Argus Forward Curves Services
Argus forward curves provides a powerful, independent market valuation tool to support investment and trading decisions. Argus uses market data, statistical analysis, proprietary models and algorithms, to arrive at the forward curve prices.
Using a wide range of data sources to determine market value for liquid locations and forward periods, Argus uses time and locational spreads to liquid markets as the basis for illiquid locations and terms.
- Forward curve validation
- Mark-to-market accounting
- Deal and asset valuation
- Potential future exposure
- Scenario analysis
- Valuing option premiums
- Strategic and corporate planning
- Daily forward price assessments for crude oil, refined products, NGL, coal, power and natural gas energy markets
- Basis differentials to futures contracts and other physical grades and locations
- Independent and transparent market-appropriate methodology
Delivery options include:
- FTP data feed
- Third party delivery partners
Argus aims to produce reliable, representative price assessments of commodity market values, free from distortion and representative of fair market values. Argus forward curves are assessments of market value for forward contracts and financial swaps contracts at predetermined time periods such as months and calendar years. Forward curve prices are not forecasts of future values but instead are assessments of the price of delivery of a commodity at a future date if transacted today.
Crude Oil |
Nat Gas Forward Curves | NGL |
Refined Products |
Power Forward Curves | Heat Rate Curves | Nat Gas Implied Volatilities | Power Implied Volatilities | North American Correlation Curves | Coal
| Asia-Pacific Crude | Asia-Pacific Refined Products | European Crude Oil Forward Curves