Our pricing models are fuelled by our high quality market data that is continuously sourced from top tier banks, exchanges, interdealer brokers, data vendors, utility companies, energy producers, as well as ICE’s own network of exchanges and clearing houses.
This wide breadth of contributions, alongside our robust pricing models enable us to calculate derivatives valuations that are granular, long dated and independent. We support a wide range of complexity from simple vanilla and forward instruments to 3rd generation exotics and bespoke structures.
Specifications
Key Features
- Commodities & Energy - Vanilla, Asian, strips, Crack, TARN, Barrier, Accumulator, Spread option, Gas Formula.
- Credit - CDS, CDX, Index Tranches, Bespoke CDS Tranches, First to Default (FTD), Credit Swaption, Structured Notes, CLNs.
- Equities - Vanilla, Barrier& Digitals, Var & Vol Swap, Total Return Swap, Basket, Best Of/Worst of, Autocallable, Cliquet, Corridor, ELNs.
- Foreign Exchange - Vanilla, Barrier& Digitals, Deposit Notes, Accrual/Floaters, Var & Vol Swap, Basket, Best Of/Worst of.
- Interest Rates- Swap, Inflation Swap, Cross Currency, Swaption, Cap/Floor, Inflation Options, CMS’ Structured Swaps, Bond Derivatives.
Products
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.
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 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 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 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.