Fixed Income & Data Services Catalog

U.S. Municipal Reference Data service offers comprehensive data, maintained and updated by ICE’s staff of research data specialists, on more than 6.4 million active and historical municipal bonds from 1990 onwards.

Customizable rules engine seeded with a range of ICE data, including climate data, reference data, pricing and fundamentals, to facilitate the screening of fund constituents/portfolios for compliance with naming and marketing rules in multiple jurisdictions or with selective screening policies.

ICE’s MiFID II/MiFIR services are designed to help customers determine what reporting or disclosure action to take and what data to include in reporting across Pre/Post Trade Transparency reporting, Transaction Reporting, Complex Instrument identification and Best Execution for both EU and UK versions of requirements.

The ICE N-PORT service provides necessary reference data, risk metrics, taxonomy and classification data, liquidity disclosures and fair value leveling information to help clients complete certain questions on Items B and C of Form N-PORT.

ICE Swap Rate® (formerly known as ISDAFIX) is recognized as the principal global benchmark for swap rates for interest rate swaps. ICE Swap Rate is used as the exercise value for cash-settled swaptions, for close-out payments on early terminations of interest rate swaps, for some floating rate bonds and for valuing portfolios of interest rate swaps.

Provides a proprietary sector schema classifying over 134,500 issuers. Our schema applies globally to entities that issue corporate, government debt or equity securities. It compares more favorably to existing Sector schemas by providing deeper granularity in the form of over 270 sub-industry classifications. The ICE Uniform Entity Sectors are used in many internal applications such as our Index offerings, our ICE Climate offerings and our Execution platform.

ICE Benchmark Administration Limited (IBA) has developed a suite of forward-looking, term risk-free-rates, the ICE Term Reference Rates (ICE TRR), which are designed to measure, on a daily basis, expected (i.e. forward-looking) risk-free-rates over 1-, 3-, 6-, and 12- month tenor periods, and are based on a Waterfall Methodology using eligible data for specified interest rate derivative products referencing the relevant risk-free-rate.

Full coverage for exchange-listed and over the counter equity instruments and their associated Terms & Conditions

ICE’s corporate bond data is built on deep global subject‑matter expertise and long‑standing relationships with market contributors. Content sourcing continues to expand through new feeds and AI‑enhanced processes, supported by more than 1,000 systematic edit, cross, and validation checks to ensure data accuracy.

ICE's Funds Reference Data service provides comprehensive and high-quality data on mutual funds and ETFs across global markets. It supports middle and back-office workflows with detailed security-level information, enabling efficient monitoring and data analysis.

Offers clients a valuable tool to help them analyze risk from exposure to various entities, industries and regions, and meet regulatory compliance mandates. Coverage includes global business entities that have issued U.S. and international equities and bonds (corporate, government, agency, municipal and structured securities).

“Exchange-Traded Derivatives” are financial contracts, like futures, options and strategies, that are standardized and traded on regulated exchanges. These exchanges provide a transparent and liquid marketplace where buyers and sellers can easily trade these contracts, which derive their value from an underlying asset, such as a commodity, stock index, or currency.