Fundamentals
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- Fundamental dataset acquisition:
- EIA
- Pipeline nominations
- CEMS
- FRED
- Population weighted degree day indices
- Residential and Commercial – actuals and forecasts
- Power Burn – actuals and forecasts
- Industrial Demand – actuals and forecasts
- Production – actuals and forecasts – Production
- Pipeline Imports / Exports – actuals and forecasts
- Lease and Plant Fuel – actuals and forecasts
- Storage Analysis – actuals and forecasts
- LNG Exports / Imports – actuals and forecasts
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Technicals
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- Technical analysis dataset acquisition : Nymex / Ice / Platts / NGI Settles
- Technical / Statistical analysis: Natural Gas Spreads
- Technical analysis: Outrights, Basis, Index/Swing, Cash Prices
- Cash to Prompt differential reports for cash trading venues
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Pricing
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- Realtime pricing acquisition: CME real time prices, Bloomberg integration for IR
- Historical and implied volatility/ skew curve generators
- Market maker option pricing and structuring tools
- Natural Gas Prompt Month Price Forecasts using Easton Research Indices (ERI )
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Market Risk
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- Market risk data: Trade Capture, Reference Data, Market data
- Financial and Physical Trade Capture
- End of Day Profit and Loss
- End of Day Profit and Loss Attribution / Explain
- VAR calculators: Analytical, Historical, EVT, Monte Carlo, Finite differences
- Option pricing: European, American, Asian / APOs, Calendar Spread Options
- What if Analysis / Portfolio Optimization
- Risk Report generation and dissemination
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