Our suite of analytic tools spans fixed income and derivatives markets, and is designed to inform your trading and risk management strategies. Powered by our end-of-day and continuous evaluated pricing data technologies, we’ve developed fixed income analytic services that can help you analyze liquidity in difficult-to-price areas of the market, establish best executions, price securities and risk metrics, and manage portfolio risk in real time. We also offer analytics that can help you price, structure and analyze derivatives before placing trade.
The sporadic nature of trading activity for all but the most liquid bonds in the most liquid asset classes makes it difficult to assemble the right package of comparable trades around which to build out tools for assessing execution quality. At ICE Data Services, we’ve developed new tools that leverage our Continuous Evaluated Prices to provide a basis for the measurement of Best Execution. These tools can be used by traders, portfolio managers and compliance officers to more closely monitor trading activities across the growing number of venues and protocols.
BondEdge is designed to empower portfolio managers and analysts at asset management firms to manage relative risk and reward for either single or multiple cross-asset portfolios versus leading indices and liability benchmarks. BondEdge is backed by market-leading single security, portfolio level and cash flow analytics that are each supported by more than 30 years of expertise and research.
The topic of bond market liquidity risk is attracting growing attention among financial institutions, regulators and policy makers. Given current market dynamics, many market participants appreciate the need to prepare for the possibility that they may encounter more difficulty exiting certain positions at or near current values and, in particularly, under stressed market conditions. The ICE Liquidity Indicators service provides an independent view of near-term relative liquidity to help you assess liquidity risk in your investments under various conditions.
We offer a suite of derivatives analytic tools for the full organization that’s comprised of SDX and RMX. Together, these fully integrated analytic tools enable: