EGSI Financial Gas Futures
Trading EGSI Futures
EEX Financial Gas Futures settled against the European Gas Spot Index (EGSI)
The European Energy Exchange (EEX) offers a growing product range on the Derivatives Market with Financial Gas Futures. These contracts are listed for the TTF (Dutch), THE (German), NBP (UK) and CEGH (Austrian) market areas and cash-settled against the most transparent pricing reference in the European gas market – our EGSI spot index.
How can I benefit from trading EEX Financial Gas Futures?
- Hedge even during the settlement month + new shorter derivatives maturities
- Optimise your risks with financial Balance-of-the-Month possibilities
- Trade-at-Index via physical and financial spreads
- Eliminate execution risks through guaranteed spark spreads
EGSI Futures now cover the whole curve from short-term (daily, weekend, weekly, current month) to longer-term maturities (month, quarter, season and calendar year). This enables easier access to the European natural gas markets for companies that do not require physical delivery, whilst allowing all participants to trade on the EGSI benchmark price for hedging purposes.
In line with other EEX products, the new Financial Gas Futures are tradable during the regular trading hours from 8:00 am to 6:00 pm CET on all EEX exchange trading days.
EEX members can also eliminate the execution risk when trading the price difference between Financial Gas and highly liquid Financial Power Futures – guaranteed execution in EEX dedicated Spark Spread order books.
About the European Gas Spot Index (EGSI)
EGSI - the N°1 benchmark for Natural Gas in Europe
The European Gas Spot Index (EGSI) is determined on the basis of the trades executed on all EEX natural gas markets in Europe. More specifically, the EGSI is calculated as a volume-weighted average price, based on all Day-Ahead transactions of the day (8.00 am to 6.00 pm CET). Due to the high liquidity of the EEX spot markets, combined with the robust methodology used, EGSI has become the most transparent and trusted natural gas index in Europe.
60 Seconds with Aude Filippi
Aude Filippi, Director Gas and Sustainability Markets, explains why EGSI is the most reliable benchmark for Gas in Europe.
Notice: To activate the video, please click on the picture. Please note that after activation your data will be forwarded to YouTube.
| Publishing date | Title | File |
|---|---|---|
| 2021-06-22 | Quick Guide to EGSI Futures in Joule | pdf (358 KB) |
| 2021-06-22 | Quick Guide to Spark Spreads in Joule | pdf (175 KB) |
