Pricing DataCommodities Data

Markit provides forward curve, volatility and correlations data for the energy, metals and softs markets to support mark-to-market accounting.

Customers

  • Banks
  • |
  • Utilities
  • |
  • Merchant energy companies
  • |
  • Trading houses

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Product Summary

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.

  • Energy coverage

    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

  • Base and precious metals coverage

    Forwards, ATM option vols and skew on risk reversals and smile strangle margins for over 20 metal and currency combinations

  • Softs and agricultural products

    Forward curves, ATM and OTM option prices and vols on over 20 softs and agricultural products

  • Exotic commodity options

    Cross-commodity correlations, commodity index options, swaptions, heat rate options, time spread options, early expiry options and variance swaps

Key Benefits

  • Data integrity

    Pricing sourced from major trading institutions, with rigorous cleaning processes applied

  • Efficiency

    Replaces the need to analyse multiple datasets that may contain stale or incorrect prices

  • Independent

    Provides an independent dataset for checking traders’ marks as well as enabling accurate and independent calculation of daily P&L

  • Delivery

    Direct XML or Excel download from web