Your browser is unsupported

Please visit this URL to review a list of supported browsers.

ICE

Commodity & Energy

The commodity and energy markets cover a plethora of products, trading dynamics and varying levels of liquidity. ICE’s proprietary technology processes a broad range of market information on an intraday basis and generates theoretical prices and volatility surfaces across liquid and thinly traded markets.

Learn more about ICE Data DERIVATIVES

Benefits


Update Frequency

  • Intraday theoretical prices are published during entire trading session and refreshed up to every second, depending on market volatility. (e.g. Brent prices are currently published 60k times a day)
  • Intraday volatility surface snapshots published each minute during the trading session in delta pillar and moneyness.

Data Coverage

  • Energy including Oil, NGL, Power, Gas, Coal, Emission, LNG and Freight
  • Metals including base, precious, ferrous
  • Agricultural products including soft, grain, dairies

Methodology

  • Inputs used to generate the data include exchange and off-exchange market data on futures, time spreads, swaps, cracks, differentials and options.
  • Data generation process is based on algorithms linked to product market dynamics.

Multiple use-cases

Helping asset managers, banks, commodity traders and compliance managers across the front, middle and back office.

Front Office

  • Helps support business decisions with intraday market insight on thinly traded products
  • Supports the creation of structures such as boxes, fly, refinery margins

Middle Office & Risk

  • Allows calculation of End-of-Day risk at specific times with consistent market data
  • Can help add operational control over your trader/PM book risk and P&L through the entire day
  • Allows for Best Execution analysis by comparing executed price against independent market data

Access

Enterprise License

Individual License

ICE Portfolio Analytics

Unique pricing and risk management for managing ETD & OTC commodity and energy positions.

Learn more

Benefits

  • A cross-asset system covering ETD (future, vanilla, APO, CSO), Corporate Hedges (Swap, Asian, Gas Formula, Spread Option), investors flow/strategies (Barrier, Variance, Swap, Accumulator)
  • Wide product coverage including Energy (Oil, NGL, Gas, Power, LNG, Coal, Emission, Freight), Metals (Base, Precious, Ferrous), Agriculture (Soft, Grain Dairies), FX, Rates and Credit