The EEX CEGH Front Month Index is a price index based on settlement prices of EEX CEGH Futures Market. It is used as industry benchmark index for the CEE.

The EEX CEGH Front Month Index will be determined and published for the expiry month on a monthly basis. The publication shall be after the expiry date of each month and shall be published on the website of CEGH.

Calculation method

In order to calculate the EEX CEGH Front Month Index for the respective first front month, all settlement prices within the assessment period shall be taken into account for arithmetic averaging.

EEX CEGH Front Month Index                …CEGH Futures Index      [EUR/MWh]

X_i                                                           … Settlement price per trading day [EUR/MWh]

z                                                            …number of trading days

For more information please read the detailed description of CEGH Front Month Index.

EEX CEGH FRONT MONTH INDEX Factsheet

The Index values from 2011 till 2022 can be found here.

The EEX CEGH 1st Front Month Index (%) is published as a reference price for the Gas Market in Austria and can be used as a market based alternative in delivery or supply contracts.

The Index is based on the First Front Month Index of the EEX CEGH Futures product, starting with delivery period February 2011 (22.834 EUR/MWh)

The formula for the calculation (example for 1st FM Reference Index July 2016)

 

 

The data for the 1st Month Reference Index can be found in the market data table (select CEGH 1FM)

The EEX CEGH Front Quarter Index is an index based on the settlement prices of EEX CEGH Gas Exchange Market.

The EEX CEGH Front Quarter Index is determined and published for the first Front Quarter Contract on a quarterly basis. The determination and publication is done after the expiry date of each Front Quarter Contract and will be published on the website of CEGH Gas Exchange.

Calculation method:

In order to calculate the EEX CEGH Front Quarter Index, all settlement prices in the respective contract within the assessment period shall be taken into account for arithmetic averaging.

EEX CEGH Front Quarter Index              …[EUR/MWh]

Xi                                                           … Settlement price per trading day [EUR/MWh]

z                                                            …number of trading days

For more information please read the detailed description of EEX CEGH Front Quarter Index. You can find the values for the Front Quarter Index here.

EEX CEGH FRONT QUARTER INDEX Factsheet

 

The CEGH FM 22 is published as a special index for the Gas Market in Austria. It is based on the First Front Month contract of the EEX CEGH Gas Exchange Futures Market, calculated as an average price of all trading days from the first calendar day of a month until day 22 of the respective month. The value of the starting month (contract March 2019) is the basis 100, and the index is then calculated for each month as the deviation in relation to the starting month.

The formula for the calculation (example for FM 22 May 2019):

The Index can be found here.

For more information please read the detailed description of  CEGH FM 22 Index.

 CEGH FM 22 Factsheet