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

Market Data

  • Curves
  • 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

  • Cross asset front to middle analytics
  • Pricing & parsing tools
  • Portfolio and risk management
  • Structuring and dissemination
  • Internal RFQ/trading solutions

Integration and API

  • STP and trade management
  • Pricing and portfolio analytics API

Benefits

Your one-stop-shop for your derivatives needs:

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 & 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.