Commodities Real Time Pricing Analytics


The Commodities Research and Analytics team is a group within the Supply Chain and Commodities Content Operations division. Together with a mix of Content, Systems and Technical expertise, the team creates, owns and maintains a series of Realtime Pricing Analytics across the array of Commodities asset types. The pricing analytics range from Option Analytics to Forward Refinery Margins, Fair Values and Arbitrages among others.

The pricing analytics are developed using proprietary quantitative models or by replicating standard industry or market models. All the pricing analytics are made available on quote instruments (RICs) with both Real time and End of Day/Intraday Timeseries data, thus providing seamless access to the data in Thomson Reuters Desktop product or Enterprise Feed Products.

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Features and Benefits

Spot and/or Forward looking view of market

Insight into Analysis

Depth of granularity in contract maturities

Concise screens/views for the data

Advance Quantitative Approach or Standard Market Model

Extensive coverage of commodities products in terms of quality grades

Easy access to data via quote instruments

All data viewable in the standard charting tools

Any piece of data exportable into Excel to power other models

Intraday View of Complex Indicators

Complete Regional Coverage

Additional Content Info

List of Commodities Real Time Pricing Analytics

Biofuel Margin Metal Arbitrage Swap Assessment and Fair Value EU Power Composite (TRPC) Freight Rate Model Futures Contract Strip
World Grain & Oilseed Cash Pricing Gold & Silver Pricing Refinery Margin & Netback Fuel Switching Model FFA Fair Value Dispersion Index
Crush Margin LME ATM Implied Volatility Official Selling Price SRMC Model Technical Analytics
LME METAL Outright Curve Oil Benchmark Pricing European Power Fair Value Futures Fair Value
XAU, XAG Implied Deposit & Forward Spread & Arbitrage European Gas Fair Value Implied Volatility Surface
Calendar Month Average Coal Fair Value ATM Exchange Traded Option
Crude & Products Arbitrage Gas Oil-indexed Formula Index Analytic
STEO Confident Interval Location Spreads Active Options
ICE Opening Price Projection Spark & Dark Spreads Convenience Yield
Coal Arbitrage Option ATM Volatility
Monthly Option Vol & OI
Future Contracts Spreads
10 Year window Average

Please refer to Link - Real Time Pricing Analytics for a complete guide to Commodities Real Time Pricing Analytics covering Option Analytics to Forward Refinery Margins, Fair Values and Arbitrages among others.


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