EEX Customer Information: ETF Neutral Gas Price – Additional Natural Gas Spot Index

    With the EEX ETF Neutral Gas Price (NGP), EEX will publish an additional natural gas spot index on its website starting 12 December 2022. This index is based on exchange transactions on EEX’s ETF spot market for physical delivery and already used by the Danish TSO, Energinet, for balancing purposes since 7 June 2022. By providing a reliable reference price for intra-day delivery, EEX supports the Danish TSO, Energinet, in fulfilling and optimizing its grid management mission.

    ETF NGP Methodology

    ETF NGP is the volume-weighted average price of all trades executed in the EEX ETF Natural Gas Spot Within-Day Contract for a given delivery day (traded between 2:00 CET on D and 2:00 CET D+1). If less than one trade has been concluded in the relevant EEX Natural Gas Spot Contract during the Calculation Period, the value of the respective EEX ETF NGP for this delivery day shall be equal to that of the corresponding EEX ETF EGSI Day for that delivery day.

    Publication of ETF NGP

    EEX provides ETF NGP of the last 45 days in a daily updated file. The file is updated every day at 11:30 AM CET and can be downloaded from our website. For more information on EEX indices please check the natural gas indices page.

    Yours sincerely,

    European Energy Exchange

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