overview - ice catalogue.pdf · best bid2 best offer2 wave vol 1013 1043 1073 1103 1134 12 mnths 24...

www.theice.com

of 48 Version 1.0

Overview ICE Data offer an extensive list of historical data products, as part of the data distribution process these products can be tailor made to best suit your needs. The current product offerings include: Overview ........................................................................................................ 1

Gas .............................................................................................................. 2 ICE OTC Natural Gas............................................................................................2 ICE UK Natural Gas Futures ...............................................................................17

Power ........................................................................................................ 19

ICE OTC Cleared and Bilateral Power................................................................19 ICE UK Electricity Futures..................................................................................28 ICE Coal Futures..................................................................................................30

Oil .............................................................................................................. 32

OTC Bilateral and Cleared Oil ............................................................................32 ICE Oil Futures ....................................................................................................35

Emissions .................................................................................................. 39

ICE ECX Futures .................................................................................................39 Agricultural................................................................................................. 41

NYBOT Futures...................................................................................................41 Financials .................................................................................................. 42 Futures ...................................................................................................... 43

www.theice.com

of 48 Version 1.0

Gas

ICE OTC Natural Gas Commodity Frequency Type Package Ref

(once off historical cut)

Package Term (once off historical cut)

Cost (once off historical cut)*

Package Ref (daily subscription)

Cost (daily subscription)

Henry Hub OTC, including: Henry Hub

End of Day Firm Phys: Last High Low Last Bid Last Offer Best Bid Best Offer Best Bid2 Best Offer2 WAVE Vol

1011 1041 1071 1101 1132

12 mnths 24 mnths 36 mnths 48 mnths full

$7,500 $11,500 $16,500 $21,500 $27,500

NA NA

Gulf OTC, including: ANR-LA ANR-SE CG Mainline CG Onshore Carthage FGT-Z3 Henry Houston Ship Channel Katy NGPL-LA Pool NGPL-STX Sonat-T1 Stingray TETCO-ELA TETCO-ETX TETCO-M1 24 TETCO-M1 30 TETCO-STX TETCO-WLA


1012 1042 1072 1102 1133


$7,500 $11,500 $16,500 $21,500 $27,500

NA NA

www.theice.com

of 48 Version 1.0

TGP-500L TGP-800L TGP-Z0 TGT-SL (FT) TGT-Z1 (FT) Transco-30 Transco-45 Transco-65 Transco-85 Trunkline-ELA Trunkline-WLA MidCont OTC, including:: ANR-SW Alliance Dlvd CEGT-Flex CEGT-South CEGT-West Chicago Citygate Consumers Dawn Demarc Michcon NBPL-Vector NGPL-Amarillo NGPL-Midcont NGPL-TXOK Oneok Panhandle Ventura


1013 1043 1073 1103 1134


$7,500 $11,500 $16,500 $21,500 $27,500

NA NA

West OTC, including: CIG Mainline Cheyenne EP-Permian EP-S Mainline EP-SJ Blanco EP-SJ Bondad EP-Waha Hungtinton/Sumas KRGT-Del Pool Kinsgate Malin NWP-Rocky Mtn


1014 1044 1074 1104 1135


$7,500 $11,500 $16,500 $21,500 $27,500

NA NA

www.theice.com

of 48 Version 1.0

NWP-Wyoming Opal PG*E Citygate PG&E Tockock Questar-Topock Questar-North SoCal Border Stanfield Station 2 TW-Blanco TW-Central TW-WTX Waha East OTC, including: Algonquin Citygates Col Gas TCO Col Gas TCO-Seg Pool Cover Point Dominion South Dracut Iroquois (into) Iroquois-Z1 Iroquois-Z2 TETCO-M2 TETCO-M3 TGP-Niagara TGP-Z6 200L Transco-Z6 (NY) Transco-Z6 (non-NY)


1015 1045 1075 1105 1136


$7,500 $11,500 $16,500 $21,500 $27,500

NA NA

OTC Gas, including: Algonquin Citygates Alliance Dlvd ANR-LA ANR-SE ANR-SW Carthage CEGT-Flex CEGT-South CEGT-West CG Mainline CG Onshore Cheyenne


1023 1053 1083 1113 1144


$15,000 $22,500 $32,000 $42,500 $52,500

NA NA

www.theice.com

of 48 Version 1.0

Chicago Citygate CIG Mainline Col Gas TCO Col Gas TCO-Seg Pool Consumers Cover Point Dawn Demarc Dominion South Dracut EP-Permian EP-S Mainline EP-SJ Blanco EP-SJ Bondad EP-Waha FGT-Z3 Henry Houston Ship Channel Hungtinton/Sumas Iroquois (into) Iroquois-Z1 Iroquois-Z2 Katy Kinsgate KRGT-Del Pool Malin Michcon NBPL-Vector NGPL-Amarillo NGPL-LA Pool NGPL-Midcont NGPL-STX NGPL-TXOK NWP-Rocky Mtn NWP-Wyoming Oneok Opal Panhandle PG&E Tockock PG*E Citygate Questar-North Questar-Topock SoCal Border Sonat-T1

www.theice.com

of 48 Version 1.0

Stanfield Station 2 Stingray TETCO-ELA TETCO-ETX TETCO-M1 24 TETCO-M1 30 TETCO-M2 TETCO-M3 TETCO-STX TETCO-WLA TGP-500L TGP-800L TGP-Niagara TGP-Z0 TGP-Z6 200L TGT-SL (FT) TGT-Z1 (FT) Transco-30 Transco-45 Transco-65 Transco-85 Transco-Z6 (non-NY) Transco-Z6 (NY) Trunkline-ELA Trunkline-WLA TW-Blanco TW-Central TW-WTX Ventura Waha OTC Daily Index, including: Algonquin Citygates Alliance Delivered ANR-LA ANR-SE ANR-SW Carthage CEGT-Flex CEGT-South CEGT-West CG-Mainline CG-Onshore

End of Day Daily Index 1025 1055 1085 1115 1146


$0 $500 $1,000 $1,750 $2,500

101025 $0

www.theice.com

of 48 Version 1.0

Cheyenne Chicago Citygates CIG-Mainline Col Gas TCO Col Gas TCO-Seg Pool Consumers Cove Point Dawn Demarc Dominion-South Dracut EP-Permian EP-S.Mainline EP-SJ Blanco EP-SJ Bondad EP-Waha FGT-Z3 Henry Houston Ship Channel Huntingdon/Sumas Iroquois (into) Iroquois-Z1 Iroquois-Z2 Katy Kingsgate KRGT-Del Pool Malin Michcon NBPL-Vector NGPL-Amarillo NGPL-LA Pool NGPL-Midcont NGPL-STX NGPL-TXOK NWP-Rocky Mtn NWP-Wyoming Oneok Opal Panhandle PG&E-Citygate PG&E-Topock Questar-North SoCal Border Sonat-T1

www.theice.com

of 48 Version 1.0

Stanfield Station 2 Stingray TETCO-ELA TETCO-ETX TETCO-M1 24 TETCO-M1 30 TETCO-M2 TETCO-M3 TETCO-STX TETCO-WLA TGP-500L TGP-800L TGP-Niagara TGP-Z0 TGP-Z6 200L TGT-SL (FT) TGT-Z1 (FT) Transco-30 Transco-45 Transco-65 Transco-85 Transco-Z6 (non-NY) Transco-Z6 (NY) Trunkline-ELA Trunkline-WLA TW-Blanco TW-Central TW-WTX Ventura Waha OTC Monthly Index, including: Alberta - AECO Algonquin Citygates ANR-SE ANR-SW Bluewater Gas Centerpoint - Flex Pool CG-Mainline CG-Mainline (non-lateral) CG-Onshore CG-TCO IPP Pool Cheyenne

End of Day Monthly Index 1027 1057 1087 1117 1148


$0 $500 $1,000 $1,750 $2,500

10127 $0

www.theice.com

of 48 Version 1.0

Chicago Citygates Consumers Dawn Demarc Dominion - South EP-Keystone EP-SJ Blanco EP-SJ Bondad FGT-Z3 Henry Houston Ship Channel Huntingdon/Sumas Iroquois-Z2 Kern River Malin Michcon NGPL-LA Pool NGPL-Midcont NGPL-STX NGPL-TXOK NWP-Rocky Mtn NWP-Wyoming Oneok Opal Panhandle PG&E-Citygate PG&E-Topock SoCal Border Sonat - Tier 1 Pool Sstar TETCO-ELA TETCO-ETX TETCO-M1 30 TETCO-M3 TETCO-STX TETCO-WLA TGP-500L TGP-800L TGP-Niagara TGP-Z0 TGP-Z6 200L TGT-Z1 (FT) TransCanada Pipelines-Iroquois TransCanada Pipelines-Viking

www.theice.com

of 48 Version 1.0

Transco-30 Transco-45 Transco-65 Transco-85 Transco-Z6 (non-NY) Transco-Z6 (NY) Trunkline-ELA Trunkline-WLA TW-Central TW-WT Pool Ventura Waha OTC Cleared Settlements, including: Basis Swap, NYMEX LD1 for Canadian Gas Price Reporter (AECO) Basis Swap, NYMEX LD1 for Inside FERC (CIG-Mainline) Basis Swap, NYMEX LD1 for Inside FERC (Centerpoint) Basis Swap, NYMEX LD1 for Inside FERC (Dominion-South) Basis Swap, NYMEX LD1 for Inside FERC (EP-Permian) Basis Swap, NYMEX LD1 for Inside FERC (EP-SJ Blanco) Basis Swap, NYMEX LD1 for Inside FERC (HSC) Basis Swap, NYMEX LD1 for Inside FERC (Henry) FBasis Swap, NYMEX LD1 for Inside FERC (Michcon) Basis Swap, NYMEX LD1 for Inside FERC (NGPL-Midcont) Basis Swap, NYMEX LD1 for Inside FERC (NNG-Demarc) Basis Swap, NYMEX LD1 for Inside FERC (NNG-Ventura) Basis Swap, NYMEX LD1 for Inside FERC (NWP-Rockies) Basis Swap, NYMEX LD1 for Inside FERC (NWP-Sumas) Basis Swap, NYMEX LD1 for Inside FERC (Panhandle)

End of Day 1029 1059 1089 1119 1150


$2,500 $4,000 $6,500 $8,000 $10,000

10129 $3,000

www.theice.com

of 48 Version 1.0

Basis Swap, NYMEX LD1 for Inside FERC (TCO) Basis Swap, NYMEX LD1 for Inside FERC (TETCO-M3) Basis Swap, NYMEX LD1 for Inside FERC (TETCO-STX) Basis Swap, NYMEX LD1 for Inside FERC (TN Z0) Basis Swap, NYMEX LD1 for Inside FERC (Transco-65) Basis Swap, NYMEX LD1 for Inside FERC (TxOk) Basis Swap, NYMEX LD1 for Inside FERC (Union Dawn) Basis Swap, NYMEX LD1 for Inside FERC (Waha) Basis Swap, NYMEX LD1 for Inside FERC (Z6-NY) Basis Swap, NYMEX LD1 for Natural Gas Intelligence (Chicago) Basis Swap, NYMEX LD1 for Natural Gas Intelligence (Malin) Basis Swap, NYMEX LD1 for Natural Gas Intelligence (PG&E) Basis Swap, NYMEX LD1 for Natural Gas Intelligence (Socal) Index Swap, Inside FERC for Gas Daily Daily (HSC) Index Swap, Inside FERC for Gas Daily Daily (Henry) Swap, Fixed Price for NYMEX Penultimate Swap, Fixed Price for NYMEX Penultimate (Options) Swap, Fixed for NYMEX LD1 Swap, Fixed for NYMEX LD1 ICE, Lots Time Spreads Swap, Fixed for NYMEX LD1 Time Spreads Swap, Fixed for NYMEX LD1, ICE Lots Swing Swap, Fixed Price for Canadian Gas Price Reporter (AECO) 5a Swing Swap, Fixed for Gas Daily Daily Swing Swap, Gas Daily Daily for

www.theice.com

of 48 Version 1.0

NYMEX LD1 Spread Gas Daily Financial Spread Henry Hub OTC, including: Henry Hub

Level 1 Firm Phys: Last High Low Last Bid Last Offer Best Bid Best Offer Best Bid2 Best Offer2 WAVE Vol

1162 1183

12 mnths 24 mnths

$15,000 $22,500

101162 $18,000

Gulf OTC, including: ANR-LA ANR-SE CG Mainline CG Onshore Carthage FGT-Z3 Henry Houston Ship Channel Katy NGPL-LA Pool NGPL-STX Sonat-T1 Stingray TETCO-ELA TETCO-ETX TETCO-M1 24 TETCO-M1 30 TETCO-STX TETCO-WLA TGP-500L TGP-800L TGP-Z0 TGT-SL (FT) TGT-Z1 (FT) Transco-30 Transco-45 Transco-65 Transco-85


1163 1184

12 mnths 24 mnths

$15,000 $22,500

101163 $18,000

www.theice.com

of 48 Version 1.0

Trunkline-ELA Trunkline-WLA MidCont OTC, including: ANR-SW Alliance Dlvd CEGT-Flex CEGT-South CEGT-West Chicago Citygate Consumers Dawn Demarc Michcon NBPL-Vector NGPL-Amarillo NGPL-Midcont NGPL-TXOK Oneok Panhandle Ventura


1164 1185

12 mnths 24 mnths

$15,000 $22,500

101164 $18,000

West OTC, including: CIG Mainline Cheyenne EP-Permian EP-S Mainline EP-SJ Blanco EP-SJ Bondad EP-Waha Hungtinton/Sumas KRGT-Del Pool Kinsgate Malin NWP-Rocky Mtn NWP-Wyoming Opal PG*E Citygate PG&E Tockock Questar-Topock Questar-North SoCal Border Stanfield Station 2


1165 1186

12 mnths 24 mnths

$15,000 $22,500

101165 $18,000

www.theice.com

of 48 Version 1.0

TW-Blanco TW-Central TW-WTX Waha East, including: Algonquin Citygates Col Gas TCO Col Gas TCO-Seg Pool Cover Point Dominion South Dracut Iroquois (into) Iroquois-Z1 Iroquois-Z2 TETCO-M2 TETCO-M3 TGP-Niagara TGP-Z6 200L Transco-Z6 (NY) Transco-Z6 (non-NY)


1166 1187

12 mnths 24 mnths

$15,000 $22,500

101166 $18,000

OTC Gas, including: Algonquin Citygates Alliance Dlvd ANR-LA ANR-SE ANR-SW Carthage CEGT-Flex CEGT-South CEGT-West CG Mainline CG Onshore Cheyenne Chicago Citygate CIG Mainline Col Gas TCO Col Gas TCO-Seg Pool Consumers Cover Point Dawn Demarc Dominion South


1174 1195

12 mnths 24 mnths

$30,000 $45,000

101174 $36,000

www.theice.com

of 48 Version 1.0

Dracut EP-Permian EP-S Mainline EP-SJ Blanco EP-SJ Bondad EP-Waha FGT-Z3 Henry Houston Ship Channel Hungtinton/Sumas Iroquois (into) Iroquois-Z1 Iroquois-Z2 Katy Kinsgate KRGT-Del Pool Malin Michcon NBPL-Vector NGPL-Amarillo NGPL-LA Pool NGPL-Midcont NGPL-STX NGPL-TXOK NWP-Rocky Mtn NWP-Wyoming Oneok Opal Panhandle PG&E Tockock PG*E Citygate Questar-North Questar-Topock SoCal Border Sonat-T1 Stanfield Station 2 Stingray TETCO-ELA TETCO-ETX TETCO-M1 24 TETCO-M1 30 TETCO-M2 TETCO-M3

www.theice.com

of 48 Version 1.0

TETCO-STX TETCO-WLA TGP-500L TGP-800L TGP-Niagara TGP-Z0 TGP-Z6 200L TGT-SL (FT) TGT-Z1 (FT) Transco-30 Transco-45 Transco-65 Transco-85 Transco-Z6 (non-NY) Transco-Z6 (NY) Trunkline-ELA Trunkline-WLA TW-Blanco TW-Central TW-WTX Ventura Waha

www.theice.com

of 48 Version 1.0

ICE UK Natural Gas Futures Commodity Frequency Type Package Ref






NBP Futures only, including: NBP – daily NBP – monthly NBP – quarterly NBP – seasonal

End of Day O/H/L/S/V/OI Final Index Rolling Index WAVE 1 Min Marker 5 Min Marker

1006 1036 1066 1096 1127


$50 $100 $150 $200 $250

NA NA

All Futures, including: Brent Gasoil WTI Heating Oil RBOB Gasoline NBP Natural Gas UK Electricity Base UK Electricity Peak ECX Emissions Richards Bay Coal Rotterdam Coal


1010 1040 1070 1100 1131


$250 $500 $750 $1,000 $1,300

1263 $1,500


Level 1 O/H/L/S/V/OI Final Index Rolling Index WAVE 1 Min Marker 5 Min Marker

1157 1178 1199 1206 1213


$1,000 $1,800 $2,500 $3,000 $4,000

1269 $6,000

All Futures, including:

Level 1 O/H/L/S/V/OI Final Index

1161

12 mnths

$4,500

1273 $18,000

www.theice.com

of 48 Version 1.0

Brent Gasoil WTI Heating Oil RBOB Gasoline NBP Natural Gas UK Electricity Base UK Electricity Peak ECX Emissions Richards Bay Coal Rotterdam Coal

Rolling Index WAVE 1 Min Marker 5 Min Marker

1182 1203 1210 1217

24 mnths 36 mnths 48 mnths full

$5,500 $7,500 $9.500 $11,000

www.theice.com

of 48 Version 1.0

Power

ICE OTC Cleared and Bilateral Power Commodity Frequency Type Package Ref






PJM OTC, including: PJM Peak PJM Off-Peak

End of Day Fin Swap, Firm LD, Into Oeak, Into Off-Peak: Last High Low Last Bid Last Offer Best Bid Best Offer Best Bid2 Best Offer2 WAVE Vol

1016 1046 1076 1106 1137


$7,500 $11,500 $16,500 $21,500 $27,500

NA NA

NY OTC, including: NYISO Peak NYISO Off-Peak


1017 1047 1077 1107 1138


$7,500 $11,500 $16,500 $21,500 $27,500

NA NA

Southeast OTC, including: ERCOT Peak ERCOT Off-Peak Ent Peak Ent Off-Peak

End of Day Fin Swap, Firm LD, Into Oeak, Into Off-Peak: Last High Low

1018 1048 1078

12 mnths 24 mnths 36 mnths

$7,500 $11,500 $16,500

NA NA

www.theice.com

of 48 Version 1.0

SOCO Peak SOCO Off-Peak TVA Peak

Last Bid Last Offer Best Bid Best Offer Best Bid2 Best Offer2 WAVE Vol

1108 1139

48 mnths full

$21,500 $27,500

Midwest OTC, including: AD Hub Peak Ad Hub Off-Peak Cinergy Peak Cinergy Off-Peak Minnesota Peak Minnesota Off-Peak NI Hub Peak NI Hub Off-Peak


1019 1049 1079 1109 1140


$7,500 $11,500 $16,500 $21,500 $27,500

NA NA

NEPool OTC, including: NEPool Peak NEPool Off-Peak


1020 1050 1080 1110 1141


$7,500 $11,500 $16,500 $21,500 $27,500

NA NA

West OTC, including: Borah Peak Borah Off-Peak CON Peak COB Off-Peak Four Corners Peak Four Corners Off-Peak

End of Day Fin Swap, Firm LD, Into Oeak, Into Off-Peak: Last High Low Last Bid Last Offer

1021 1051 1081 1111

12 mnths 24 mnths 36 mnths 48 mnths

$7,500 $11,500 $16,500 $21,500

NA NA

www.theice.com

of 48 Version 1.0

John Day Peak John Day Off-Peak Mead Peak Mead Off-Peak Mid Columbia Peak Mid Columbia Off-Peak Mona Peak Mona Off-Peak NOB Peak NOB Off-Peak NP15 Peak NP15 Off-Peak Palo Verde Peak Palo Verde Off-Peak Pinnacle Peak Pinnacle Off-Peak SP15 Peak SP15 Off-Peak West Wing Peak West Wing Off-Peak

Best Bid Best Offer Best Bid2 Best Offer2 WAVE Vol

1142

full $27,500

OTC Power, including: Ad Hub Off-Peak AD Hub Peak Borah Off-Peak Borah Peak Cinergy Off-Peak Cinergy Peak COB Off-Peak CON Peak Ent Off-Peak Ent Peak ERCOT Off-Peak ERCOT Peak Four Corners Off-Peak Four Corners Peak John Day Off-Peak John Day Peak Mead Off-Peak Mead Peak Mid Columbia Off-Peak Mid Columbia Peak Minnesota Off-Peak Minnesota Peak


1022 1052 1082 1112 1143


$15,000 $22,500 $32,000 $42,500 $52,500

NA NA

www.theice.com

of 48 Version 1.0

Mona Off-Peak Mona Peak NI Hub Off-Peak NI Hub Peak NOB Off-Peak NOB Peak NP15 Off-Peak NP15 Peak Palo Verde Off-Peak Palo Verde Peak Pinnacle Off-Peak Pinnacle Peak SOCO Off-Peak SOCO Peak SP15 Off-Peak SP15 Peak TVA Peak West Wing Off-Peak West Wing Peak OTC Daily Index, including: Ad Hub Off-Peak AD Hub Peak Borah Off-Peak Borah Peak Cinergy Off-Peak Cinergy Peak COB Off-Peak CON Peak Ent Off-Peak Ent Peak ERCOT Off-Peak ERCOT Peak Four Corners Off-Peak Four Corners Peak John Day Off-Peak John Day Peak Mead Off-Peak Mead Peak Mid Columbia Off-Peak Mid Columbia Peak Minnesota Off-Peak

End of Day Daily Index 1026 1056 1086 1116 1147


$0 $500 $1,000 $1,750 $2,500

101026 $0

www.theice.com

of 48 Version 1.0

Minnesota Peak Mona Off-Peak Mona Peak NI Hub Off-Peak NI Hub Peak NOB Off-Peak NOB Peak NP15 Off-Peak NP15 Peak Palo Verde Off-Peak Palo Verde Peak Pinnacle Off-Peak Pinnacle Peak SOCO Off-Peak SOCO Peak SP15 Off-Peak SP15 Peak TVA Peak West Wing Off-Peak West Wing Peak OTC Cleared Settlements, including: AD Hub Peak Cinergy Hub Peak Cinergy Hub Off-Peak ERCOT Houston Peak ERCOT North Peak ERCOT South Peak Mid Columbia Peak Mid Columbia Off-Peak NEPool Hub Peak NEPool Hub Off-Peak NI Hub Peak NP15 Peak NP15 Off-Peak NYISO Zone A Peak NYISO Zone A Off-Peak NYISO Zone G Peak NYISO Zone J Peak Palo Verde Peak Palo Verde Off-Peak PJM Peak PJM Off-Peak SP15 Peak

End of Day Fin Swap, Firm LD, Into Oeak, Into Off-Peak:

1028 1058 1088 1118 1149


$2,500 $4,000 $6,500 $8,000 $10,000

101028 $3,000

www.theice.com

of 48 Version 1.0

SP15 Off-Peak PJM OTC, including: PJM Peak PJM Off-Peak

Level 1 Fin Swap, Firm LD, Into Oeak, Into Off-Peak: Last High Low Last Bid Last Offer Best Bid Best Offer Best Bid2 Best Offer2 WAVE Vol

1167 1188

12 mnths 24 mnths

$15,000 $22,500

101167 $18,000

NY OTC, including: NYISO Peak NYISO Off-Peak


1168 1189


$15,000 $22,500

101168 $18,000

Southeast OTC, including: ERCOT Peak ERCOT Off-Peak Ent Peak Ent Off-Peak SOCO Peak SOCO Off-Peak TVA Peak


1169 1190


$15,000 $22,500

101169 $18,000

www.theice.com

of 48 Version 1.0

Midwest OTC, including: AD Hub Peak Ad Hub Off-Peak Cinergy Peak Cinergy Off-Peak Minnesota Peak Minnesota Off-Peak NI Hub Peak NI Hub Off-Peak


1170 1191


$15,000 $22,500

101170 $18,000

NEPool OTC, including: NEPool Peak NEPool Off-Peak


1171 1192


$15,000 $22,500

101171 $18,000

West OTC, including: Borah Peak Borah Off-Peak CON Peak COB Off-Peak Four Corners Peak Four Corners Off-Peak John Day Peak John Day Off-Peak Mead Peak Mead Off-Peak Mid Columbia Peak Mid Columbia Off-Peak Mona Peak Mona Off-Peak


1172 1193


$15,000 $22,500

101172 $18,000

www.theice.com

of 48 Version 1.0

NOB Peak NOB Off-Peak NP15 Peak NP15 Off-Peak Palo Verde Peak Palo Verde Off-Peak Pinnacle Peak Pinnacle Off-Peak SP15 Peak SP15 Off-Peak West Wing Peak West Wing Off-Peak OTC Power, including: Ad Hub Off-Peak AD Hub Peak Borah Off-Peak Borah Peak Cinergy Off-Peak Cinergy Peak COB Off-Peak CON Peak Ent Off-Peak Ent Peak ERCOT Off-Peak ERCOT Peak Four Corners Off-Peak Four Corners Peak John Day Off-Peak John Day Peak Mead Off-Peak Mead Peak Mid Columbia Off-Peak Mid Columbia Peak Minnesota Off-Peak Minnesota Peak Mona Off-Peak Mona Peak NI Hub Off-Peak NI Hub Peak NOB Off-Peak NOB Peak NP15 Off-Peak NP15 Peak


1173 1194

12 mnths 24 mnths

$30,000 $45,000

101173 $36,000

www.theice.com

of 48 Version 1.0

Palo Verde Off-Peak Palo Verde Peak Pinnacle Off-Peak Pinnacle Peak SOCO Off-Peak SOCO Peak SP15 Off-Peak SP15 Peak TVA Peak West Wing Off-Peak West Wing Peak

www.theice.com

of 48 Version 1.0

ICE UK Electricity Futures Commodity Frequency Type Package Ref






UK Electricity only, including: UK Electricity Base UK Electricity Peak


1007 1037 1067 1097 1128


$50 $100 $150 $200 $250

NA NA



1010 1040 1070 1100 1131


$250 $500 $750 $1,000 $1,300

1263 $1,500

UK Electricity Futures only, including: UK Electricity Base UK Electricity Peak


1158 1179 1200 1207 1214


$1,000 $1,800 $2,500 $3,000 $4,000

1270 $6,000

All Futures, including: Brent Gasoil

Level 1 O/H/L/S/V/OI Final Index Rolling Index WAVE

1161 1182

12 mnths 24 mnths

$4,500 $5,500

1273 $18,000

www.theice.com

of 48 Version 1.0

WTI Heating Oil RBOB Gasoline NBP Natural Gas UK Electricity Base UK Electricity Peak ECX Emissions Richards Bay Coal Rotterdam Coal

1 Min Marker 5 Min Marker

1203 1210 1217

36 mnths 48 mnths full

$7,500 $9.500 $11,000

www.theice.com

of 48 Version 1.0

ICE Coal Futures Commodity Frequency Type Package Ref






Coal Futures only, including: Richards Bay Rotterdam


1008 1038 1068 1098 1129


$50 $100 $150 $200 $250

NA NA



1010 1040 1070 1100 1131


$250 $500 $750 $1,000 $1,300

1263 $1,500



1159 1180 1201 1208 1215


$1,000 $1,800 $2,500 $3,000 $4,000

1271 $6,000

All Futures, including: Brent Gasoil

Level 1 O/H/L/S/V/OI Final Index Rolling Index WAVE

1161 1182

12 mnths 24 mnths

$4,500 $5,500

1273 $18,000

www.theice.com

of 48 Version 1.0

WTI Heating Oil RBOB Gasoline NBP Natural Gas UK Electricity Base UK Electricity Peak ECX Emissions Richards Bay Coal Rotterdam Coal

1 Min Marker 5 Min Marker

1203 1210 1217

36 mnths 48 mnths full

$7,500 $9.500 $11,000

www.theice.com

of 48 Version 1.0

Oil

OTC Bilateral and Cleared Oil Commodity Frequency Type Package Ref






Oil OTC, including: 1% NWE FOB Cargo Fuel Oil vs 3.5% Rotterdam FOB Barges Fuel Oil Swap 1% NWE FOB Cargo swap 180cst Sing Fuel Oil vs 380cst Sing Fuel Oil Swap 180cst Sing swap 180cst Singapore Fuel Oil vs 3.5% Rotterdam FOB Barges Fuel Oil Swap 3.5% MED FOB Cargo Fuel Oil vs 3.5% Rotterdam FOB Barges Fuel Oil Swap 3.5% Rdam Barges swap 3.5% Rdam Barges vs Brent 1st line swap 380cst Sing swap Brent 1st Line Crude Time Spread Brent 1st line swap Brent Blend Crude Oil 1st Line vs Dubai Crude Oil 1st Line Swap Dated Brent Blend Crude Oil vs Brent Blend Crude Oil 1st Line Swap Mogas 92 unl Sing swap NWE CIF Cargo vs GO 1st line swap WTI 1st Line Crude Time Spread WTI 1st line swap West Texas Intermediate Crude Oil 1st Line vs Brent Blend Crude Oil 1st Line Swap


1024 1054 1084 1114 1145


$15,000 $22,500 $32,000 $42,500 $52,500

NA NA

Oil OTC, including: 1% NWE FOB Cargo Fuel Oil vs 3.5%

Level 1 Fin Swap, Firm LD, Into Oeak, Into Off-Peak:

1175 1196

12 mnths 24 mnths

$30,000 $45,000

101175 $36,000

www.theice.com

of 48 Version 1.0

Rotterdam FOB Barges Fuel Oil Swap 1% NWE FOB Cargo swap 180cst Sing Fuel Oil vs 380cst Sing Fuel Oil Swap 180cst Sing swap 180cst Singapore Fuel Oil vs 3.5% Rotterdam FOB Barges Fuel Oil Swap 3.5% MED FOB Cargo Fuel Oil vs 3.5% Rotterdam FOB Barges Fuel Oil Swap 3.5% Rdam Barges swap 3.5% Rdam Barges vs Brent 1st line swap 380cst Sing swap Brent 1st Line Crude Time Spread Brent 1st line swap Brent Blend Crude Oil 1st Line vs Dubai Crude Oil 1st Line Swap Dated Brent Blend Crude Oil vs Brent Blend Crude Oil 1st Line Swap Mogas 92 unl Sing swap NWE CIF Cargo vs GO 1st line swap WTI 1st Line Crude Time Spread WTI 1st line swap West Texas Intermediate Crude Oil 1st Line vs Brent Blend Crude Oil 1st Line Swap

Last High Low Last Bid Last Offer Best Bid Best Offer Best Bid2 Best Offer2 WAVE Vol

Cleared Oil OTC, including: 1% NWE FOB Cargo Fuel Oil vs 3.5% Rotterdam FOB Barges Fuel Oil Swap 1% NWE FOB Cargo Time Spread 1% NWE FOB Cargo swap 180cst Sing Fuel Oil vs 380cst Sing Fuel Oil Swap 180cst Sing Time Spread 180cst Sing swap 180cst Singapore Fuel Oil vs 3.5% Rotterdam FOB Barges Fuel Oil Swap 3.5% MED FOB Cargo Fuel Oil vs 3.5% Rotterdam FOB Barges Fuel Oil Swap 3.5% Rdam Barges Time Spread

End of Day Cleared: Last High Low Last Bid Last Offer Best Bid Best Offer Best Bid2 Best Offer2 WAVE Vol

1030 1060 1090 1120 1151


$2,500 $4,000 $6,500 $8,000 $10,000

101030 $3,000

www.theice.com

of 48 Version 1.0

3.5% Rdam Barges swap 3.5% Rdam barges vs Brent 1st line swap 380cst Sing Time Spread 380cst Sing swap Brent 1st Line Crude Time Spread Brent 1st line swap Dated Brent Blend Crude Oil vs Brent Blend Crude Oil 1st Line Swap NWE CIF Cargo vs GO 1st line swap WTI 1st Line Crude Time Spread WTI 1st line swap West Texas Intermediate Crude Oil 1st Line vs Brent Blend Crude Oil 1st Line Swap

www.theice.com

of 48 Version 1.0

ICE Oil Futures Commodity Frequency Type Package Ref






Brent Futures only, including: End of Day O/H/L/S/V/OI Final Index Rolling Index WAVE 1 Min Marker 5 Min Marker

1001 1031 1061 1091 1121


$50 $100 $150 $200 $250

NA NA

Gasoil Futures only, including: End of Day O/H/L/S/V/OI Final Index Rolling Index WAVE 1 Min Marker 5 Min Marker

1002 1032 1062 1092 1122


$50 $100 $150 $200 $250

NA NA

WTI Futures only, including: End of Day O/H/L/S/V/OI Final Index Rolling Index WAVE 1 Min Marker 5 Min Marker

1003 1033 1063 1093 1123


$50 $100 $150 $200 $250

NA NA

Middle East Sour crude Futures only, including:


NA NA NA


NA NA NA

NA NA

www.theice.com

of 48 Version 1.0

NA 1124

48 mnths full

NA $250

Heating Oil Futures only, including: End of Day O/H/L/S/V/OI Final Index Rolling Index WAVE 1 Min Marker 5 Min Marker

1104 1034 1064 1094 1125


$25 $50 $75 $100 $125

NA NA

RBOB Futures only, including: End of Day O/H/L/S/V/OI Final Index Rolling Index WAVE 1 Min Marker 5 Min Marker

1105 1035 1065 1095 1126


$25 $50 $75 $100 $125

NA NA



1010 1040 1070 1100 1131


$250 $500 $750 $1,000 $1,300

1263 $1,500

Brent Futures only, including: Level 1 O/H/L/S/V/OI Final Index Rolling Index WAVE 1 Min Marker 5 Min Marker

1152 1176 1197 1204

12 mnths 24 mnths 36 mnths 48 mnths

$50 $100 $150 $200

1264 $6,000

www.theice.com

of 48 Version 1.0

1211

full

$250

Gasoil Futures only, including: Level 1 O/H/L/S/V/OI Final Index Rolling Index WAVE 1 Min Marker 5 Min Marker

1153 1177 1198 1205 1212


$50 $100 $150 $200 $250

1265 $6,000

WTI Futures only, including: Level 1 O/H/L/S/V/OI Final Index Rolling Index WAVE 1 Min Marker 5 Min Marker

1154 NA NA NA NA


$1,000 NA NA NA NA

1266 $6,000



NA NA NA NA NA


NA NA NA NA NA

101154 $6,000

Heating Oil Futures only, including: Level 1 O/H/L/S/V/OI Final Index Rolling Index WAVE 1 Min Marker 5 Min Marker

1155 NA NA NA NA


$500 NA NA NA NA

1267 $6,000

RBOB Futures only, including: Level 1 O/H/L/S/V/OI Final Index

1156

12 mnths

$500

1268 $6,000

www.theice.com

of 48 Version 1.0

Rolling Index WAVE 1 Min Marker 5 Min Marker

NA NA NA NA


NA NA NA NA



1161 1182 1203 1210 1217


$250 $500 $750 $1,000 $1,300

1273 $18,000

www.theice.com

of 48 Version 1.0

Emissions

ICE ECX Futures Commodity Frequency Type Package Ref






Emissions Futures only, including: ECX CFI


1009 1039 1069 1099 1130


$25 $50 $75 $100 $125

NA NA



1010 1040 1070 1100 1131


$250 $500 $750 $1,000 $1,300

1263 $1,500



1160 1181 1202 1209 1216


$1,000 $1,800 $2,500 $3,000 $4,000

1272 $6,000

All Futures, including: Level 1 O/H/L/S/V/OI 1161 12 mnths $4,500 1273 $18,000

www.theice.com

of 48 Version 1.0

Brent Gasoil WTI Heating Oil RBOB Gasoline NBP Natural Gas UK Electricity Base UK Electricity Peak ECX Emissions Richards Bay Coal Rotterdam Coal

Final Index Rolling Index WAVE 1 Min Marker 5 Min Marker

1182 1203 1210 1217


$5,500 $7,500 $9.500 $11,000

www.theice.com

of 48 Version 1.0

Agricultural

NYBOT Futures NYBOT Futures data is not currently available, this will be available in the near future.

www.theice.com

of 48 Version 1.0

Financials Financial historical data is not currently available, this will be available in the near future.

www.theice.com

of 48 Version 1.0

Futures Commodity Frequency Type Package Ref






Brent Futures only, including: End of Day O/H/L/S/V/OI Final Index Rolling Index WAVE 1 Min Marker 5 Min Marker

1001 1031 1061 1091 1121


$50 $100 $150 $200 $250

NA NA

Gasoil Futures only, including: End of Day O/H/L/S/V/OI Final Index Rolling Index WAVE 1 Min Marker 5 Min Marker

1002 1032 1062 1092 1122


$50 $100 $150 $200 $250

NA NA

WTI Futures only, including: End of Day O/H/L/S/V/OI Final Index Rolling Index WAVE 1 Min Marker 5 Min Marker

1003 1033 1063 1093 1123


$50 $100 $150 $200 $250

NA NA


End of Day O/H/L/S/V/OI Final Index Rolling Index WAVE 1 Min Marker

NA NA NA


NA NA NA

NA NA

www.theice.com

of 48 Version 1.0

5 Min Marker NA 1124

48 mnths full

NA $250

Heating Oil Futures only, including: End of Day O/H/L/S/V/OI Final Index Rolling Index WAVE 1 Min Marker 5 Min Marker

1104 1034 1064 1094 1125


$25 $50 $75 $100 $125

NA NA

RBOB Futures only, including: End of Day O/H/L/S/V/OI Final Index Rolling Index WAVE 1 Min Marker 5 Min Marker

1105 1035 1065 1095 1126


$25 $50 $75 $100 $125

NA NA



1006 1036 1066 1096 1127


$50 $100 $150 $200 $250

NA NA



1007 1037 1067 1097 1128


$50 $100 $150 $200 $250

NA NA

www.theice.com

of 48 Version 1.0



1008 1038 1068 1098 1129


$50 $100 $150 $200 $250

NA NA



1009 1039 1069 1099 1130


$25 $50 $75 $100 $125

NA NA



1010 1040 1070 1100 1131


$250 $500 $750 $1,000 $1,300

1263 $1,500

Brent Futures only, including: Level 1 O/H/L/S/V/OI Final Index Rolling Index WAVE 1 Min Marker 5 Min Marker

1152 1176 1197 1204 1211


$50 $100 $150 $200 $250

1264 $6,000

www.theice.com

of 48 Version 1.0

Gasoil Futures only, including: Level 1 O/H/L/S/V/OI Final Index Rolling Index WAVE 1 Min Marker 5 Min Marker

1153 1177 1198 1205 1212


$50 $100 $150 $200 $250

1265 $6,000

WTI Futures only, including: Level 1 O/H/L/S/V/OI Final Index Rolling Index WAVE 1 Min Marker 5 Min Marker

1154 NA NA NA NA


$1,000 NA NA NA NA

1266 $6,000



NA NA NA NA NA


NA NA NA NA NA

101154 $6,000

Heating Oil Futures only, including: Level 1 O/H/L/S/V/OI Final Index Rolling Index WAVE 1 Min Marker 5 Min Marker

1155 NA NA NA NA


$500 NA NA NA NA

1267 $6,000

RBOB Futures only, including: Level 1 O/H/L/S/V/OI Final Index Rolling Index WAVE 1 Min Marker

1156 NA NA


$500 NA NA

1268 $6,000

www.theice.com

of 48 Version 1.0

5 Min Marker NA NA

48 mnths full

NA NA



1157 1178 1199 1206 1213


$50 $100 $150 $200 $250

1269 $6,000



1158 1179 1200 1207 1214


$50 $100 $150 $200 $250

1270 $6,000



1159 1180 1201 1208 1215


$50 $100 $150 $200 $250

1271 $6,000



1160 1181 1202 1209 1216


$25 $50 $75 $100 $125

1272 $6,000

www.theice.com

of 48 Version 1.0



1161 1182 1203 1210 1217


$250 $500 $750 $1,000 $1,300

1273 $18,000

*Please Note: Package content and cost change from time to time, ICE Data will update these lists as required, though if you would like to confirm any information please do not hesitate to contact [email protected].

overview - ice catalogue.pdf · best bid2 best offer2 wave vol 1013 1043 1073 1103 1134 12 mnths 24...

Documents