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Published January, 2020
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), extending over 48 forward months, provide clients with a market value that combines Platts editorial market knowledge and quantitatively-derived forward curves available within DLF. Platts quantitatively-derived forward curves for JKM reflect tenors further out than the following calendar year, while the prompt months, quarters and calendar years are editorially assessed. For Platts GCM the entire forward curve is quantitatively derived.