M2M LNG-quantitatively modeled forward curve

Published March, 2022

Designed to help clients manage LNG market price risk, LNG Forward Curves provide fair market value-based forward curves for the key LNG trading hubs, Platts JKM™, and North America (FOB USGC). With tenors extending over 48 forward months, LNG Forward Curves provide clients with a market value that combines Platts editorial market knowledge and quantitatively-derived forward curves available within market data category DLF. Quantitatively-derived forward curves for Platts JKM reflect tenors further out than the following calendar year, while the prompt months, quarters and calendar years are editorially assessed. For Platts Gulf Coast Marker (GCM) the entire forward curve is quantitatively derived.

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