ICE Data Derivatives new cross-asset Portfolio Analytics platform covers Over-the-Counter (OTC) positions and acts as a hub for your derivatives positions.

The platform supports pre-trade price discovery and decision support tools, RFQ, STP deal capture, trade repository, scenario analysis, risk management reports and valuations calculated based on live/cut-off data. Also built into the system is ICE’s derivatives market data and calculation models to support a wide asset class coverage, underlyings and instruments. A range of APIs provide online access to pricing and portfolio analytics, powering internal systems, web-portals and more.

The new cross-asset ICE Portfolio Analytics - Derivatives platform is at the core of our Pricing and Analytics offering:

ICE Portfolio Analytics - Derivatives

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Boost workflow efficiency with a cross-asset offering:

Commodity » Credit » Equity » FX » Interest Rates »

Price Discovery

  • Helps inform trading decisions
  • Strategy testing and optimization
  • Analyse historical data
  • Perform exposure calculations
  • Fixings and payments
  • Sales productivity & support tools

Deal Capture & Life Cycle

  • Book, manage and hedge derivative positions
  • Manage lifecycle events including expirations, fixings and payments

Risk Management & Analytics

  • A range of result fields and Greeks
  • Risk ladders and matrices
  • Bucketed views
  • “What If” scenarios and time horizon
  • Live reference pricing and best execution reference pricing and analytics

Parsing Engine

  • Leverage credit data scanned, validated and cleaned in real-time by our artificial intelligence-based parsing system
  • Monitored by a dedicated team of data analysts

Integration and Analytics APIs:

Pricing API Portfolio Analytics API Trade management API On-file reports System integration and STP

A front office distribution solution that can be integrated to your trading and portfolio systems:

Pricing and distribution module
  • Web-based online solution
  • Electronic RFQ and order system between internal Sales – Trader
  • ICE Data Derivatives market data & valuation models included
  • Electronic pricing tables for Equity Linked and Dual Currency structures, ability to change spot and margin
Trade blotter and transaction archive
  • View entire portfolio (per counterparty, per asset, per instrument)
  • MTM and Greeks calculation
  • Management information tools - analyse performance and service quality, execution metrics, RFQ hit ratios
  • Complete usage and instrument trading data archive
Real-time calculations and analytics
  • Price discovery and investigation tools
  • Historical analysis and analytics
  • STP integration into back-office systems
  • Upstream & downstream integration with trading and portfolio systems