The Tankard indices take the volume-weighted average of natural gas transactions arranged by ICAP, Marex Spectron and Tullett Prebon. These transactions include bilateral and cleared deals. All voice and electronic trades in the day up to 17:29:59 (UK time) are included in the Day-Ahead, Weekend-Ahead and Month-Ahead Tankard All Day index calculations. All electronic trades from 15:25:00 to 15:29:59 (UK time) are included in the Day-Ahead and Weekend-Ahead Tankard 15:30 index calculations. For more information on these products, please see the Tankard Methodology.
Tankard Index Filtering
Tankard uses a filter prior to calculating the index figures to remove any obvious outliers. For further information on how Tankard filters the indices, please see the Tankard Methodology.
All Tankard indices follow UK local time and the UK business day calendar. Day-Ahead and Month-Ahead Tankard All Day indices are published daily at 18:00 (UK time). The Weekend-Ahead Tankard All Day index is published at 18:00 (UK time) on the last business day of the week. The Day-Ahead NBP and TTF Tankard 15:30 indices are published daily at 16:00 (UK time). The Weekend-Ahead NBP and TTF Tankard 15:30 indices are published at 16:00 (UK time) on the last business day of the week. The Tankard index data can be downloaded from this site in a CSV file format.
All Tankard indices are published for personal and internal use only. For further information on how the Tankard indices may be used, please click here. For all licensing enquiries please contact us at firstname.lastname@example.org.