Market Data
Market Data Packages
Quality Data – Reliable Service – Affordable Price
EOX offers timely, accurate and consistent data for usage in pre-trade analysis, mark-to-market valuation and trade reconciliation.
NEWS
Fi report 1
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Fi report 2
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Ion report 2
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DAILY MARKET REPORTS
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Fi report 2
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Ion report 2
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Ion report 1
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EOX MARKET DATA
Nat Gas Forward Curves
Nat Gas Implied Volatilities
Power Forward Curves
Power Implied Volatilities
Gas Power Correlations
NGL Forward Curves
Refined Products Forward Curves
Crude Oil Forward Curves
Euro Nat Gas & Power Curves
Coal Forward Curves
Freight Forward CurvesThe EOX Market Data Difference
Market data reports cover nearly all asset classes brokered through OTCGH member firms. The data offering is designed to provide timely, accurate and consistent data for usage in pre-trade analysis, mark-to-market valuation and trade reconciliation. A unique feature of the market data is the fusion of trades and quotes along with public data that is then processed by an algorithm to produce granular and unbiased data.
Data is available via email, FTP and through select 3rd party data distributors.
Model Run Times
- 6:45 am CT (12:45 pm GMT) – European and Asian product run*
- 10:00 am CT (4:00 pm GMT) – early production run, all products*
- 12:00 pm CT (6:00 pm GMT) – mid-day production run, all products*
- 2:30 pm CT (8:30 pm GMT) – main production run, all products*
- 4:00 pm CT (10:00 pm GMT) – late production run, all products*
Data Coverage
- 118 North American Natural Gas Basis Locations
- 182 North American Electricity Locations
- 7 European Nat. Gas Fixed Price Locations
- 32 European Electricity Locations
- 29 North American Nat. Gas Implied Volatility Locations
- 14 North American Power Implied Volatility Locations
- 15 North American Nat. Gas/Electricity Correlations
EOX Market Data Benefits
- Post trade settlement
- Hedging Opportunities
- Comprehensive Market View
- Risk Management
- 3rd Party Validation
- Reliable Mark-to-Market Valuation
- Price & Trend Discovery
- Energy Cost Evaluation
Methodology
Forward Curves:
The forward curve algorithm uses trades, quotes, publically available settle data, ISO/RTO data and known historical information. Those inputs provide the shapes, spreads and historical correlations necessary to generate granular data. Data is shaped along the entirety of the curves using the liquid front seasons. Granular curve shapes allow more accurate pricing of individual contract months.
Spreads are utilized for illiquid products to provide the inputs for formulaic pricing. Further, correlations are utilized to interpolate day over day changes when necessary. Implied day over day changes keep the curves in line with the overall trend(s) of the market in absence of trades or quotes.
Implied Volatilities:
The implied volatility algorithm uses trades, quotes, publicly available settle data and historical data. Utilizing those inputs the algorithm cleans and calculates implied volatilities for each individual price. Time spreads and historical relationships are used to create synthetic implied volatilities when no options data is available.