Our pricing models are fueled by our high quality market data that is sourced in real time from top tier banks, exchanges, interdealer brokers, data vendors, utility companies, energy producers, as well as ICE’s own network of exchanges and clearing houses.

This wide breadth of contributions, alongside our robust pricing models enable us to calculate derivatives valuations that are granular, long dated and independent. We support a wide range of complexity from simple vanilla and forward instruments, to 3rd generation exotics and bespoke structures.