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

U.S. oil sanctions on Iran threaten global supplies, but a demand slowdown poses a real risk

Sep 21, 2018

There are still several weeks before U.S. sanctions on Iranian oil actually kick in, but expectations of tight crude inventories already have contributed to much of this year’s gain in global prices. The rise has come despite concerns over potentially lower energy demand and plans by two of the world’s biggest producers to boost output. […]

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OTC GLOBAL HOLDINGS’ FURTHER ENHANCES EOXLIVE PLATFORM WITH INTEGRATION OF REAL-TIME ANALYTICS

Sep 7, 2018

EOX Holdings LLC (EOX), a subsidiary of leading independent institutional broker of commodities OTC Global Holdings (OTCGH), announced the addition of real-time analytics to its EOXLive platform. Further enhancing customer and broker interaction, the newly added feature will facilitate transactions, provide more market intelligence tools and make it more efficient to execute trades for users.

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DAILY MARKET REPORTS

OTC GLOBAL HOLDINGS’ FURTHER ENHANCES EOXLIVE PLATFORM WITH INTEGRATION OF REAL-TIME ANALYTICS

Sep 7, 2018

EOX Holdings LLC (EOX), a subsidiary of leading independent institutional broker of commodities OTC Global Holdings (OTCGH), announced the addition of real-time analytics to its EOXLive platform. Further enhancing customer and broker interaction, the newly added feature will facilitate transactions, provide more market intelligence tools and make it more efficient to execute trades for users.

The 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

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

Data Partners

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.