Fixed Income & Data Services Catalog

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.

ICE offers solutions to help persons advising on or selling a PRIIP identify products considered a “packaged retail and insurance-based investment product” and needing to provide product disclosures to retail clients.

ICE’s Form 13F data service provides information, including issuer description, latest Evaluated or exchange price and identifiers, for securities included in the official list of Section 13(f) securities published by the SEC. The information can assist institutional investment managers in making their related Form 13F quarterly report.

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.”

ICE’s Rule 13f-2 Service can help institutional investment managers identify (i) whether thresholds are met that would require that the investment manager file a Form SHO with the SEC and (ii) provide relevant data points required for the filing.

Solvency II requires extensive breadth and depth of cross-asset data to complete the Tripartite Template (TPT). ICE can help asset managers and their insurance sector clients subject to Solvency II with these obligations by providing the extensive high-quality asset data required to support the additional asset data requirements specific to Quantitative Reporting Templates (QRTs) under Pillar 3 and the Minimum Capital Requirement (MCR) and Solvency Capital Requirement (SCR) calculation process under Pillar 1 requirements.

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.

ICE’s 15c2-11 service provides extensive data on over-the-counter (OTC) fixed income securities to assist broker-dealers in determining whether they can publish quotations on specific OTC securities in compliance with SEC Rule 15c2-11.