ICE Data Derivatives supports critical processes across front, middle and back offices around the world. We help support intraday, real-time decision making in financial organizations assisting our customers link strategic objectives with actions.

Cross-asset coverage:

Commodities »

Universe: Precious metals, base metals, energy, power, agricultures, commodity indices and sub-indices

Credit »

Universe: Up to 2,000 single names, 500 indices

Equities »

Universe: Up to 8,000 single names and 600 indices & ETFs

FX »

Universe: More than 200 currency pairs

Interest Rates »

Universe: Up to 60 currencies

A wide range of Derivatives data solutions:

Up to 12 years of history across each asset class* underpins our market data, valuation capabilities, analytics and solutions. Virtually all data used in model building and calibration is implied from trading levels.

*Subject to coverage confirmation by IDD, on an underlying by underlying basis

Curves

FX Forwards, LIBOR Yield Curves, OIS, BMA, Cross Currency, Basis Swap, Inflation, Equity Forward, Dividend, VAR Swap, Precious & Base Metals, Agriculture, Energy & Softs, CDS, CDX, Tranche & Sector

Volatilities

Currency, Swaption, Cap & Floor, Caplet/Floorlet, Inflation Pricing Surface, Precious & Base Metals, Agriculture, Energy & Softs, Equity Indices, Equity Single Names, CDX

Correlations

Currency-Currency, CMS Spread, Commodity, Index-Index, Index-Currency, Single Name-Single Name & Single Name-Currency

Multiple frequencies and delivery options to fit client workflows:

Our delivery formats include: