The Platts Forward Curves dataset provides risk valuation inputs to support P&L valuations, risk management and (mark-to-market) fair value financial disclosures. The automated delivery allows you to seamlessly populate your systems and models.

This dataset includes:

• Platts Forward Curves (PFC): Editorially observed and assessed forward curves produced by global teams of correspondents dedicated to reporting on the energy markets
• M2M Forward Curves: Quantitatively derived forward curves for illiquid markets through our extensive database of historical market prices, and based on Platts editorial market knowledge
• Quantitatively derived forward curves (M2MS-Gas and M2MS-Power): Derived by leveraging gas and power trade settlement data from Intercontinental Exchange, Inc. (ICE) and our extensive database of historical market prices
• Intraday Oil Forward Curves: These intraday curves are editorially assessed at 11:00 and 15:00 Singapore time daily, covering crude oil and refined products for the Singapore market, helping traders to hedge/capture values and enable marketers to do their valuation before Market on Close
• Follow the Sun: Supplement Platts existing assessments of the global oil markets published three times daily as the Platts
• Forward Curve (PFC)-Oil series and encompassing crude oil and refined products markets in the Americas, Asia and Europe, Middle East and Africa (EMEA)