Since 1990, ICAP 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.

Data Supplied: The 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. For a complete list of all ICAP data supplied, please contact Olivier Roguez.