ICE, Quantifi Ally for Credit Index Futures-Spread Pricing, Conversion

ice-calculator-website

IntercontinentalExchange has released a price-spread calculator for credit index futures listed on IntercontinentalExchange's ICE Futures US market, developed by over-the-counter derivatives analytics and risk management software vendor Quantifi, to help market participants better monitor and manage credit risk exposures.

Designed to meet the growing demand for exchange-traded futures contracts as alternatives to OTC derivatives, the calculator -- which is available on ICE's website -- uses market calculations to convert futures prices into the equivalent forward spreads for any given date, and to create corresponding futures prices from underlying spreads, which allows users to make informed trading and risk management decisions against other credit derivatives instruments.

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@waterstechnology.com or view our subscription options here: http://subscriptions.waterstechnology.com/subscribe

You are currently unable to copy this content. Please contact info@waterstechnology.com to find out more.

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here