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ICE Benchmark Administration Introduces ICE U.S. Dollar Inflation Expectations Index Family
Rhea-AI Impact
(Low)
Rhea-AI Sentiment
(Neutral)
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Rhea-AI Summary
Intercontinental Exchange (ICE) has announced the launch of the ICE U.S. Dollar Inflation Expectations Index Family, aimed at helping investors assess future inflation expectations. This index family offers daily market implied inflation expectations for three time horizons: 12 months, five years forward in one year, and five years forward in five years. Calculated from data linked to U.S. Treasury Inflation Protected Securities, the indices will provide crucial insights for financial markets and policy makers. Stakeholder feedback is encouraged during the initial feedback period regarding the index methodology.
Positive
Launch of ICE U.S. Dollar Inflation Expectations Index Family enhances investment insights.
Daily publication of inflation expectations can attract more investors and enhance market participation.
Utilization of diverse data sources like TIPS and inflation-linked swaps reflects robust methodology.
Negative
Initial settings published solely for feedback limit immediate applicability in financial contracts.
LONDON--(BUSINESS WIRE)--
Intercontinental Exchange, Inc. (NYSE:ICE), a leading global provider of data, technology, and market infrastructure, today announced that ICE Benchmark Administration Limited (IBA) is introducing the ICE U.S. Dollar Inflation Expectations Index Family to help investors gauge future inflation expectations and inform policy and risk management decision making.
The inflation index family is designed to provide daily market implied inflation expectations over three-time horizons:
Expected inflation over the next 12 months;
Expected longer term (five-year) inflation one year forward; and
Expected longer term (five-year) inflation five years forward.
IBA will calculate index settings from price/yield data from U.S. Treasury Inflation Protected Securities (TIPS), Treasury Bills, Notes and Bonds, and the inflation-linked swaps markets, which together represent amongst the deepest and most liquid inflation-linked markets. IBA will then create a blended inflation curve from which forward, implied inflation expectations can be calculated.
“We have created the ICE U.S. Dollar Inflation Expectations Index Family to provide the market with an easy to access tool to measure expectations for future inflation,” said Tim Bowler, President of ICE Benchmark Administration. “Inflation expectations are crucial to financial markets and to policy makers, and our inflation index family is designed to help stakeholders with their investment and risk management decision making.”
IBA will publish daily, indicative U.S. Dollar Inflation Expectations Index values at approximately 8amNew York time here for an initial feedback period. During this period, IBA is seeking feedback from stakeholders on the inflation index family methodology and outputs and on the potential for the inflation index family to become a benchmark for use in financial contracts. Feedback should be sent to IBA@ice.com.
Please note that during the feedback period the settings are being published solely for information and feedback purposes and are not intended for, and IBA expressly prohibits their use for, any other purpose, including as a reference, index or benchmark in financial contracts, instruments, or to measure the performance of investment funds.
About ICE Benchmark Administration
ICE Benchmark Administrationis authorized and regulated by the Financial Conduct Authority for the regulated activity of administering a benchmark, and is authorized as a benchmark administrator under the UK Benchmarks Regulation. ICE Benchmark Administration is a registered trademark of IBA and/or its affiliates. IBA reserves all rights in the ICE U.S. Dollar Inflation Expectations Index Family methodology and in the ICE U.S. Dollar Inflation Expectations Index Family settings.
About Intercontinental Exchange
Intercontinental Exchange, Inc.(NYSE: ICE) is a Fortune 500 company that designs, builds and operates digital networks to connect people to opportunity. We provide financial technology and data services across major asset classes that offer our customers access to mission-critical workflow tools that increase transparency and operational efficiencies. We operate exchanges, including the New York Stock Exchange, and clearing houses that help people invest, raise capital and manage risk across multiple asset classes. Our comprehensive fixed income data services and execution capabilities provide information, analytics and platforms that help our customers capitalize on opportunities and operate more efficiently. At ICE Mortgage Technology, we are transforming and digitizing the U.S. residential mortgage process, from consumer engagement through loan registration. Together, we transform, streamline and automate industries to connect our customers to opportunity.
Trademarks of ICE and/or its affiliates include Intercontinental Exchange, ICE, ICE block design, NYSE and New York Stock Exchange. Information regarding additional trademarks and intellectual property rights of Intercontinental Exchange, Inc. and/or its affiliates is located here. Key Information Documents for certain products covered by the EU Packaged Retail and Insurance-based Investment Products Regulation can be accessed on the relevant exchange website under the heading “Key Information Documents (KIDS).”
Safe Harbor Statement under the Private Securities Litigation Reform Act of 1995 -- Statements in this press release regarding ICE's business that are not historical facts are "forward-looking statements" that involve risks and uncertainties. For a discussion of additional risks and uncertainties, which could cause actual results to differ from those contained in the forward-looking statements, see ICE's Securities and Exchange Commission (SEC) filings, including, but not limited to, the risk factors in ICE's Annual Report on Form 10-K for the year ended December 31, 2021, as filed with the SEC on February 3, 2022.
