Argus North American Electricity Forward Curves
An Argus risk data service, published daily
The Argus Electricity Forward Curves service provides a powerful, independent market valuation tool to support investment and trading decisions in electricity 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 electricity forwards at more than 65 locations, including all the major electricity hubs and relevant trading locations in North America. Argus provides forward price curves for standard On Peak, Off Peak and Round-the-Clock (“RTC”) forward contracts in the following markets:
View complete list of markets covered
- Daily assessments provided in monthly granularity as well as in calendar, seasonal and quarterly blocks
- A minimum of 7-year forward curves
- Forward price curves for standard On Peak, Off Peak and Round-the-Clock (“RTC”) forward contracts
- Independent and transparent market-appropriate methodology
- Delivery options: Email, FTP data feed and third-party delivery partners, such as LIM and ZEMA.
Argus Forward Curves Usages
Argus North American Electricity Forward Price Curves is a reliable tool for analytical and risk-management processes, including:
- 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 Electricity Forward Curves methodology
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