ICE calculates and publishes daily evaluations for approximately 3 million financial instruments representing around 150 countries and over 80 different currencies. As a proven industry leader in evaluated pricing, we help set the standard for coverage, high quality and reliable delivery.
We serve both the buy- and sell-side; thousands of financial institutions worldwide, ranging from central banks to large investment banks and asset managers. ICE’s evaluation process is driven by market data, including axes, trades, bids, quotes and various forms of market color from buy-side, sell-side sources, electronic trading platforms and public trade reporting systems. ICE combines extensive content, technology and algorithms, and experienced evaluators and data science teams to rapidly process and apply incoming data while retaining close evaluator oversight.
Specifications
Key Features
ICE End-of-Day Evaluated Pricing provides high quality global securities evaluations across fixed income securities and global American Depository Receipts (ADRs):
- Corporates: including investment grade high-yield and emerging market issues, long-term U.S. CDs and covered bonds.
- Structured Bonds: including U.S. agency pass-through issues (FHLMC, FNMA, GNMA, and SBA pools), U.S. agency and non-agency collateralized mortgage obligations, asset-backed and commercial mortgage-backed securities and European and APAC mortgage-backed and asset-backed securities.
- Money Market Instruments: Corporate money market issues, including commercial paper, certificates of deposit, asset-backed commercial paper, discount notes, bankers' acceptances, and repurchase agreements. Municipal money market issues, including tax-exempt commercial paper, taxable commercial paper, variable rate demand notes, municipal notes, short term bonds, and annual and semi-annual put bonds.
- Governments & Agencies: including treasuries, agency/GSEs, sovereigns, and government debt securities.
- Convertible & Preferred Securities
- U.S. Municipal Securities: including investment grade, high yield, derivatives, single and multi-family housing, and taxable municipals (BAB, Student Loan, Public Improvement).
Multiple delivery options are available, including :
- Files - Robust delivery options including sFTP, cloud and download from web-based applications. Available on a scheduled or on-demand basis with user-maintained securities of interest, and/or criteria-based universes.
- Web service API - Provides on demand, intraday access to CEP™ with the ICE Data API.
- Excel® API - Add-in for Excel allows you to integrate evaluated pricing into custom spreadsheet tools and watch lists.
- Web-based user interfaces - Evaluated pricing is available through a number of our platforms providing comprehensive market data, innovative tools and customisable workflow solutions.
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 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.