Your browser is unsupported

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



ICE Data Derivatives sources, validates and delivers CDS Single Name and Index pricing to a global financial client base to support workflows across trading, risk, pricing, research and compliance.

Learn more about ICE Data DERIVATIVES

Extensive Coverage

2,500+ Single names, Indices, Tranches, Sovereigns & Quantos

End-of-day to every 20-minute curve updates

50,000 streaming tick prices daily

15+ years of historical pricing data

1,000+ Regions, Rating, CDS Sector Curves

Supporting a variety of workflows:

Our comprehensive CDS pricing solution enables market participants to integrate up-to-date market data into their analytics and workflows to help improve decision making, risk analysis and price verification processes.


  • Monitor CDS names, bonds and macro credit markets
  • Define and back-test trading strategies
  • Use intraday data as input to equity trading strategies
  • Contrast cash vs. derivative markets

Risk Management

  • Portfolio Risk Management - Input into VAR, DV01, Scenario analysis
  • Counterparty Risk - Monitor and price counterparty risk
  • Credit Risk Analysis - Market view of LGD, PD, implied ratings

Pricing & Valuations

  • Use CDS as input in pricing and valuations of CDS and bond positions
  • Use CDS to make credit valuation adjustments
  • Use CDS as input for pricing illiquid debt instrument

Related Content

ICE Credit Derivatives

ICE's OTC markets have played an important role in increasing transparency, liquidity and access to previously opaque and illiquid markets.

ICE CDS Index Options Clearing

Efficiently and cost-effectively access CDS markets and manage risk by clearing Options on CDX North American Investment Grade and High Yield indices.

ICE Clear Credit

With a broad set of clearable instruments, robust end-of-day pricing methodology and a state-of-the-art, capital efficient risk model, ICE Clear Credit provides customers a comprehensive solution while helping to mitigate systemic risk.