Baltic Forward Curves

Baltic Forward Curves are an estimated mid-price based on assessments submitted by leading FFA brokers at 1700 (London) covering the dry, tanker and gas (LPG and LNG) markets.

Open FFA positions are marked against the Baltic daily settlement price for their respective product and expiry and the clearing exchange and clearing member calculates a daily mark to market calculation which is used for margining.

The Baltic only publishes forward curves for those contracts listed by a clearing house.

Full details can be found in the Guide to Market Benchmarks (GMB).

Forward curves are currently produced for the following products