Analytics Tools

ICE Bond Curves

Gain more insight into financial markets with our comprehensive curve offerings for application across investment management, risk, market trend analysis and relative value research.


Calculating Historical Simulation Value-at-Risk


Derived from market-leading pricing

Utilizes the content & technology of our evaluated bond pricing service:

  • High quality bond evaluations used as curve inputs
  • Leverages established curve creation infrastructure used for evaluations
Deep history

End of day curves with 15 years of history:

  • Applies historical bond evaluations data sets
  • Consistent time series data for quantitative and risk modeling
  • Bond constituents available for each curve
  • Details on techniques used to construct each curve available
Flexible curve delivery
  • End of day snaps at regional market closes
  • Data available via multiple delivery platforms
Subscribers to Curve data may additionally select to receive complementary access via the ICE Bond Curves Viewer

Broad Coverage

Sovereign Curves
Global coverage of sovereign curves
Corporate Curves
Corporate issuer curves based on characteristics of issuer, tier and currency
Model-Based Curves
Sector curves based on region/country, industry sector, tier, rating and currency.
U.S. Municipal Yield Curves
US Municipal AAA Curve with rules-based model for selection of input bonds.
CDS Spread Curves

Provided by ICE Data Derivatives- Comprehensive list of Credit Default Swap Spread Curves


Daily and intraday curves available

Multiple curve types

  • Par yield
  • Zero
  • Z-spread
  • Forward rate
  • Discount factor

Extensive history available

Flexible delivery

  • PAPI
  • Files

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