Indices

Empowering Your Strategy With Innovative Indices

Develop new instruments, better track performance, and gain exposure to often inaccessible asset classes with our customisable indices.

Key Features

Enhance Decision Making

Turn insight into action by leveraging our indices for various applications, including risk premia investing, asset liability management, and robust OTC derivatives market benchmarking.

Forecast for Market Uncertainty

Make more accurate predictions of future market behaviour with our model-free spot and forward implied volatility indices across multiple markets and asset classes.

Build on rich data foundations

Capitalize on Opaque Markets

Unlock opportunity in traditionally opaque and illiquid markets with the clarity and transparency provided by indices, built on our rich data pools. Create Investible derivative building blocks based on independent and observable pricing.

Data Frequency

Real-time, Intraday, EOD

History Available

10 Years

Delivery Options

Direct, Cloud, or through our Channel Partner network

USD and EUR 1Y10Y Interest Rate Swap Volatility index levels

Parameta Solutions Indices

Breakeven Inflation Swap Index Family

A suite of benchmarks designed for pension funds, consultants, and LDI managers. These indices track the performance of investing in inflation swaps of varying maturities, linked to a specific inflation index for each market.

Interest Rate Swap Volatility Indices

Our unique, model-free volatility index provides a clear picture of future interest rate volatility in the major rates across various time horizons and swap tenors in a single, actionable metric — streamlining decision making and risk management.

Global LNG Basis Indices

These indices track price differentials between the three major markets, empowering you to manage regional price volatility, gain market transparency, and optimise trading strategies. We've partnered with General Index to deliver a powerful suite of Liquefied Natural Gas (LNG) derivatives indices.

Read about other markets we cover

Benchmark Administration

Find out more about our role as a Benchmark Administrator and our methodologies

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