Markit provides forward curve, volatility and correlations data for the energy, metals and softs markets to support mark-to-market accounting.
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We provide forward curve, volatility and correlations data on a monthly or daily basis depending on customer requirements.
Forward curve data is published at the hourly, daily, monthly, quarterly, seasonal and annual levels, based on the specifics of that curve.
Forward curves, ATM and OTM option prices and volatilities for a wide range of markets, including global oil and wet freight, European and North American power, European and North American natural gas and global coal, emissions and dry freight
Forwards, ATM option vols and skew on risk reversals and smile strangle margins for over 20 metal and currency combinations
Forward curves, ATM and OTM option prices and vols on over 20 softs and agricultural products
Cross-commodity correlations, commodity index options, swaptions, heat rate options, time spread options, early expiry options and variance swaps
Pricing sourced from major trading institutions, with rigorous cleaning processes applied
Replaces the need to analyse multiple datasets that may contain stale or incorrect prices
Provides an independent dataset for checking traders’ marks as well as enabling accurate and independent calculation of daily P&L
Direct XML or Excel download from web