 quarterly vs MYOR (1W to 30Y)
  • THB: Act/365 quarterly vs THOR (overnight to 30Y)

4. OIS spreads

  • Onshore vs offshore THOR spreads: 1 day to 3 years

What Chinese data do you offer?

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We offer 8000+ instruments covering the Chinese markets, providing exposure to both CNY (onshore Chinese Yuan) and CNH (offshore Chinese Yuan).

Overview

  • Currencies: CNY (onshore) and CNH (offshore)
  • Data history: May 2005 to present
  • Brands: ICAP, Tullett Prebon, Crest Financial
  • Locations: Global, Hong Kong, London, Singapore
  • Pricing frequencies: Real‑time (RTM) and Indication of Interest (IOI)

Asset coverage

1. Government bonds (Crest Financial)

  • RMB benchmark treasury bonds: 1Y, 2Y, 3Y, 5Y, 7Y, 10Y, 15Y, 20Y, 30Y
  • Coverage available since: February 2021

2. Spot FX (ICAP FX Spot & Forwards)

  • CNY and CNH cross‑rates versus a wide range of currencies, including:
    • Major pairs: USD, EUR, GBP, JPY, AUD, CAD, CHF
    • Asian currencies: HKD, SGD, INR, KRW
    • Emerging markets: ZAR, TRY, MXN, PLN, HUF, CZK, ILS
    • Nordics: SEK, NOK, DKK

3. Deliverable forwards – USD/CNH (ICAP FX spot & forwards)

  • Outright forwards: Overnight (O/N), Tomorrow/Next (T/N), Spot/Next (S/N), 1W to 10Y
  • Forward gap spreads: Multiple tenor combinations (e.g. 1W vs 2W, 1M vs 3M, 6M vs 1Y)
  • Available locations: Hong Kong (HKG) and London (LDN)

4. Non‑deliverable forwards – USD/CNY (ICAP FX spot & forwards)

  • NDF outrights: 1W, 1M, 2M, 3M, 6M, 9M, 1Y, plus Spot Reference Rate
  • NDF swap points: Various tenor combinations
  • NDF spreads: Tom vs 1M, 1W vs 1M, 1M vs 1Y, and additional structures
  • Available locations: London (LDN) and Singapore (SNG)

What Japanese data do you offer?

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We offer 125,000+ Japanese market instruments across multiple packages, with a primary focus on JPY currency pairs and Japanese Government Bonds (JGBs).

Product characteristics

  • Pricing frequencies: Real‑time (RTM), Indication of Interest (IOI), and Snapshot (SNP)
  • Locations: Global follow‑the‑sun coverage, including London, Singapore, New York, Hong Kong, Mumbai, and Bangkok
  • Brands: ICAP (IC) and Crest Financial (CF)
  • Historical depth: Selected instruments date back to 1989

FX spot & forwards

This is the largest component of the Japanese offering, providing extensive coverage of JPY spot rates and deliverable forwards.

FX forwards – major currency pairs

  • USD/JPY:
    • Comprehensive tenor coverage, including overnight, weekly (1W–3W), monthly (1M–11M, 15M, 18M), and yearly (1Y–2Y) forwards
    • Includes quarterly contracts (Q1–Q4)
    • Available across multiple locations: Global (GBL), London (LDN), and Singapore (SNG)
    • Historical 16:00 snapshots available for tenors from 1W to 11M and 1Y
  • EUR/JPY:
    • Forward tenors from overnight to 2 years
    • Short‑term: Overnight, Tomorrow/Next, Spot/Next, 1W–3W
    • Monthly: 1M–11M, 15M, 18M
    • Yearly: 1Y and 2Y
  • GBP/JPY:
    • Forward tenors from 1 week to 18 months, including 1W–3W, 1M–11M, 15M, 18M, and Spot/Next
  • Data history: Coverage for major currency pairs dates back to 2001, with continuous updates through 27 February 2026

FX options – JPY/INR (domestic)

  • 25‑delta butterflies: Tenors from 1W to 10Y
  • ATM volatility (delta‑neutral straddles): Tenors from 1W to 10Y
  • 25‑delta risk reversals: Tenors from 1W to 10Y

Government bond benchmarks

  • Japanese benchmark instruments across the 2Y, 5Y, 10Y, 20Y, 30Y, and 40Y sectors
  • Updated in real time from Hong Kong

What Indian data do you offer?

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We provide comprehensive coverage of India and the Indian Rupee (INR) FX options, money‑market instruments, interest‑rate spreads, and deliverable FX forwards, supported by long historical time series and real‑time pricing.

Package Overview

  • Package name: Crest India
  • Primary currency: INR (Indian Rupee)
  • Data history: May 2005 to present
  • Brand: Crest Financial (CF)
  • Locations: Mumbai (MUM), Gandhinagar (GAN)
  • Pricing frequencies: Real‑time (RTM) and Indication of Interest (IOI)

Asset Coverage

1. FX Option Butterflies (Spot Start)

10‑Delta Butterflies

  • USD/INR: 1W, 1M, 2M, 3M, 6M, 1Y, 2Y, 3Y, 4Y, 5Y, 7Y, 10Y

25‑Delta Butterflies (Domestic)

  • USD/INR: 1W, 1M, 2M, 3M, 6M, 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 10Y
  • EUR/INR: 1W, 1M, 2M, 3M, 6M, 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 10Y
  • GBP/INR: 1W, 1M, 2M, 3M, 6M, 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 10Y
  • JPY/INR: 1W, 1M, 2M, 3M, 6M, 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 10Y
  • AUD/INR: 1W, 1M, 2M, 3M, 6M, 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 10Y
  • CAD/INR: 1W, 1M, 2M, 3M, 6M, 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 10Y
  • CHF/INR: 1W, 1M, 2M, 3M, 6M, 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 10Y

2. Money market instruments

Certificates of Deposit (CDs)

  • Private banks: 3M, 6M, 1Y
  • Public Sector (PSU) banks: 3M, 6M, 1Y

Commercial paper (CP)

  • Manufacturing & services: 3M, 6M, 1Y
  • Non‑banking financial institutions: 3M, 6M, 1Y

3. Interest rate spreads

IRS/OIS Spreads

  • INR OIS vs IRS 6M (Modified MIFOR)
  • Tenors: 2Y, 3Y, 4Y, 5Y, 7Y, 10Y

NDS/NDOIS Spreads

  • Non‑deliverable INR spreads
  • Tenors: 2Y, 3Y, 4Y, 5Y, 7Y, 10Y

4. FX forwards – deliverable

USD/INR Standard Tenors

  • 1M, 2M, 3M, 6M, 9M, 1Y, 2Y, 3Y, 4Y, 5Y

USD/INR Month‑End Contracts

  • M01, M02, M03, M04, M05, M06, M07

What Australian and New Zealand data do you offer?

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The Pacific package comprises 4,000+ instruments focused on Australian Dollar (AUD) volatility across the curve, offering extensive strike and tenor combinations to support hedging, valuation, and trading of Australian dollar interest rate risk.

Package overview

  • Primary currency: AUD (Australian Dollar)
  • Reference index: 3‑month Bank Bills (Australian Bank Bill Swap Rate)
  • Data history: March 2006 to present
  • Brand: ICAP (IC)
  • Location: Sydney (SYD)
  • Pricing frequency: Real‑time (RTM)

Asset coverage

1. ATM and OTM Caps/Floors (spot start)

  • ATM straddles: Tenors from 1Y to 30Y
  • OTM straddles: Multiple strike levels, including:
    • Negative strikes: −2%, −1%, −0.5%
    • Positive strikes: +1%, +2%, +3%, +4%, +5%, +6%, +7%
  • Tenor coverage: 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y, 30Y

2. ATM Caps/Floors (forward start)

  • A range of forward‑starting structures (e.g. 1Y into 2Y, 2Y into 3Y, 5Y into 10Y)
  • Forward start periods: 1Y to 10Y
  • Underlying tenors: 1Y to 15Y