OTC Energy Forward Curve Data

Tallarium delivers systematic 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 representative fair-value price for illiquid and hard-to-price swap contracts 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 the prioritising recency and source quality. Curves update every five seconds throughout the trading day, with additional intraday snapshots and a consolidated end-of-day (EOD) publication. 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 all major energy commodities and geographies:

• Refined oil products – LPG, US NGLs, Naphtha, Gasoline, Distillates, Fuel Oil, Jet
• Crude oil – North American and global
• Natural gas and LNG
• Biofuels
• 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, valuations, and senior management reporting. Clients include energy Energy forward curve datamajors, commodity merchants, refiners, banks, and funds.