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CEGH Futures INDEX

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CEGH Front Month Index

The CEGH Front Month Index is a price index based on settlement prices of PEGAS CEGH Futures Market. It is used as industry benchmark index for the CEE.

The CEGH Front Month Index will be determined and published for the expiry month on a monthly basis. The publication shall be after the expiry date of each month and shall be published on the website of CEGH.

Calculation method

In order to calculate the CEGH Front Month Index for the respective first front month, all settlement prices within the assessment period shall be taken into account for arithmetic averaging.

CEGH Front Month Index                        …CEGH Futures Index      [EUR/MWh]

Xi                                                           … Settlement price per trading day [EUR/MWh]

z                                                            …number of trading days

For more information please read the detailed description of CEGH Front Month Index.

CEGH FRONT MONTH INDEX Factsheet

The Index for the last 3 months can be found here.

 

CEGH 1st Front Month Reference Index

The CEGH 1st Front Month Index (%) is published as a reference price for the Gas Market in Austria and can be used as a market based alternative in delivery or supply contracts.

The Index is based on the First Front Month Index of the PEGAS CEGH Futures product, starting with delivery period February 2011.

The formula for the calculation (example for 1st FM Reference Index July 2016) 

 

  2011 2012 2013 2014 2015 2016 2017  
January   103,661 120,899 122,957 103,880 74,630 77,989  
February 100,000 100,788 117,745 117,259 91,210 64,662 88,154  

March

97,727 110,287 112,403 107,480 101,296 57,940 87,786  
April 111,562 115,713 116,401 104,861 98,476 55,741 73,899  
May 108,842 116,786 118,451 95,564 96,628 55,593 73,872  
June 107,835 116,878 119,655 91,863 92,686 60,839    
July 106,442 114,584 117,452 81,733 92,476 67,509    
August 100,180 112,328 118,157 77,297 94,018 67,789    
September 100,368 113,979 116,861 84,830 90,225 60,822    
October 116,322 115,801 118,757 103,793 88,482 61,141    
November 114,312 118,529 119,432 107,103 83,126 74,936    
December 110,068 119,615 121,573 106,232 79,841 79,973    

 

CEGH 1st FRONT MONTH Reference Index Factsheet


 

CEGH Front Quarter Index

The “CEGH Front Quarter Index” is an index based on the settlement prices of CEGH Gas Exchange of Wiener Boerse Futures Market.

The CEGH Front Quarter Index is determined and published for the first Front Quarter Contract on a quarterly basis. The determination and publication is done after the expiry date of each Front Quarter Contract and will be published on the website of CEGH Gas Exchange.

Calculation method:

In order to calculate the CEGH Front Quarter Index, all settlement prices in the respective contract within the assessment period shall be taken into account for arithmetic averaging.

CEGH Front Quarter Index                     …[EUR/MWh]

Xi                                                           … Settlement price per trading day [EUR/MWh]

z                                                            …number of trading days

For more information please read the detailed description of CEGH Front Month Index.

 CEGH FRONT QUARTER INDEX Factsheet

 

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