X

Commodity Risk Solutions

Platts Commodity Risk Solutions provides risk valuation inputs to support P&L valuations, risk measurement, risk management, and (mark-to-market) fair value financial disclosures. Independently and transparently produced – and delivered in a way that is easy for you to embed into your daily workflow – Platts forward price assessments and other inputs help you decipher the market and make valuations to better align risk tolerance with business strategy.


View Platts Risk Products Quick Reference




Risk Products & Services


Every day, we provide producers, processors, marketers and traders, consumers, and investors across the globe with forward curves, custom curves, and analytical data across a range of commodities.




Platts Global Risk Commentary


Oil

Platts European Crude Swaps Market Commentary - 17Jun19

Crude futures closed slightly lower in Europe on Monday after the market weakened in the last hour of trading. At the London close, the August contract was assessed at $61.66/b, down 47 cents/b compar...

US Product Swap Commentary - 17Jun19

US West Coast gasoline differentials fell sharply Monday, tracking similar movements in the prompt physical market. The July USWC gasoline swap was assessed at the July NYMEX RBOB frontline swap plus ...

US Crude Swap Commentary - 17Jun19

Crude swap curves fell Monday, as prompt-month spreads weakened on both the Brent and WTI swap curves. The July WTI frontline swap was assessed at $52.20/b, down 61 cents from Friday. The July through...


Conference & Events


Across the Americas, Europe and Asia, senior executives gather to listen to expert speakers and network with their Risk Management peers as they help set the agenda for corporate governance of global energy markets.





A forward price is the price today for an obligation to be performed on a specified date in the future. This may be for the physical delivery of a commodity to a specified location, or the financial exchange of fixed price and floating price payments with reference to a notional quantity of a commodity.

A forward price curve shows tradable prices for the same obligation for a series of future dates. It is not a forecast. A forward price curve plots the current price points for the same obligation over a range of dates. It is a measure of market prices at the date of the curve for a series of future performance dates.

Volatility is a rate at which the price of a security (or commodity) changes over time. It shows the range to which the price of a security may increase or decrease, and as such is an indicator of the risk of a security. It is used in option pricing formulae to gauge the fluctuations in the returns of the underlying assets.

Historic Volatility is commonly measured by calculating the standard deviation of the annualized returns over a given period of time.

Implied Volatility, derived from the current market prices of options, is that value of the volatility of the underlying asset (like a forward contract) which, when input in an option pricing model (such as Black–Scholes) will return a theoretical value equal to the current market price of the option.



Авторское право © 2019 S&P Global Platts, подразделение S&P Global. Все права защищены.