201449-Parameta-product-page-hero-graphs-s3v1 AWK Hero-Indicative data – Capital Markets

Illuminating Complex Markets 

Capital Markets Indicative Data

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Transform insight into action with exactly the coverage you need 

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Make decisions when they matter most with real-time insights and reliable data packages derived from real market activity.

Transparent, Timely, and Accessible

Transparent, timely and accessible

Know what others can’t — leveraging the exclusive  perspective and unique coverage of ICAP, PVM, and Tullett Prebon — across a vast array of financial instruments and markets.  

Unique and Scarce

Unique and scarce data

Avoid confusion and noisy data with our meticulous and standardised approach for every market we serve. 

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Data consistency

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History Available

Direct, Cloud, or through our Channel Partner network

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CapitalMarketsLottie

The EUR IRO Normal Vol over 3 years 

Coverage Description

Interest Rate Swaps, Overnight Index Swaps, Basis Swaps, Cross Currency Swaps, Asset Swaps, Inflation Swaps CMS, Interest Rate Options, MidCurves, Caps & Floors, Inflation Options.

Interest Rate Derivatives

Foreign Exchange 

Cash deposits, GC, Special and Term Repo, Certificates of Deposit. 

Money Markets 

Industry Specific, Default Swaps, Index Swaps.  

Credit Derivatives

High Yield Bonds, Benchmark Bonds, Convertible Bonds, TIPS, GILT, Yield Spreads, Bills, Notes.  

Fixed Income

Dividend Swaps, Index Volatility, Variance Swaps

Equity Derivatives

Inflation

Asset Swaps/Spreads, Butterflies, Cross Currency Basis Swaps, Discount Factor Curve/Zero Coupon, Forward Rate Agreement vs Overnight Index Swap Spreads, FRA/SPS, Interest Rate Sovereign Bonds, Interest Rate Swap Gap Spreads, IRS, OIS, Single Currency Basis Swap, Spreads

Rates

Volatility

Markets we cover

Quantitative research teams were missing comprehensive inflation information and asked us to help.

Inflationary Pressures Meant a Need for Historical Data to Inform Investor Decisions 

Featured Case Study

FEATURED

Client case study: Intro title

Client case study:

Case Studies Title

A move to fixed income trading needed unique data to support new investment models

A Global Macro Hedge Fund Needed Unique Data to Feed New Strategies

As benchmark interest rates transitioned from LIBOR to new rates such as SOFR, SONIA and EONIA, large mortgage lenders had to make changes.

Changes to Underlying Benchmark Interest Rates Meant New Data Points Were Needed

In today's fast-paced financial markets, accurate and timely market data is crucial for effective risk management and decision-making. Banks operating in Sub-Saharan Africa, a region with complex market dynamics, face unique challenges in obtaining high-quality data for pricing and risk management of over-the-counter (OTC) derivatives, such as cross-currency swaps and foreign exchange forwards.

Enhancing Market Risk Management with Parameta Solutions Real-Time OTC Data

Case Studies

INVENTORY ACCESS

USD Rates markets experienced record-breaking activity in 2024, with notional volumes exceeding $1 quadrillion for the second time. 

Record- breaking activity in USD rates markets, still led by spreadover trades.

As extreme weather events proliferate, energy firms, commodity traders and other financial institutions are diversifying their ways to hedge against poor weather outcomes, creating a boom in weather derivatives.

Weather derivatives boom in public and OTC trade amidst rising extreme weather

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About the OTC market data we provide. As a world-leading OTC market data business we provide global information across all assets and geographies.

OTC Market Data

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OTC Market

Price Discovery

Financial Valuation

Financial Alpha

OTC Market Data. Financial market information | Parameta

Learn about the OTC market data we offer. As a world-leading provider, we deliver comprehensive global information across all asset classes and regions.