U.S. fund managers of various sizes utilize the ICE N-PORT Service to obtain essential information for their regulatory filings, including: Reference data, Risk metrics, Taxonomy and classification data, Liquidity disclosures, and Fair value leveling information. This comprehensive data can help fund clients complete certain sections in Items B and C of Form N-PORT for their holdings. The service delivers data for fixed income, equities and derivatives, including options on futures and treasury futures.
Specifications
Key Features
ICE can help clients fulfill the data disclosure obligations by providing four broad categories of data for portfolio holdings:
- Reference Data (e.g. identifier information, currency, maturity, LEI, restricted security flag)
- Risk Metrics (e.g. DV01, DV100, CS01, Delta, Aggregation information)
- Taxonomy Data (e.g. asset type classification, issuer classification, collateral type classification, derivative type classification)
- Supplemental Data - flexibly add additional data sets such as fair value levelling and Liquidity categories to enable classification within the Form.
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.