Benefits
Derived from market-leading pricing
Utilizes the content & technology of our evaluated bond pricing service:
- High quality bond evaluations used as curve inputs
- Leverages established curve creation infrastructure used for evaluations
Deep History
End of day curves with 15 years of history:
- Applies historical bond evaluations data sets
- Consistent time series data for quantitative and risk modeling
Transparent
- Bond constituents available for each curve
- Details on techniques used to construct each curve available
Flexible Curve Delivery
- End of day snaps at regional market closes
- Data available via multiple delivery platforms
Subscribers to Curve data may additionally select to receive complementary access via the ICE Bond Curves Viewer
Derived from market-leading pricing
Utilizes the content & technology of our evaluated bond pricing service:
- High quality bond evaluations used as curve inputs
- Leverages established curve creation infrastructure used for evaluations
Deep History
End of day curves with 15 years of history:
- Applies historical bond evaluations data sets
- Consistent time series data for quantitative and risk modeling
Transparent
- Bond constituents available for each curve
- Details on techniques used to construct each curve available
Flexible Curve Delivery
- End of day snaps at regional market closes
- Data available via multiple delivery platforms
Subscribers to Curve data may additionally select to receive complementary access via the ICE Bond Curves Viewer
Broad Coverage
Sovereign Curves
Global coverage of sovereign curves
Corporate Curves
Corporate issuer curves based on characteristics of issuer, tier and currency
Model-Based Curves
Sector curves based on region/country, industry sector, tier, rating and currency
U.S. Municipal Yield Curves
US Municipal AAA Curve with rules-based model for selection of input bonds
CDS Spread Curves
Provided by ICE Data Derivatives- Comprehensive list of Credit Default Swap Spread Curves
Sovereign Curves
Global coverage of sovereign curves
Corporate Curves
Corporate issuer curves based on characteristics of issuer, tier and currency
Model-Based Curves
Sector curves based on region/country, industry sector, tier, rating and currency
U.S. Municipal Yield Curves
US Municipal AAA Curve with rules-based model for selection of input bonds
CDS Spread Curves
Provided by ICE Data Derivatives- Comprehensive list of Credit Default Swap Spread Curves
Features
Interest Rate Curves
Daily and intraday curves available
Multiple curve types
- Par yield
- Zero
- Z-spread
- Forward rate
- Discount factor
Credit Curves
Extensive history available
Flexible delivery
- PAPI
- Files
Resources
Interest Rate Curves
Yield curves that include cash rates, mid-term and long term rates and tenor basis spreads.
Credit Curves
Includes curves for around 2000 single names, 500 indices - on and off the run series and standard tranche data.
Interest Rate Curves
Yield curves that include cash rates, mid-term and long term rates and tenor basis spreads.
Credit Curves
Includes curves for around 2000 single names, 500 indices - on and off the run series and standard tranche 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.