ICE Data Derivatives’ independent OTC interest rates derivatives data is sourced from a variety of contributors across brokers, dealers and market making banks. Our market-calibrated data set is scrubbed, normalized and based on current dynamic market consensus versus a general average to help support your trading, regulatory and risk management needs.
*Historical data before 2016 is based on prior VRF model
Real-time, end-of-day and historical market and derived data combined with pre-trade price discovery, valuation and risk analytics to help financial services firms across the front, middle and back office.
Middle & Back Office
We cam help you manage the shift, with real-time derivatives data, valuations and alaytics, futures contracts on all major alternative rates and IBA's preliminary Term Rates for SONIA.