ICE's OTC markets have played an important role in increasing transparency, liquidity and access to previously opaque and illiquid markets. ICE leveraged its OTC market history with its credit expertise to become a leader in trade processing and risk management for the global credit default swaps (CDS) market.

In March 2009, ICE launched the world's first dedicated CDS clearing house, ICE Clear Credit. In July 2009, ICE Clear Europe introduced clearing for European CDS.

Data Support

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Specifications

Geographical Coverage
Global
History
Since 2004* (*Subject to coverage confirmation by IDD, on an underlying-by-underlying basis)
Data Frequency
Intraday | End-of-Day | Historical
Delivery Mechanism
ICE Connect | ICE Consolidated History | ICE Consolidated Feed | ICE Data API | ICE Data Files

Key Features


  • 2,250+ Single Name CDS Pricing 
  • 500+ CDS Index and Tranche Pricing 
  • Index Option Vol Surfaces 5 indices on- and off-the-run 
  • Daily Real Time CDS Ticks
  • CDS Liquidity and Volume Data
  • 8000+ CDS Sector Curves covering 13 Sectors and 31 Different Regions/Countries including Scandinavia and GCC 

Products


ICE Data Files

The evolution of our file-based offering. Bringing together, in a unified solution Corporate Actions, Reference Data, Analytics and our wealth of pricing datasets including ICE Evaluations, CEP, Fair Value Information Services & Listed Market Pricing.

ICE Data API

Buy-side and sell-side front offices continue to embrace more data and more technology in order to expand their opportunities and gain an edge over the competition. Enrich front office systems with ICE’s Data API solution, providing intraday access to fixed income pricing, on-demand analytics, reference data and more.

ICE Consolidated Feed

ICE Consolidated Feed is ICE’s Resilient, distributed and normalized Market data solution: providing Realtime access to Level 1,2 & 3 Market Data, News and Fundamental datasets through zero-footprint and throughput optimized API and connectivity options.

ICE Consolidated History

ICE Consolidated History is ICE’s Bulk History Offering: providing incremental updates and direct access to ICE’s archive of up to 15 years of tick-by-tick Level 1,2 and 3 historical tick level Market Data.

ICE Connect

ICE Connect brings together access to cutting-edge trading tools with real-time cross-asset data, global news, and analytics all on one platform. Whatever your role, our platform can be tailored to your workflow for optimal efficiency.

Interested In learning more about
ICE Data Derivatives - Credit Data?