Fixed Income & Data Services Catalog

The ICE Term SOFR Reference Rates are forward-looking term risk-free-rate benchmarks designed to measure expected SOFR rates over specified tenor periods. Developed and administered by ICE Benchmark Administration® Limited (IBA), these rates provide daily settings for 1, 3, 6, and 12-month tenors.

The ICE Term SONIA Reference Rates (ICE TSRR) are forward-looking term risk-free-rate benchmarks designed to measure expected SONIA rates over specified tenor periods. Developed and administered by ICE Benchmark Administration® Limited (IBA), these rates provide daily settings for 1, 3, 6, and 12-month tenors.

ICE TMC is a leading Alternative Trading System for fixed income trading that combines electronic and expert voice support.

The LBMA Gold Price is the global benchmark price for global unallocated gold delivered in London, administered by ICE Benchmark Administration® Limited (IBA).

The LBMA Silver Price is the global benchmark price for unallocated silver delivered in London, administered by ICE Benchmark Administration® Limited (IBA).

The ICE Bail-In solution helps clients in identifying and monitoring the securities subject to Bail-in and its application hierarchy (also known as “pecking order”) according to BRRD directive (2014/59/EU).

The ICE service enables access to European MIFID Template (or EMT) -sourced data - such as general financial information, target market information and actual and forecasted costs and charges - which is standardized and normalized by ICE, for securities where the EMT document is applicable.

To comply with fair value disclosure requirements under various accounting standards globally, including IFRS 13, FASB ASC-820, and SEC Rule 2a-5, ICE offers a Fair Value Leveling Service. This service categorizes fair value measurements into levels based on the inputs used, aiding entities in testing and validating their fair value methodologies.

To support banks adopting the Internal Model Approach (IMA) under the Basel Committee on Banking Supervision's FRTB standards, ICE provides Real Price Observations reports. These reports assist in passing the Risk Factor Eligibility Test (RFET) and support Expected Shortfall regression models. Additionally, ICE offers analytics for the Standard Approach (SA) calculations.

Tailored to Hong Kong's Securities and Futures Commission (SFC) guidelines, this service assists online distribution and advisory platforms in determining whether a product is complex or non-complex. It leverages ICE's extensive reference data, encompassing over 35 million financial instruments across more than 210 markets.

The ISDA Standard Initial Margin Model (ISDA SIMMTM) is a common methodology for calculating initial margin (IM) for non-centrally cleared derivatives. The method aggregates and weights trade sensitivities on risk buckets. ICE provides an IM pre and post trade calculation serviced on the ISDA SIMM methodology including risk sensitivity calculations delivered in standard CRIF file format. The IM module covers a wide range of derivatives instruments and includes a static and dynamic back test.

The ICE Liquidity IndicatorsTM service can help users comply with some of the latest liquidity-related regulatory requirements, including those from the US SEC, ESMA, Hong Kong SFC, Singapore MAS, Japan FSA, etc. and provides an independent, near-term view of relative liquidity which we define as “the ability to exit a position at or near the current value.”