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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

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

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

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.

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.