Developed in direct response to client feedback and evolving market needs, we’re pleased to announce the launch of our new hourly European Power and Gas forward curves, powered by GFI liquidity.

Market participants are consistently telling us they need forward curves that reflect real, tradable market colour and stand up to valuation scrutiny, risk review, and governance challenges. This new solution has been built specifically to address those requirements.

Derived from real, executable trading activity and broker-calibrated market observations, these curves capture true market colour across GFI energy markets. The result is robust, reliable forward curves purpose built to support valuation, risk measurement, P&L attribution, and model governance, grounded in how the market trades.

Our methodology aggregates liquidity across tenors and venues, delivering consistent forward pricing that reflects where risk can genuinely be transacted, not theoretical constructs. This makes the curves well suited for mark-to-market valuation, stress testing, hedging analysis, and regulatory reporting, even in thinner or more volatile market conditions.

Coverage spans key EU power and gas markets, with curves constructed by experienced market practitioners bringing deep, real-world trading expertise to every point on the curve.

At Fenics Market Data, we’re proud to help market participants strengthen pricing integrity, risk oversight, and governance through transparent, high quality, market driven data.

For details on accessing this new content, please contact: [email protected]