OTC Energy Forward Curve Data

Tallarium delivers intraday forward curve data for off-exchange energy markets, built on real-time aggregation across multiple high-quality price sources. By consolidating wide range of inputs into a single, continuously updated dataset, Tallarium produces the most independent and systematic “fair-value” price for illiquid and hard-to-price swap contracts, particularly in market segments where reliable reference data has historically been difficult to obtain.

Data Methodology:

Forward curves are constructed from the broadest available set of inputs across off-exchange energy markets, prioritizing recency and source quality and filtering out outlier prices. Curves update every five seconds throughout the trading day, with additional intraday snapshots and end-of-day (EOD) publication at regional market closes (Asia, Europe, US). This update frequency ensures that front-office, risk, and valuation teams are always working from the most current market view available.

Coverage:

Tallarium’s dataset spans over 120+ swap contracts across major liquid energy contracts and key geographies:

• Refined oil products – LPG, US NGLs, Naphtha, Gasoline, Distillates, Fuel Oil, Jet
• Crude oil – North American and global
• Natural gas and LNG
• Biofuels
• Wet Freight
• Petrochemicals

Coverage encompasses all key trading regions, making Tallarium’s forward curves relevant to global energy participants regardless of their primary market focus.

Use Cases:

Tallarium’s data is consumed across the full front-to-back workflow: trade execution and price discovery, procurement benchmarking, mark-to-market and risk management, independent price verification (IPV), valuations, and senior management reporting. More than 6 years of intraday price history supports risk modeling, backtesting and stress testing. Clients include energy majors, commodity merchants, refiners, banks, and funds.