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

  • 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 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.