Fixed Income & Data Services/Data & Analytics/Fixed Income Analytics

Fixed Income Analytics

Analyze your holdings at a single security or portfolio level, with data, pricing and analytics for over ~3 million securities across asset classes, all backed by a track record of 40+ years. Coverage includes key fixed income products, a structured finance deal library of over 17,000 deals, equities, ETFs, and derivatives.

Analytics

Trading Analytics

ICE Portfolio Analytics - Bonds

ICE Portfolio Analytics - Derivatives

Fixed Income Analytics

ICE Bond Curves

Delivery options to complement your workflow

Web

ICE Portfolio Analytics provides a web-based solution for portfolio management, analysis, and risk oversight
Compare your portfolios to over 4,500 fixed income indices including the ICE BofA index family
Analyze returns using factor and Brinson based performance attribution
Manage risk with the ability to shock over 30 government and swap yield curves at various tenors
Produce thousands of security and portfolio-level cash flows for asset liability management

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Universe & custom files Get nightly analytics for an entire asset class using ICE evaluated pricing (Universe) Or request analytics based on your securities of interest using your price/yield or ICE’s evaluated pricing (Custom) Populate your data warehouse, EDM system and reporting platforms with our global fixed income analytics data Generate static and shocked cash flows Provide user prepayment assumptions or use ICE Data Analytics proprietary prepayment model Offers easy integration with standard interfaces
API Support bond swap analysis, web portals, internal platforms and more with on-demand, interactive access to fixed income analytics Calculate analytics based on input price or yield Supports custom terms and conditions for private placement/credit securities Shocked cash flows, analytics and returns Provide user prepayment assumptions or use ICE Data Analytics proprietary prepayment model Learn more
Software libraries Analytics software libraries that can be integrated with your internal applications Covers a variety of fixed income asset classes including corporates, municipals, agencies, sovereigns and more Proprietary tax-neutral calculations for municipals Learn more

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Fixed Income Analytics

Delivery options to complement your workflow

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