Current Margin Snapshot — NaturalGas
| Contract | DTE | Initial % | ELM % | Tender % | Total % | Add. Long % | Add. Short % | Ann. Vol % |
|---|---|---|---|---|---|---|---|---|
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Forward Curve — Today
Panic Spread Signals
| Expiry | Current % | Predicted | Signal |
|---|---|---|---|
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Forward Margin Curve — All Active Expiries
Volatility Term Structure
Margin Spread: NATURALGAS vs NATGASMINI
Initial Margin % Over Time (Front Month)
Daily Volatility Over Time
Margin vs Volatility (Scatter)
Average Margin by Month (NATURALGAS, All Years)
Average Margin by Year (2010–2026)
Monthly Margin Heatmap — Year × Month (NATURALGAS)
Low → Mid → High Margin
Blank = no data
DTE vs Margin — How Margin Changes as Expiry Approaches
Lag Correlation: Margin % vs Daily Volatility
Correlation is strongest at lag=0 (simultaneous). Relationship weakens beyond 10 days — MCX responds to current vol, not future conditions.
Margin Prediction Model — Panic Spread (Full Forward Curve)
Predicted = 0.886 × Current Margin + 43.0 × Daily Vol. Red zone = predicted hike. Green zone = predicted cut.
5-Day Rolling Average vs Spot Margin
Historical Percentile Rank Over Time
P90+ = top 10% of all-time highs. P10- = historically cheap levels.
| Date | Expiry | DTE | Initial % | ELM % | Tender % | Total % | Daily Vol | Ann. Vol % |
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