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.
Interest Rate Swaps Data
Extensive interest rate swaps data sourced from TP ICAP, the world’s largest inter-dealer broker, to assist with pre and post trade analysis.
Interest Rate Swaps Data Sourced From:
The Parameta Solutions difference
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Swaps data from the world’s largest IDB
Sourced from TP and ICAP interest rate swaps desks, we provide exclusive access to data from one of the world’s largest interest rate liquidity pools.
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Real-time data & 25+ years of history
Real‑time, intra-day snaps, end-of-day data and 25+ years of historical data sourced from desks across the Americas, Europe, and Asia.
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Deep global coverage
Execution-grade, broker-sourced pricing across a full range of indicative interest rate swaps and 29+ currencies, including linear swaps and other derivatives pricing.
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Leader in swaps market
TP ICAP holds a commanding position in SOFR swap market on interdealer swap execution platforms.
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Data delivered how & where you need it
Seamless and secure data delivery sent direct, via third‑party cloud providers or through your preferred platform.
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Strong data governance
Data is passed through rigorous quality control processes for accurate and reliable outputs.
Our Interest Rate Swaps Coverage
Interest Rate Swaps
Overnight Index Swaps (OIS)
Harness transparent, risk‑free rate reference data to manage short‑term rate exposure with accuracy and confidence. OIS markets deliver clarity on central bank expectations and support pricing efficiency.
Basis Swaps
Fine‑tune your rate exposure by exchanging floating reference points and managing tenor mismatches with precision. Our basis swap liquidity supports flexible, efficient balance sheet optimisation.
Risk-free Rates (RFR)
Transition confidently into the post‑LIBOR world with transparent, transaction‑driven RFR swap markets. Our offering provides reliable reference points and strong liquidity across a range of markets including SOFR, SONIA, €STR.
Cross-currency swaps
Unlock global funding opportunities with efficient exchange of cash flows across currencies, supported by robust market depth and real‑time insight.
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
Meeting‑aligned curves across major central banks, supporting event‑driven hedging, valuation and risk management for swaps.
About Parameta Solutions Interest Rates Swaps Data
Parameta Solutions provides rates data across 29+ currencies and thousands of instruments from TP and ICAP, offering broad market coverage and strong visibility into OTC trading.
With independent indicative pricing and deep experience in the post‑LIBOR transition, Parameta supports analysis grounded in real market activity.
Data to support across the trade lifecycle
Pre-trade
Assess illiquid and 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 and detect potential compliance violations.
Three easy ways to connect to our data
Direct
Instant access through API or SFTP channels.
Cloud delivery
Access via our cloud partners including Snowflake and AWS.
Channel partners
Connect via our extensive network of partners including LSEG, Bloomberg, Factset, S&P and ICE.
The numbers speak for themselves
25+
years of historical data
29+
currencies
3
continents
Get your data sample
Complete the form and tell us which asset class/instrument you would like to see.
Interest Rate Swaps FAQs
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, Factset, 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 buy-side 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-visk (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 such as 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 reference data 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.