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ICE Data Derivatives

To meet demand for quality derivatives pricing and analytics, we continually build solutions for global client needs.

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ICE Data Derivatives offers cross-asset analytical solutions, market data and valuation capabilities, powered by up to 16 years* of history.

*Subject to coverage confirmation by IDD, on an underlying by underlying basis

FOW Asia Winners Best new product - Risk management

Cross Asset

Commodity & Energy
The commodity and energy markets cover a plethora of products, trading dynamics and varying levels of liquidity.
Foreign Exchange
ICE Data Derivatives sources OTC foreign exchange data from a variety of contributors such as broker dealers and market making banks, creating a rich data pool to help support your trading, regulatory and risk management needs.
Interest Rates
ICE Data Derivatives’ independent OTC interest rates derivatives data is sourced from a variety of contributors across brokers, dealers and market making banks.
Credit
ICE Data Derivatives sources, validates and delivers CDS Single Name and Index pricing to a global financial client base to support workflows across trading, risk, pricing, research and compliance.
Equity
ICE Data Derivatives’ OTC equity data can help address your trading, regulatory and risk management needs via direct feeds from exchanges worldwide including OTC quotes for vanilla options, variance swap, dividend swaps and more.

Market Data

  • Volatilities
  • Correlations
  • Up to 16 years of history*
  • Real-time
  • Intraday
  • EOD

Valuations

  • Calculated valuations
  • Simple products
  • Advanced products
  • Complex Valuations
  • Exotic Valuations
  • Best Execution
  • Risk Sensitives (Greeks)
  • Flexible delivery options

Analytics & Solutions

ICE Portfolio Analytics - Derivatives
  • Pricing & parsing tools
  • Portfolio and risk management
  • Structuring and dissemination
  • Internal RFQ/trading solutions
Integration & API
  • STP and trade management
  • Pricing and portfolio analytics API

Benefits

A comprehensive multi-asset derivatives solution designed for front to middle office participants:

Supporting pre-trade price discovery and analysis, idea generation, structuring and dissemination, internal communication and trading, market risk management, real-time position management and investigation and more.

Cross-asset coverage:

ICE Portfolio Analytics - Derivatives covers cash and derivatives products in foreign exchange, interest rates, equities, credit, energy and commodities. This is supported by methodologies designed to reflect global best practices.

Comprehensive multi-asset structure catalog:

Extensive catalogue of vanilla, complex and exotic structures for a wide range of markets and underlyings.

State-of-art technologies:

Flexible delivery mechanisms of OTC proprietary content via a consolidated feed, FIX protocol or flat file for snapshot data in multiple formats.

Range of regulatory solutions to help your compliance efforts:

Comprehensive products and services tailored to help you achieve regulatory compliance across MIFID II, FRTB and Basel III Requirements, CCR, SIMM and Prudent Valuations.