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Argus North American Hourly Electricity Forward Curves

An Argus risk data service, published daily

The Argus Hourly 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.

Markets Covered

Argus covers daily assessments of electricity forwards at 24+  locations, including all the major electricity hubs and relevant trading locations in North America. Argus provides forward price curves for standard On Peak, Round-the-Clock (“RTC”), nights and weekends forward contracts in the following markets:

  • ERCOT
  • PJM
  • NEPOOL
  • NYISO
  • MISO

Key Features

  • Daily assessments provided in monthly granularity
  • 2-year forward curves, and balance of the month
  • Forward price curves for standard On Peak, Round-the-Clock (“RTC”), nights and weekends  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 Hourly Electricity Forward Curves methodology

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