BRIEF SUMMARY

Since 1990, Garban Intercapital has become the leading specialist in the oil derivatives markets, with teams in London and Singapore creating a coherent and visible two-way marketplace in the more actively traded over the counter (OTC) products. As a separate service, the company also provides access to a unique historical database of energy swap pricing, stretching back over ten years to the earliest days of these markets. 

This data is now available as an optional dataset for LIM customers.

DATA SUPPLIED:

This new optional dataset includes crude oil, crack spread and products swaps in North West European, Mediterranean and Far Eastern markets as well as UK forward electricity swaps. A separate database of strips pricing models the most popular swap pricing mechanisms for widely traded exchange futures contracts on the NYMEX and IPE.

UPDATE FREQUENCY:

Daily