Exchange Market
EEX CEGH Indices
EEX CEGH SPOT MARKET INDICES
We currently provide 2 indices for the CEGH VTP spot market, CEGHIX® and CEGHEDI®. These indices are calculated daily and used as industry benchmarks for the CEE region.
Daily CEGHIX® and CEGHEDI® can be found in our Market Data/Day Ahead Market or you can subscribe for the daily email notifications here.
CEGHIX® is the volume-weighted average price of all trades in the respective EEX CEGH VTP Natural Gas Day Spot Contracts and EEX CEGH VTP Natural Gas Weekend Spot Contracts that are executed on the spot market between 8.00 am and 18.00 pm CE(S)T on the Exchange Day before the start of the respective delivery period.
CEGHEDI® is primarily based on concluded trades and the order book situation of EEX in the respective spot product. It a volume-weighted average price of all trades in the respective CEGH VTP natural gas spot market contract that was traded during trading hours between 17:15 pm and 17:30 pm CE(S)T on the last trading day of each contract.
EEX CEGH FUTURES MARKET INDICES
We provide 5 indices currently for the CEGH VTP futures market: EEX CEGH Front Month Index, CEGH First Front Month Reference Index, CEGH Front Quarter Index and CEGH FM 22.
The EEX CEGH Front Month Index is determined on a monthly basis as the arithmetic average of the values of the corresponding EEX Daily EGIX® of the front month contract in question. The EEX Daily EGIX® is the volume-weighted average price of all trades of the front month contract executed on the EEX Natural Gas Futures Market on that day.
The Index for the last 6 months can be found here (at the bottom of the page) and directly downloaded here.
Specification EEX CEGH Front Month Index
The EEX CEGH First Front Month Reference Index (CEGH 1FM Index) is an index developed especially for the Austrian gas market. It shows the price evolution of the front month contracts in comparison to a reference period’s price index. It is a percentage value of the current front month contract in comparison to a reference month.
You can find the Index Data on our Market Data page: CEGH 1FM Index
Specification CEGH First Front Month Reference Index
The EEX CEGH Front Quarter Index is based on the settlement prices of the front quarter contract. It is determined on a quarterly basis as the arithmetic average of the Daily Settlement Prices of the front quarter EEX CEGH VTP Natural Gas Quarter Futures contract in question.
You can find the EEX CEGH Front Quarter Index here at the bottom of the page or download it directly:
The EEX CEGH FM 22 is a special index developed for the Austrian gas market. It takes into account only trades of the contract up to the 22nd day of the preceding month. It shows the price evolution of the front month contracts compared to a reference period’s price index.
The EEX CEGH FQ 22 is very similar to the CEGH FM 22 index. It was especially developed for the Austrian gas market. It takes into account only trades of the front quarter contract to the 22nd day of the preceding quarter. It shows the price evolution of the front quarter contracts compared to a reference period’s price index.
The CEGH Weighted Season Index (CEGH WSI) is based on the settlement prices of different season contracts as a weighted average between winter and summer season products. It is calculated by CEGH AG for the Austrian CEGH VTP market area.
The CEGH Weighted Season Reference Index (CEGH WSRI) represents the current value of the CEGH Weighted Season Index as a percentage of a reference period.
The reference period is the delivery month of January 2019 which had a price index of 22.056 EUR/MWh.
