Markit is a leading provider of forward curve, volatility and correlations data for mark-to-market purposes. We can provide data on a monthly, twice-monthly or daily basis depending on your requirements. Forward curve data are published at hourly, daily, monthly, quarterly, seasonal and annual levels of granularity depending on the specifics of that curve.
Energy Coverage
Forward curves, ATM and OTM option prices and volatilities and bid-offer spreads on the following products:
130 oil curves
230 power curves
170 natural gas curves
17 emissions products
15 freight routes
20 coal curves
Base and Precious Metals Coverage
Forwards, ATM option vols and skew on risk reversals and smile strangle margins for 22 metal and currency combinations.
Softs / Agricultural Products
Forward curves and ATM and OTM option prices and vols on 22 softs / agricultural products.
Exotic Commodity Options
Cross-commodity correlations
Commodity index options
Swaptions
Heat rate options
Time spread options
Early expiry options
Variance swaps
For more information about Markit, please contact us at any of our regional offices
