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.

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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


Platts European Crude Swaps Market Commentary - 22Oct19

CRUDE SWAPS: Crude futures rose Tuesday on hopes of some progress in dialog to resolve the US-China trade dispute, despite expectations of a US crude stock build. White House adviser Larry Kudlow said...

US Product Swap Commentary - 22Oct19

The Gulf Coast high sulfur fuel oil swaps market rose Tuesday as cracks rose and backwardation narrowed slightly. The November USGC HSFO swap was assessed Tuesday at $33.80/b, up from $32.95/b Monday....

US Crude Swap Commentary - 22Oct19

US crude swaps rose Tuesday as the market awaited weekly inventory reports and new developments in trade negotiation talks between the US and China. The front end of the Brent-WTI swap curve narrowed,...

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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.

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