Pilot Energy 05/26/2026 Procurement
5 min read

On a napkin

$/MWh $80 $60 $40 Summer Winter Summer Jan Y1 Jan Y2 Jan Y3 monthly strips

The short version

The electricity forward curve is the market's current best estimate of what electricity will cost in each future month or year. It is constructed from exchange-traded futures, broker markets, and over-the-counter transactions at major hub locations — PJM Western Hub, CAISO NP15, ERCOT North Hub, and others. Energy buyers use the forward curve to evaluate whether to fix prices now or wait, and to benchmark the competitiveness of supplier quotes.

The forward curve is not a forecast. It is the price at which buyers and sellers are willing to transact today for future delivery. It reflects the market's expectation of future prices, the cost of hedging, risk premiums, and the liquidity of the forward market. Sophisticated buyers treat it as a tool for decision-making, not a prediction.

Electricity is not natural gas: Electricity forward curves are derived partly from natural gas forward curves — in most US markets, gas-fired generation is the marginal price-setter for a significant portion of hours. Understanding natural gas forwards is therefore prerequisite to understanding electricity forwards. The relationship is expressed through the implied heat rate: electricity price / gas price = implied heat rate.

Reading the seasonal shape

Electricity forward curves have characteristic seasonal shapes driven by load patterns. Summer peaks (July–August) reflect air conditioning demand in most US markets. Winter peaks (December–February) reflect heating demand, particularly in gas-dependent heating regions like the Northeast. Shoulder months (spring and fall) are typically the lowest-priced periods when mild weather keeps load and gas prices both low.

The spread between on-peak and off-peak prices — traded as separate products in most markets — reflects the value of dispatchable generation during high-demand hours vs. low-demand hours. This spread is a signal of supply adequacy and transmission constraints.

Contango vs. backwardation

When the forward curve slopes upward (each successive year is priced higher), it is in contango — the market expects prices to rise, or is charging a risk premium for locking in farther-out periods. When the curve slopes downward, it is backwardated — the market expects future prices to be lower than current. Backwardated curves create an opportunity for buyers to lock in rates below expected spot, but the curve prices this in. Neither shape guarantees future outcomes.

Liquidity and the far curve

Electricity forward markets are most liquid 1–2 years out. Beyond 3 years, liquidity thins substantially and bid-ask spreads widen — suppliers building large risk premiums into longer-term fixed quotes to compensate for their inability to hedge at competitive rates. Buyers seeking 5+ year fixed price certainty typically pay a meaningful premium for it, and large industrial buyers often accept index pricing beyond the 3-year horizon for this reason.

Common questions

What is the electricity forward curve?
The electricity forward curve is the market's current estimate of what electricity will cost in each future month or year, derived from exchange-traded futures and OTC transactions at major hub locations. It is not a price forecast — it is the price at which market participants are willing to transact today for future delivery. Energy buyers use it to benchmark supplier quotes and time procurement decisions.
How is the electricity forward curve constructed?
The electricity forward curve is built from exchange-traded futures (ICE, CME), broker markets, and over-the-counter transactions at reference hubs like PJM Western Hub, CAISO NP15, and ERCOT North Hub. Monthly strips, quarterly strips, and calendar-year products trade at these hubs. Suppliers use the forward curve to price fixed retail contracts, adding a margin and load-shaping adder to the hub price.
What is the relationship between electricity and natural gas prices?
In most US markets, natural gas generation is the marginal price-setter for a significant portion of hours, creating a strong correlation between electricity and gas forward prices. This relationship is expressed as the implied heat rate: electricity price divided by gas price. When the implied heat rate is high relative to the efficient heat rate of combined-cycle gas plants, the electricity market is pricing in scarcity or higher-cost generation at the margin.
What does it mean when the forward curve is in contango or backwardation?
Contango means future prices are higher than current prices — the market expects prices to rise, or is charging a risk premium for farther-out hedges. Backwardation means future prices are lower than current — the market expects prices to fall. For buyers, a backwardated curve presents an opportunity to lock in below expected future spot prices. However, the curve already prices in these expectations, so neither shape guarantees savings.
Why are long-dated electricity fixed prices more expensive?
Electricity forward markets thin substantially beyond 3 years — fewer participants trade, bid-ask spreads widen, and suppliers cannot hedge their obligations at competitive rates. To compensate, they build larger risk premiums into long-dated fixed quotes. Buyers seeking 5+ year price certainty pay a meaningful premium, which is why large industrial buyers often use index pricing with shorter fixed hedges overlaid beyond the 3-year horizon.

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