Exchange Market
EEX CEGH Indices
EEX CEGH SPOT MARKET INDICES
We provide 2 kinds of indices for the Spot market, the CEGHIX and the CEGHEDI.
The indices are calculated daily on each exchange day and are used as an industry benchmark index for the CE & CEE region.
The CEGHIX® is a price index based on exchange orders and deals concluded on the respective EEX CEGH day contract between 08:00 CET and 18:00 CET on the EEX platform, calculated as the volume weighted average price in this time period.
CEGHEDI® is a price index based on exchange trades of the respective EEX CEGH day contract and/or orders with a settlement window between 17:15 CET and 17:30 CET.
EEX CEGH FUTURES MARKET INDICES
The EEX CEGH Front Month Index is a price index based on settlement prices of EEX CEGH Futures Market. It is used as industry benchmark index for the CE & CEE region.
The EEX 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 EEX 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.
EEX CEGH Front Month Index à EEX CEGH Futures Index [EUR/MWh]
X à Settlement price per trading day [EUR/MWh]
Z à number of trading days
For more information please read the detailed description of EEX CEGH Front Month Index.
EEX CEGH Front Month Index Factsheet
The Index for the last 6 months can be found here.
The EEX 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 EEX CEGH Futures product, starting with delivery period February 2011 (22.834 EUR/MWh)
The formula for the calculation (example for 1st FM Reference Index July 2016)
2012 |
2013 |
2014 |
2015 |
2016 |
2017 |
2018 |
2019 |
2020 |
|
January |
103,661 |
120,899 |
122,957 |
103,880 |
74,630 |
77,989 |
91,083 |
105,724 |
67,255 |
February |
100,788 |
117,745 |
117,259 |
91,210 |
64,662 |
88,154 |
81,865 |
96,930 |
52,242 |
March |
110,287 |
112,403 |
107,480 |
101,296 |
57,940 |
87,786 |
79,644 |
84,011 |
44,118 |
April |
115,713 |
116,401 |
104,861 |
98,476 |
55,741 |
73,899 |
82,272 |
75,366 |
41,364 |
May |
116,786 |
118,451 |
95,564 |
96,628 |
55,593 |
73,872 |
87,418 |
75,078 |
34,081 |
June |
116,878 |
119,655 |
91,863 |
92,686 |
60,839 |
73,701 |
97,022 |
70,404 |
27,078 |
July |
114,584 |
117,452 |
81,733 |
92,476 |
67,509 |
72,230 |
97,889 |
58,325 |
26,211 |
August |
112,328 |
118,157 |
77,297 |
94,018 |
67,789 |
70,566 |
100,272 |
52,111 |
27,893 |
September |
113,979 |
116,861 |
84,830 |
90,225 |
60,822 |
72,764 |
106,486 |
51,901 |
39,086 |
October |
115,801 |
118,757 |
103,793 |
88,482 |
61,141 |
77,253 |
123,255 |
59,862 |
50,587 |
November |
118,529 |
119,432 |
107,103 |
83,126 |
74,936 |
81,234 |
116,164 |
70,846 |
59,941 |
December |
119,615 |
121,573 |
106,232 |
79,841 |
79,973 |
86,862 |
108,921 |
71,880 |
58,282 |
Data for 2020 and the following years can be found in the Market Data table (select CEGH 1FM).
The EEX CEGH Front Quarter Index is an index based on the settlement prices of EEX CEGH Gas Exchange Futures Market. The EEX 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 EEX CEGH Gas Exchange.
Calculation method:
In order to calculate the EEX CEGH Front Quarter Index, all settlement prices in the respective contract within the assessment period shall be taken into account for arithmetic averaging.
EEX CEGH Front Quarter Index à [EUR/MWh]
Xi à Settlement price per trading day [EUR/MWh]
z à number of trading days
For more information please read the detailed description of EEX CEGH Front Quarter Index here.
The CEGH FM 22 is published as a special index for the Gas Market in Austria. It is based on the First Front Month contract of the EEX CEGH Gas Exchange Futures Market, calculated as an average price of all trading days from the first trading day of the respective month until day 22 of the respective month. The value of the starting month (contract March 2019) is the basis 100, and the index is then calculated for each month as the deviation in relation to the starting month.
The formula for the calculation (example for FM 22 May 2019):
The Index can be found here.
For more information please read the detailed description of CEGH FM 22 Index.
The index value is based on the prices of the next Four Quarterly contracts published in the last 3 months. For each of the three months under consideration, the average price over all trading days and the Four Front Quarter contracts is calculated, whereby in the previous month of the Index Quarter, prices are only taken into account from the first calendar day to day 22 of the month.
