Commodity Swap Calculator
Calculate commodity swap settlements, hedge values, and manage commodity price risk exposure.
Commodity Swap Details
$
$
months
Commodity Swap exchanges a fixed commodity price for a floating (market) price. Used by producers and consumers to hedge price risk.
Net Settlement per Period
$25,000
You receive this amount
Fixed Price
$75.00
Spot Price
$78.00
Hedge Position
Saving $3.00 per unit
Total hedge value: $300,000
Swap Valuation
Fixed Leg Value$7.50M
Floating Leg Value$7.80M
Net Swap Value$300,000 (asset)
Risk Metrics
Quantity per Period8,333.333 barrels
Price Difference$3.00 above fixed
Potential Volatility (1-year)$1.56M