Argus North American Natural Gas Forward Curves
An Argus risk data service, published daily
The Argus Natural Gas Forward Curves service provides a powerful, independent market valuation tool to support investment and trading decisions in the natural gas markets across North America.
Argus uses a wide range of data sources to determine market value for liquid locations and forward periods. For illiquid locations and terms, locational spreads and time spreads to liquid markets are used as the basis for pricing.
Argus covers daily assessments of natural gas forwards at 70+ locations, including all the major natural gas hubs and relevant trading locations in North America.
View complete list of markets covered
- Daily assessments provided in monthly granularity as well as Natural Gas Seasonal Block, Electricity Seasonal Block,
- Calendar and Quarterly forward contracts
- Basis differential to CME Henry Hub futures as well as fixed prices
- A minimum of 7-year forward curves
- Independent and transparent market-appropriate methodology
- Deliver options include: Email, FTP data feed and third party delivery partners.
Argus Forward Curves Usages
- Independent evaluations
- Mark-to-market (“MTM”) validation
- Value-at-risk (“VaR”)
- Potential future exposure (“PFE”)
- Risk disaggregation
- In-house forward positions validation
Learn more about the Argus North American Natural Gas Forward Curves methodology
Contact your local office