Case Study

CME Group Pricing and Forward Curves

CME Group Pricing and Forward Curves

Pages 3 Pages

CME Group Pricing and Forward Curves | 2016 ZE PowerGroup Inc. All rights reserved. www.ze.com 3 2 Base Requirements: • W ide range of commodities – Oil, Gas, Electricity, Metals, Derivatives, Coal, Agriculture, Weather, Carbon, Currencies and others. • Multiple data inputs - 123 data providers with over 300 data feeds. • High number of curves – more than 13,000 curves resulting in 46000 final values for liquid and illiquid markets per day. • Integration with downstream systems including settlement systems and R • V alidation of results through curve analysis including percent error, standard deviation, threshold, completeness, timeliness and more. • Rapid publication of curve results due to regulatory and internal requirements to produce curves within a stringent time constraint

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