Intraday Indices
As demands on market participants evolve, our intraday indices have evolved as well. The ICE intraday index line-up now extends to fixed income with bond and fixed income volatility indices updating throughout the day alongside our intraday equity and commodity index offering.
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Intraday insight for intraday decision-making
Access intraday Fixed Income indices
ICE offers the first intraday publication of indices tracking the broad fixed income markets. You’re no longer limited to monitoring key interest rates, see what’s happening across fixed income markets throughout the day.
Track Fixed Income market volatility
The ICE BofA MOVE Index, which tracks fixed income market volatility, is being upgraded from end-of-day to near-intraday pricing, so you can better track U.S. fixed income volatility throughout the day.
Gain intraday market insight
Intraday fixed income / MOVE offerings can be monitored alongside ICE intraday equity, commodity and currency indices, providing a complete, multi-asset view of the markets.
Powered by CEP™
Intraday fixed income indices are valued using ICE Data Pricing & Reference Data, LLC’s Continuous Evaluated Pricing (CEP). CEP has established itself as one of the leading intraday bond pricing sources globally.
Access intraday Fixed Income indices
ICE offers the first intraday publication of indices tracking the broad fixed income markets. You’re no longer limited to monitoring key interest rates, see what’s happening across fixed income markets throughout the day.
Track Fixed Income market volatility
The ICE BofA MOVE Index, which tracks fixed income market volatility, is being upgraded from end-of-day to near-intraday pricing, so you can better track U.S. fixed income volatility throughout the day.
Gain intraday market insight
Intraday fixed income / MOVE offerings can be monitored alongside ICE intraday equity, commodity and currency indices, providing a complete, multi-asset view of the markets.
Powered by CEP™
Intraday fixed income indices are valued using ICE Data Pricing & Reference Data, LLC’s Continuous Evaluated Pricing (CEP). CEP has established itself as one of the leading intraday bond pricing sources globally.
Resources
Market Pulse on Fixed Income Volatility with Harley Bassman
With Harley Bassman, The Convexity Maven
Bringing transparency to fixed income markets
By Lynn Martin, President of ICE Data Services
Market Pulse on Fixed Income Volatility with Harley Bassman
With Harley Bassman, The Convexity Maven
Bringing transparency to fixed income markets
By Lynn Martin, President of ICE Data Services