Free trial access to forward curve

Mon 20 Apr 2009

Free trial access to TTA's Mark to Futures Forward Curve

Trading Technology Australia and d-cyphaTrade have created a special preview of the Mark to Futures Forward Curve (MTFFC) that is available as a free download to current subscribers. The curve is available for the NSW, VIC, QLD and SA regions and covers the period from 1 April 2009 to 31 Dec 2012. The curve has been calibrated to SFE Futures prices as at settlement on the 31st March 2009.

The MTTFC is a half-hourly forward price curve that averages back to the traded Futures over quarterly Futures periods (including separately across peak and off-peak periods). The curve may be used to price sculpted OTC swaps and swaps for off-run periods using Futures price levels as a proxy for forward settlements.

As this is a preview curve, the load forecast and spot price forecasts have been removed, however these are available as part of the MTFFC subscription. Also, this curve will be refreshed on approximately a quarterly basis while the subscription covers either monthly or daily curves.

If you're a data centre subscriber the MTFFC preview may be downloaded from Daily Files while further subscription details are available here.

Non-subscribers are able to access the MTFFC and data centre trial by signing up to a free 30-day trial period.

If you have any questions regarding the MTFFC please contact Trading Technology Australia on +61 2 8281 5300 or for subscription enquiries please contact d-cyphaTrade on +61 2 9237 0900.

Best regards,

The d-cyphaTrade Team