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.
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:
- 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
Contact your local office