Fixed Income & Data Services Catalog

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.

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.

The ICE solution provides identification and monitoring of sanctioned companies (and their affiliates), and links entities with their issued securities.

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 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 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.

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.

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 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).

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.

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.

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.