Create a competitive advantage that helps your firm successfully manage risk and establish strategic market exposure with access to global derivatives insights. Powered by acquisitions of SuperDerivatives and Credit Market Analysis (CMA), ICE Data Services has established relationships with key players from the buy-side, sell-side and inter-dealer market to ensure we deliver the highest quality data, valuations and analytics.


Highlights

  • End of day and continuous valuations and market data in all derivatives asset classes
  • Collects millions of data points daily from banks, brokers, exchanges and the buy side
  • Proprietary analytics and premium data quality, backed by dedicated teams of derivatives technologies, quants, data scientists and support
  • Tools for pre-trade and post-trade price discovery, scenario analysis and risk management
  • Best Execution and Transaction Cost Analysis, powered by retrieval of a fair value at a historical time stamp
  • Flexible delivery options to suit your business needs

Cross-Asset Derivatives Market Data

Award-winning risk reference and mark-to-market data


Portfolio Valuation Services

Independent portfolio valuation calculation


Derivatives Pricing & Analytics Tools

Comprehensive price discovery, parsing & risk management engines



Coverage

The analytics you need to manage risk leveraging comprehensive coverage across global derivatives markets, across listed, swaps and OTC markets.

Credit
  • Universe: Thousands of single names and indices including on and off the run instruments
  • Coverage: CDS curves, CDS indices volatility, base correlation
  • Volatility surface: Full volatility surfaces for credit index options
  • History: 10+ years
  • CDS index & tranches, CDO
FX
  • Universe: Hundreds of major, minor and exotic currency pairs
  • Volatility surface: Tenors up to 10 years, delta from 1 delta put till 1 delta call
  • Coverage: At-The-Money, Risk Reversals, Butterflies, Implied Correlation, Forward Curves
  • History: 10+ years
Equity
  • Universe: Thousands of single names, indices and ETFs
  • Coverage: Implied Volatility Surfaces, Variance Swaps, Implied Dividends Curve, Implied Correlation, Forward Curves
  • History: 10+ years
Interest Rates
  • Universe: Broad coverage of established and emerging markets in global rates complex
  • Coverage: Yield curves (ICE Libor, OIS, BMA, inflation), Basis swaps, Cross-currency swaps, Swaption volatility surface, Cap/floor and Caplet/Floorlet volatility surface, Implied correlation term structure
  • History: 10+ years
Commodity & Energy
  • Universe: Precious metals, base metals, oil and natural gas, power, agriculture, commodity indices and sub-indices
  • Coverage: Implied Volatility Surfaces, Future Curves, Correlation, plus new initiative to include RT Vols and Forward curves for Oil /Gas contracts
  • History: 10+ years

Learn More About Our Cross-Asset Derivatives Solutions

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