Enhance trading decisions, analyze historical data, perform exposure calculations and monitor and value positions with ICE Data Services comprehensive Credit offering, powered by the acquisition of SuperDerivatives and Credit Market Analysis.


Market Data

Enhance your trading and risk management decisions with our transparent market data on a vast array of credit instruments including 2,000+ single name CDS, indices, tranches and credit options. We provide real-time pricing, and combine sourced data with our curve modeling process to build hourly and end-of-day full term structures for liquid and less liquid entities.

Deep coverage

Access over 2,000 global CDS entities (single names, indices, tranches, switches) with 10+ years of history. Sector curves covering 11 sectors, 7 rating categories and 9 regions.

Timeliness

End of day from Tokyo, London or New York in addition to 15 hourly snaps, from Tokyo Close to New York Close. We also offer real-time tick data for individual quoted tenors.

Metrics & Analytics

Gain a comprehensive view with pricing based on real-time aggregation of quotes from dealer runs along with price conversions, CDS term structures, underlying analytics and liquidity metrics.

Valuation

Our full valuation report includes prices and associated analytics such as Greeks and sensitivities with coverage on single name CDS and traded iTraxx and CDX indices, swaptions and tranches, CMBX indices as well as structured credit products.

Best Execution solutions for credit derivatives

Upload your portfolio with a specific timestamp and receive a valuation using the data at the trade time. Market data and transparency indicators at the time of trade help you fulfill Best Execution requirements.

CDS Pricer

Price all available CDS instruments with continuously calibrated pricing models and view the associated metrics and sensitivities.

Learn More About Our Credit Solutions

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Additional Credit Solutions
Creditex »

Creditex offers a leading electronic venue for trading credit default swaps (CDS) and corporate bonds.

ICE Clear Credit »

With the most comprehensive product offering, robust end-of-day pricing methodology and capital efficiencies generated through a sophisticated risk model, this clearing house enables us to serve your best interests while we help mitigate systemic risk in the marketplace.

ICE Clear Europe CDS »

Launched in July 2009, ICE Clear Europe's CDS clearing operations serve the European credit default swap (CDS) markets providing a distinct clearing function, rulebook, membership and risk management model for European CDS instruments.

ICE Link »

ICE Link is a post-trade connectivity and middleware application for the credit default swaps (CDS) market, providing industry participants with electronic workflow and connectivity to real-time clearing, minimizing operational risk and cost while helping participants meet new regulatory clearing requirements.