Benefits
Market Data
- Volatilities
- Correlations
- Up to 16 years of history*
- Real-time
- Intraday
- EOD
Valuations
- Calculated valuations
- Simple products
- Advanced products
- Complex Valuations
- Exotic Valuations
- Best Execution
- Risk Sensitives (Greeks)
- Flexible delivery options
Analytics & Solutions
ICE Portfolio Analytics - Derivatives
- Pricing & parsing tools
- Portfolio and risk management
- Structuring and dissemination
- Internal RFQ/trading solutions
Analytics & Solutions
Integration & API
- STP and trade management
- Pricing and portfolio analytics API
Market Data
- Volatilities
- Correlations
- Up to 16 years of history*
- Real-time
- Intraday
- EOD
Valuations
- Calculated valuations
- Simple products
- Advanced products
- Complex Valuations
- Exotic Valuations
- Best Execution
- Risk Sensitives (Greeks)
- Flexible delivery options
Analytics & Solutions
ICE Portfolio Analytics - Derivatives
- Pricing & parsing tools
- Portfolio and risk management
- Structuring and dissemination
- Internal RFQ/trading solutions
Analytics & Solutions
Integration & API
- STP and trade management
- Pricing and portfolio analytics API
*Subject to coverage confirmation by ICE Data Derivatives, on an underlying-by-underlying basis
The suite of content solutions
Your one-stop-shop for your derivatives needs
A comprehensive multi-asset derivatives solution designed for front to middle office participants:
Supporting pre-trade price discovery and analysis, idea generation, structuring and dissemination, internal communication and trading, market risk management, real-time position management and investigation and more.
Cross-asset coverage
ICE Portfolio Analytics - Derivatives covers cash and derivatives products in foreign exchange, interest rates, equities, credit, energy and commodities. This is supported by methodologies designed to reflect global best practices.
Comprehensive multi-asset structure catalog
Extensive catalogue of vanilla, complex and exotic structures for a wide range of markets and underlyings.
State-of-art technologies
Flexible delivery mechanisms of OTC proprietary content via a consolidated feed, FIX protocol or flat file for snapshot data in multiple formats.
Cross-asset coverage
ICE Portfolio Analytics - Derivatives covers cash and derivatives products in foreign exchange, interest rates, equities, credit, energy and commodities. This is supported by methodologies designed to reflect global best practices.
Comprehensive multi-asset structure catalog
Extensive catalogue of vanilla, complex and exotic structures for a wide range of markets and underlyings.
State-of-art technologies
Flexible delivery mechanisms of OTC proprietary content via a consolidated feed, FIX protocol or flat file for snapshot data in multiple formats.