OTS has always stored the individual settings you can make under "voice set" (e.g. attack, release, filter cutoff etc) and also the insertion effect type.
But up to and including Tyros 5, OTS did *not* store the individual effect parameters. Since PSR-Sx70, OTS does now store the effect parameters. This is one of the reasons that OTS on recent models including Genos can be better than on Tyros 5 - there is more scope for customising the DSP parameters.