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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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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 - 17Aug18

CRUDE SWAPS: Markers were largely up in the market for Brent derivatives, Friday. The front-month Dated-to-Frontline swap gained 13 cents/b on the day to minus 79 cents/b, while the prompt contango st...

US Crude Swap Commentary - 17Aug18

Front-month WTI and Brent frontline swaps rose Friday as market participants continued to weigh global crude supply risks and ongoing trade tensions between the US and China. The front-month WTI front...

US Product Swap Commentary - 17Aug18

Residual fuel oil swaps underperformed ICE Brent futures Friday, weighed down by the European barge crack -- the difference between 3.5% FOB Rotterdam fuel oil and Brent frontline futures. Fuel oil sw...


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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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