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eCompass_index_Eng_v3.pdf

  1. eCompass Index Spec Sheet_ver.3 2023/1
  2. 1 List of Price Index Available on eCompass: Crude Oil Price Index Index Summary Settlement Date Data Availability Period (Historical) Data Availability Period (Forward) Update Frequency Brent A future price index of low-sulfur light oil extracted from the Brent oil field in the UK North Sea. 2BDs1) before the last BD of a month which is 2 months before a cash month (Only for Feb, 1BD before) From July 30, 2007 (Front month: From September 2007) Next 7 years Daily CME Data Source WTI A futures price index of crude oil produced mainly in Texas and New Mexico. 3BDs before 25th of a preceding month of a cash month From July 1, 1986 (Front month: From August 1986) Next 10 years + 2 months Daily CME JCC A future price index of customs clearance prices of crude oil imported into Japan 1BD before the last BD of a month which is 2 months after a cash month (Only for Dec, 1BD before the last BD of Jan) From April 17, 2019 (Front month: From April 2019) Next 4 years Daily CME 1) BD- business day
  3. 2 List of Price Index Available on eCompass: Gas and LNG Henry Hub (HH) A future price index of natural gas traded at the Henry Hub in Louisiana, USA. 3 BDs before the 25th of a preceding month of a cash month From April 3, 1990 (Front month: From June 1990) Next 12 years Daily CME TTF A future price index of natural gas traded at the TTF hub in the Netherlands1) 3 BDs before the first day of a cash month (a previous BD if it falls on a holiday) From May 22, 2017 (Front month: From June 2017) Next 3 years Daily CME JLC A forward curve of prices of LNG imported to Japan 1BD before the last BD of a month which is 2 months after a cash month (Only for Dec, 1BD before the last BD of Jan) From July 1, 2019 (Front month: From August 2019) Next 4 years Daily ENEC • an original assessment based on LNG contract information and other indices JKM Platts future price index of spot LNG imported by several Asia countries 15th of a preceding month of a cash month (a previous BD if it falls on a holiday) From October 5, 2012 (Front month: From December 2012) Next 5 years Daily CME NBP A future price index of natural gas traded at the NBP hub in the UK 3 BDs before the 25th of a preceding month of a cash month From Oct 23, 2017 (Front month: From January 2018) Next 5 years Daily CME Price Index Index Summary Settlement Date Data Availability Period (Historical) Data Availability Period (Forward) Update Frequency Data Source 1) Published by ICIS Heren
  4. 3 List of Price Index Available on eCompass: Coal Richards Bay A future price of API4, an FOB price index of coal produced in South Africa, loaded from Richard Bay Last Friday of a cash month (1BD before If it falls on a holiday) From December 7, 2010 (Front month: From January 2011) Next 4 years Daily CME NEWC A future price of NEWC, an FOB price index of coal produced in Australia, loaded from Newcastle. From January 4, 2005 (Front month: From January 2005) Next 2 years Daily globalCOAL JCoalC A forward curve of prices of coals imported to Japan 1BD before the last BD of a month which is 2 months after a cash month (Only for Dec, 1BD before the last BD of Jan) From April 3, 2017 (Front month: From May 2017) Next 3 years Daily ENEC • an original assessment based on LNG contract information and other indices. Price Index Index Summary Settlement Date Data Availability Period (Historical) Data Availability Period (Forward) Update Frequency Data Source
  5. 4 List of Price Indicators Available in eCompass: FX JPY/USD A forward rate for Japanese Yen per US$1 9:16AM CST of 2 BDs before the 3rd Wednesday of a cash month (i.e. normally Monday) From January 4, 1982 (Front month: From January 1982) Next 20 quarters • Datasets are organized in a 3 consecutive-month unit, March, June, September and December Daily CME JPY/Euro A forward rate for Japanese Yen per €1 9:16AM CST of 2 BDs before the 3rd Wednesday of a cash month (i.e. normally Monday) From January 17, 1995 (Front month: From March 1995) Next 6 quarters • Datasets are organized in a 3 consecutive-month unit, March, June, September and December Daily CME Price Index Index Summary Settlement Date Data Availability Period (Historical) Data Availability Period (Forward) Update Frequency Data Source
  6. 5 List of Price Index Available on eCompass: Power JEPX Spot JEPX spot prices published by JEPX Every day From April 2005 N/A Daily JEPX TOCOM Settlement Price (JEPX Forward) A forward curve of JEPX spot prices published by TOCOM Last day of each month (JEPX's last trading day) N/A Next 2 years Daily TOCOM ENEC Forward (JEPX Forward) enechain’s original forward curve of JEPX spot prices Last day of each month (JEPX's last trading day) From September 2022 Next 2 years Daily enechain Price Index Index Summary Settlement Date Data Availability Period (Historical) Data Availability Period (Forward) Update Frequency Data Source ENEC FCA Forward enechain’s original forward curve of FCA N/A From April 2016 Next 3 years + 2 month Daily CME and customs statistics published by the Ministry of Finance, Electric power company on its website Baseload Settlement prices and contract volume of the baseload auction for each fiscal year N/A From August 9, 2019 N/A After the results of the Baseload trade are published JEPX EUA futures forward Price of European emission credits on the latest trading day for the relevant contract month N/A From January 2019 Next 8yrs Tuesday to Saturday in the morning, Japan time EEX
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