Indicative Yield
10.9%
Bid 10.2% · Ask 10.9%
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Market prices, positions, participants and transactions are simulated for demonstration purposes.
THEORI-ENG-US-NE-WP27
Northeast Winter Peak Demand
Protection against an extreme winter demand event driven by prolonged low temperatures across the Northeast United States.
EnergyNortheast United StatesIndicative
Implied Probability
14.9%
Historical frequency 13.1%
Total Notional
$53M
$15.7M available
Maturity
28 Feb 2027
1 December 2026 – 28 February 2027
Contract Definition
Objective terms governing observation and settlement.
Trigger
The contracted regional electricity-demand index exceeds the seasonal peak threshold during the observation period.
Geographic Scope
Northeast United States
Observation Period
1 December 2026 – 28 February 2027
Data Source
Independent weather and regional electricity-demand data
Indicative Market History
Illustrative yield and probability movements.
Historical pricing chart workstream pending
Settlement
Automatic cash settlement after final contracted demand observations are confirmed.
AI Risk Brief
Current pricing reflects elevated seasonal uncertainty
The current indicative premium is above the historical event frequency, reflecting recent forecast conditions, elevated energy-market sensitivity and constrained available capacity.