As demands on market participants evolve, our real-time indices have evolved as well. The ICE real-time index line-up now extends to fixed income with bond and fixed income volatility indices updating throughout the day alongside our real-time equity and commodity index offering.
ICE offers the first real-time publication of indices tracking the broad fixed income markets. You’re no longer limited to monitoring key interest rates, see what’s happening across fixed income markets throughout the day.
The ICE BofA MOVE Index, which tracks fixed income market volatility, is being upgraded from end-of-day to near-real-time pricing, so you can better track U.S. fixed income volatility throughout the day.
Real-time fixed income / MOVE offerings can be monitored alongside ICE real time equity, commodity and currency indices, providing a complete, multi-asset view of the markets.
Real-time fixed income indices are valued using ICE Data Pricing & Reference Data, LLC’s Continuous Evaluated Pricing (CEP). CEP has established itself as one of the leading intraday bond pricing sources globally.