Fixed Income & Data Services Catalog

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 Risk Free Rate (RFR) Indexes, published by ICE Benchmark Administration® Limited (IBA), provide daily values representing accrued compound interest relative to a base value of 100. These indexes are based on key overnight risk-free rates: SOFR (USD), SONIA (GBP), €STR (EUR), and TONA (JPY). Developed to assist lenders and borrowers in managing RFR-based loans, the indexes offer a straightforward method for calculating compound interest between any two dates, facilitating transparent agreement on interest accruals.

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.

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.

In the realm of commodity markets, weather observations are indispensable for gauging supply and demand impacts.

The Indonesia Stock Exchange (IDX) facilitates the trading of equities, warrants, and other listed securities. It was established in 2007 through the merger of the Jakarta Stock Exchange and the Surabaya Stock Exchange. The exchange provides a range of market indices and operates under the supervision of the Financial Services Authority of Indonesia (OJK).

The JSE is the primary securities exchange in Jamaica, offering trading in equities, bonds, and mutual funds. It supports economic growth and capital market development in the Caribbean.

The Japanese Electric Power Exchange (JEPX) is a market platform for the trading of electricity in Japan, promoting competition, transparency, and efficiency in the country's energy sector.

The JSE is the largest stock exchange in Africa, offering trading in equities, bonds, derivatives, and ETFs. It is a cornerstone of South Africa’s financial system.