An OTCGH risk data service, published daily
The OTCGH Natural Gas Liquids (NGL) Forward Curves service provides a powerful, independent market valuation tool to support investment and trading decisions in the natural gas markets across North America.
OTCGH 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.
Markets Covered
OTCGH covers daily assessments of natural gas liquids forwards at 13 locations/products, including all the delivery for major products at Mont Belvieu (TET non TET) and Conway hubs.
Key Features
- Daily assessments provided in monthly granularity
- A minimum of 2-year forward curves
- Independent and transparent market-appropriate methodology
- Deliver options include: FTP data feed, and third party delivery partners.
OTCGH 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