EGSI Financial Gas Futures
EEX offers Financial Gas Futures settled against the European Gas Spot Index (EGSI) – the most transparent and liquid reference price in the European gas market. These contracts are listed for the TTF (Dutch), THE (German), NBP (British ) and CEGH (Austrian) market areas, covering the whole curve from short-term (daily, weekend, weekly, current month) to longer-term maturities (month, quarter, season, calendar year).
Advantages of trading financial gas derivatives at EEX
- Trading gas without physical delivery
- Covered in Power Plus Membership at no extra costs
- Hedging up until the current settlement month, like Power futures
- Short-term maturities available in day-, weekend- and week-futures
- Provide Trade-at-index opportunity (TAI)
- Spark-spreads with guaranteed execution
About the European Gas Spot Index (EGSI)
EGSI - the N°1 benchmark for Natural Gas in Europe
EGSI index is determined as the volume-weighted average price of all trades in the day-ahead and weekend contracts executed between 8:00 and 18:00 CET on the exchange trading day before the start of the delivery period of the contract. EGSI has become the most trusted Natural Gas index across Europe.
| Publishing date | Title | File |
|---|---|---|
| 2025-02-03 | Settlement Pricing Procedure V5.28 - English | pdf (272 KB) |
| 2024-05-31 | Contract Details file for Natural Gas Futures and OTF | xlsx (2 MB) |
| 2021-06-22 | Quick Guide to EGSI Futures in Joule | pdf (358 KB) |
| 2021-06-22 | Quick Guide to Spark Spreads in Joule | pdf (175 KB) |