Solutions

Natural Gas

Fundamentals

  • 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

Technicals

  • 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

Pricing

  • 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 )

Market Risk

  • 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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Weather

Fundamentals

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Crude Oil

Fundamentals

  • Continental US, regional and state level supply and demand – actuals and forecasts – Production

Technicals

  • Technical analysis dataset acquisition : Nymex / Ice / Platts / NGI Settles
  • Technical / Statistical analysis: Natural Gas Spreads
  • Technical analysis: Outrights, Basis, Index/Swing, Cash Prices

Market Risk

  • 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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Heating Oil

Technicals

  • Technical analysis dataset acquisition : Nymex / Ice / Platts / NGI Settles
  • Technical / Statistical analysis: Natural Gas Spreads
  • Technical analysis: Outrights, Basis, Index/Swing, Cash Prices

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RBOB

Technicals

  • Technical analysis dataset acquisition : Nymex / Ice / Platts / NGI Settles
  • Technical / Statistical analysis: Natural Gas Spreads
  • Technical analysis: Outrights, Basis, Index/Swing, Cash Prices

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Electricity

Retail Solutions

  • Commercial and Industrial (C&I) Deal Structuring and Pricing
  • Commercial and Industrial (C&I) Deal Hedging and Tracking
  • Billing – Mass Market and Structured deals

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FTRs

Fundamentals

  • ISO Data Acquisition: CAISO, ERCOT, ISO-NE, NYISO, PJM, SPP, MISO
  • Auctions – Bidding support applications
  • Nodal Load forecasts

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