Our portfolio of forward curves offer a powerful, independent market valuation tool to support investment and trading decisions in gas and power markets across North America.
Argus forward curves for North American natural gas and electricity
Powered by data science and machine learning
Argus forward Curves are part of our data science portfolio. We uniquely pair our proprietary deals-done and price database with decades of market knowledge and constant market interaction to customise the algorithms we use. Our forward curve data is an assessment of market value for forward contracts and financial swaps contracts at predetermined time periods such as months, quarters and calendar years.
Traders and Trade Analysts
Risk Managers
Click to see how different users could benefit
Market Analysts
Planning and Budget Analysts
A proven, reliable tool for analytical and risk-management processes, including:
Customers that benefit from using our data:
Mark-to-market (MTM)
accounting
Potential future exposure (PFE)
Forward curve validation
Value-at-risk (VaR)
Deal valuation
Regression analysis
Scenario analysis
Our methodology and delivery
We 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 contracts allow for physical delivery of the product, and financial swaps settle against a published index. 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.
Key features
Daily price assessments delivered at the end of each day.
Time stamped using the appropriate market's daily settlement time.
Independent and transparent market-appropriate methodology.
Argus draws on an unrivalled breadth of data sources to produce the most informed and robust figures available to the market.
Argus forward curves are produced from market data collected from multiple sources including brokers, exchanges and reporting companies. In the absence of market data, Argus uses proprietary algorithms, quadratic optimization, and statistical analysis, to determine the highest probable forward price. Argus forward curves are used by Risk Managers, Traders, Market Analysts, Trade Analysts, Portfolio Managers, and CROs.
Take a look at our sample forward curve data
Request demo
Hedging
Trading
Mitigate risk with Argus' portfolio of North American gas and power forward curves
Credit Margining
Portfolio Optimization
Deal Valuation and Investment Opportunities
Hedging & Trading Strategies
Risk Metrics including Value-at-risk (VaR)
Forward Curve Validation
Mark-to-market (MTM), Profit & Loss
Argus forward curves are essential for the following industry uses:
Request demo
Request demo
Request demo
Request demo
See the data in graph form
Download recent forward curve data
Commodity
Argus Service
Location
Forward period
Mid-market & bid/offers
Monthly, quarterly, seasons, calendars
Pricing format
Natural gas curves
Electricity curves
Heat rate curves
Correlation curves
Argus North America Natural Gas Forward Curves x
Argus North America Natural Gas Long-Term Forward Curves
Argus North America Natural Gas Implied Volatilities
Argus North America Electricity Forward Curves
Argus North America Electricity Long-Term Forward Curves
Argus North America Electricity Implied Volatilities
Argus North American Heat Rate Curves
Argus North American Correlation Curves
More than 80 markets
More than 80 markets
More than 80 markets
More than 70 markets
More than 70 markets
20 markets
More than 70 markets
More than 70 markets
7 years forward
25 years forward
2 years forward
7 years forward
25 years forward
2 years forward
7 years forward
19 different tenors
Mid-market & bid/offers
Mid-market
ATM & volatility smiles
Mid-market & bid/offers
Mid-market
ATM & volatility smiles
Mid-market & bid/offers
5, 10, 20, 30 and 50 day correlations
Monthly, quarterly, seasons, calendars
Monthly
Monthly
On peak, off peak and round-the-clock
Monthly
Monthly
On peak, off peak and round-the-clock
On peak, off peak and round-the-clock
Fixed price and basis
Fixed prices
Expressed as a %
Fixed prices &
NYMEX heat rates
Fixed prices &
NYMEX heat rates
Expressed as a %
Heat rates
Expressed as a %
Click to see how different users could benefit
Planning and Budget Analysts
Market Analysts
Traders and Trade Analysts
Risk Managers
Natural gas curves
Argus North America Natural Gas Forward Curves
Service
Service
Location
Forward period
Mid-market & bid offers
Mid-market & bid offers
Natural gas curves
Argus North America Natural Gas Long-Term Forward Curves
Fixed price and basis
Pricing format
Monthly, quarterly, seasons, calendars
Monthly, quarterly, seasons, calendars
Mid-market & bid/offers
Mid-market & bid offers
7 years forward
Forward period
More than 80 markets
Location
Argus North America Natural Gas Forward Curves
Argus Service
Argus North America Natural Gas Curves
Natural gas curves
Fixed price and basis
Pricing format
Monthly
Monthly, quarterly, seasons, calendars
Mid-market
Mid-market & bid offers
25 years forward
Forward period
More than 80 markets
Location
Argus North America Natural Gas Long-Term Forward Curves
Argus Service
Natural gas curves
Commodity:
Argus North America Natural Gas Forward Curves
Argus North America Natural Gas Long-Term Forward Curves
Argus North America Natural Gas Implied Volatilities
Expressed as a %
Pricing format
Monthly
Monthly, quarterly, seasons, calendars
ATM & volatility smiles
Mid-market & bid offers
2 years forward
Forward period
More than 80 markets
Location
Argus North America Natural Gas Implied Volatilities
Argus Service
Natural gas curves
Fixed price and basis
Pricing format
Monthly
Monthly, quarterly, seasons, calendars
Mid-market
Mid-market & bid offers
25 years forward
Forward period
More than 80 markets
Location
Argus North America Natural Gas Long-Term Forward Curves
Argus Service
Natural gas curves
Fixed price and basis
Pricing format
Monthly, quarterly, seasons, calendars
Monthly, quarterly, seasons, calendars
Mid-market & bid/offers
Mid-market & bid offers
7 years forward
Forward period
More than 80 markets
Location
Argus North America Natural Gas Forward Curves
Argus Service
Natural gas curves
Fixed prices & NYMEX heat rates
Pricing format
On peak, off peak and round-the-clock
Monthly, quarterly, seasons, calendars
Mid-market & bid/offers
Mid-market & bid offers
7 years forward
Forward period
More than 70 markets
Location
Argus North America Electricity Forward Curves
Argus Service
Electricity curves
Heat rates
Pricing format
On peak, off peak and round-the-clock
Monthly, quarterly, seasons, calendars
Mid-market & bid/offers
Mid-market & bid offers
7 years forward
Forward period
More than 70 markets
Location
Argus North America Heat Rate Curves
Argus Service
Heat rate curves