Fixed Income & Data Services Catalog

ICE’s Rule 13f-2 Service can help institutional investment managers identify whether thresholds are met that would require that the investment manager file a Form SHO with the SEC.

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

To assist funds in complying with the SEC's Rule 18f-4, which provides a framework on the use of derivatives by registered investment companies, ICE offers a module within its Portfolio Analytics service. This module facilitates the calculation of absolute and relative Value at Risk (VaR), conducts stress testing, and performs the Limited Derivatives User test as required under the rule.

ICE’s Rule 2a-5 portal provides services and data to clients who receive evaluations from ICE Data Pricing & Reference Data, LLC. The portal is designed to assist those clients in complying with the requirements of SEC Rule 2a-5.

In line with the Sustainable Finance Disclosure Regulation (SFDR), ICE offers Principle Adverse Impact Indicator data to assist financial market participants with their PAI Statements or product level reporting. This service offers comprehensive coverage of the PAI indicators across a vast universe of entities in a convenient format aligned with the reporting requirements.

The FCA has implemented a capital adequacy framework for UK Self-Invested Personal Pensions (SIPPs) which includes higher capital requirements for those holding non-standard assets. ICE provides a service which systematically scans the ICE securities database to help determine a ‘standard’ or ‘non-standard’ categorization.

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.

The ICE SPPI solution helps clients (featuring treasury business functions) in making their determination as to which accounting method to use for securities’ valuation purposes according to IFRS 9 principles, by identifying whether a security is an SPPI (Solely Payment of Principal and Interest). Securities from all asset classes are covered by this service.

Analytics, Static Cash Flows, Scenario-based Cash Flows, Scenario-based analytics and returns data for instrument-level and portfolio-level risk analytics for over 2.8 million global fixed income securities. This combines the power of robust analytical modeling, such as prepayment and interest rate risk, credit spreads and optionality with ICE pricing and reference data. This includes over 150 critical static and dynamic analytical measures, such as accrued interest, spreads, yields and durations, for a wide range of fixed income asset classes. Intraday analytics are available using live streaming Continuous Evaluated Pricing (CEP) and curves.

Static cash flows, scenario-based cash flows, scenario-based analytics and returns for instrument-level and portfolio-level risk analytics for over 2.8 million global fixed income securities, across a wide range of fixed income asset classes.

ICE offers Life-Cycle Assessment (LCA) based avoided emissions data for 50+ climate solutions including company, sector and portfolio-level analytics. Avoided emissions are emission reductions that occur outside of a product or technology’s life cycle or value chain, as a result, of the use of that product or technology.

Nature and biodiversity risk, nature value-at-risk, nature RevEx and TNFD disclosure data sets