Derivatives Data
To meet demand for quality derivatives pricing and analytics, we continually build solutions for global client needs. ICE Data Derivatives offers cross-asset analytical solutions, market data and valuation capabilities, powered by up to 16 years* of history.
Discover how market participants view and manage market and credit risks of their diversified portfolios all on one platform.
ICE Portfolio Analytics (IPA) supports pre-trade price discovery and decision support tools, RFQ, STP deal capture, trade repository, scenario analysis, risk management reports. Helping you gain an edge in derivatives markets.
Coverage
Subject to coverage confirmation by ICE Data Derivatives, on an underlying-by-underlying basis.
Asset classes
- Commodities
- Credit
- Equity
- FX
- Interest Rates
Market data
- Spot
- Curves
- Volatilities
- Correlations
Analytics
- ICE Portfolio Analytics
- Pricing & parsing tools
- Portfolio & risk management
- Structuring & dissemination
- Internal RFQ
Valuations
- Simple, advanced, complex, exotics
- Best Execution Information
- Risk Sensitives (Greeks)
Solutions
Derivatives Market Data
We help support intraday, real-time decision making in financial organizations assisting our customers link strategic objectives with actions.
Valuations
Our valuation calculation services cover major asset classes including Interest Rate, Inflation, Equity, Foreign Exchange, Commodity, Credit and Hybrids.
Analytics & Solutions
ICE Portfolio Analytics (IPA) platform supports pre-trade price discovery and decision support tools, RFQ, STP deal capture, trade repository, scenario analysis, risk management reports.
A comprehensive multi-asset derivatives solution
Supporting pre-trade price discovery and analysis, idea generation, structuring and dissemination, internal communication and trading, market risk management, real-time position management and investigation and more.
Cross-asset coverage
ICE Portfolio Analytics - Derivatives covers cash and derivatives products in foreign exchange, interest rates, equities, credit, energy and commodities. This is supported by methodologies designed to reflect global best practices.
Comprehensive multi-asset structure catalog
Extensive catalogue of vanilla, complex and exotic structures for a wide range of markets and underlyings.
State-of-art technologies
Flexible delivery mechanisms of OTC proprietary content via a consolidated feed, FIX protocol or flat file for snapshot data in multiple formats.
Range of regulatory solutions to help your compliance efforts
Comprehensive products and services tailored to help you achieve regulatory compliance across MIFID II, Basel III Requirements, CCR, SIMM and Prudent Valuations.
Connect to derivatives data
Important Disclosures
Trading and execution services are offered through ICE Bonds Securities Corporation or ICE Bonds, member FINRA, MSRB and SIPC. The information found herein, has been prepared solely for informational purposes and should not be considered investment advice, is neither an offer to sell nor a solicitation of an offer to buy any financial product(s), is intended for institutional customers only and is not intended for retail customer use. ICE Bonds offers extended hours trading on ICE BondPoint. Before engaging in extended hours trading, you should consider the points contained in ICE Bonds’ Extended Hours Trading Risk Disclosure, which can be found here.
Fixed income evaluations, continuous evaluated pricing, end-of-day evaluations, evaluated curves, model-based curves, market sentiment scores, Size-Adjusted Pricing, and Fair Value Information Services related to securities are provided in the US through ICE Data Pricing & Reference Data, LLC and internationally through ICE Data Services entities in Europe and Asia Pacific. ICE Data Pricing & Reference Data, LLC is a registered investment adviser with the US Securities and Exchange Commission. Additional information about ICE Data Pricing & Reference Data, LLC is available on the SEC's website at adviserinfo.sec.gov. A copy of ICE Data Pricing & Reference Data, LLC ’s Form ADV is available here or upon request.