Quantify Security and Portfolio Liquidity Across Fixed Income Asset Classes
The ICE Liquidity IndicatorsTM service provides an independent, near-term view of relative liquidity, defined as “the ability to exit a position at or near the current value,” to help you understand security and portfolio liquidity and make better informed decisions. It uses a transparent methodology to assign a liquidity score to an individual security and provides metrics as well as estimates of trade volume capacity, projected future price volatility, projected days to liquidate, and projected market price impact. In addition, ICE Liquidity Indicators help you contextualize near-term relative liquidity with tools for measuring portfolio-level liquidity, liquidity under stressed scenarios, retrieving historical data, charting, and comparing projected versus actual positions.
ICE Liquidity Indicators are powered by our award-winning fixed income evaluation and reference data services.
ICE Liquidity Indicators provide a transparent methodology and set of metrics to measure liquidity, which we define as "the ability to exit a position at or near the current value.” Our uniform liquidity scale facilitates the comparison of securities across asset classes.