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.
Benefits
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
Transparent
- 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
Features
Interest Rate Curves
Daily and intraday curves available
Multiple curve types
- Par yield
- Zero
- Z-spread
- Forward rate
- Discount factor
Credit Curves
Extensive history available
Flexible delivery
- PAPI
- Files
Resources
Interest Rate Curves
Yield curves that include cash rates, mid-term and long term rates and tenor basis spreads.
Credit Curves
Includes curves for around 2000 single names, 500 indices - on and off the run series and standard tranche data.