Commodity Swaps
Exchange the cashflows. Value the legs. Explain the P&L.
Master commodity swaps as a full enterprise instrument family: fixed-floating, basis, index and differential structures, crack, spark and dark spreads, cross-commodity and quanto swaps, averaging conventions, valuation, P&L explain, hedging, collateral, settlement and CTRM implementation.
OTC & cleared · Fixed/floating · Basis · Crack & spark · Quanto · Valuation · P&L explain
Design it, book it, value it, risk it, operate it, implement it
100 chapters does not mean 100 definitions. This programme follows the academy's standard ten-module architecture, so the instrument is taken from first principles through to a working CTRM representation, using the same structure as every other programme in the academy.
Worked cases run on NorthStar Global Commodities, a fictional instrument book created for teaching. It does not describe any real firm, person or transaction.
10 modules · 100 chapters
M0 Commodity Swap Foundations Ch 1-10 · 10 chapters
- What a Commodity Swap Actually Is
- Swap vs Forward vs Future
- Fixed Leg and Floating Leg
- Commodity Swap Payoff Mechanics
- Swap Instrument Hierarchy
- Single-Period vs Multi-Period Swaps
- Physical Reference Without Physical Delivery
- OTC Bilateral vs Cleared Commodity Swaps
- Commodity Swap Lifecycle
- NorthStar Multi-Commodity Swap Estate
M1 Core Swap Structures Ch 11-20 · 10 chapters
- Fixed-for-Floating Commodity Swaps
- Floating-for-Floating Swaps
- Commodity Basis Swaps
- Location Basis Swaps
- Quality and Grade Differential Swaps
- Calendar and Time-Spread Swaps
- Index Swaps
- Average-Price Commodity Swaps
- Bullet vs Periodic Settlement Swaps
- Accreting and Amortising Swaps
M2 Advanced Linear & Cross-Commodity Swaps Ch 21-30 · 10 chapters
- Cross-Commodity Swaps
- Crack Spread Swaps
- Spark Spread Swaps
- Dark Spread Swaps
- Clean Spark Spread Swaps
- Clean Dark Spread Swaps
- Refinery Margin Swaps
- LNG Netback Swaps
- Freight-Linked Commodity Swaps
- Multi-Index Basket Swaps
M3 Commodity-Specific Swap Markets Ch 31-40 · 10 chapters
- European Natural Gas Swaps
- North American Natural Gas Swaps
- Crude Oil Swaps
- Refined Product Swaps
- Power Swaps
- LNG Swaps
- Emissions and Environmental Swaps
- Metals Swaps
- Agriculture and Soft Commodity Swaps
- Freight Swaps and FFAs
M4 Pricing, Curves & Valuation Ch 41-50 · 10 chapters
- Fair Fixed Price of a Commodity Swap
- Valuing an Existing Fixed-Floating Swap
- Multi-Period Swap Valuation
- Average-Price Swap Valuation
- Basis Swap Valuation
- Cross-Commodity Swap Valuation
- Quanto Commodity Swaps
- Long-Dated Swap Valuation
- Valuation Adjustments and Uncertainty
- Multi-Commodity Swap Valuation Lab
M5 Fixings, Position & P\&L Explain Ch 51-60 · 10 chapters
- Swap Fixing Architecture
- Partial Fixing and Residual Exposure
- Swap Position Construction
- Fixed-Leg and Floating-Leg P\&L
- Curve-Movement P\&L Explain
- Basis-Swap P\&L Explain
- Cross-Commodity P\&L Explain
- Fixing P\&L and Settlement Progression
- New-Deal, Amendment and Termination P\&L
- Complete Swap P\&L Explain
M6 Market Risk, Greeks & Hedging Ch 61-70 · 10 chapters
- Swap Delta
- Curve Bucket Risk
- Basis Delta
- Cross-Commodity Sensitivity
- FX and Quanto Risk
- Swap VaR
- Swap Stress Testing
- Hedging Swaps with Futures
- Hedging Swaps with Other Swaps and Forwards
- Swap Risk Dashboard
M7 Credit, Netting, Collateral & Clearing Ch 71-80 · 10 chapters
- Counterparty Exposure on Swaps
- ISDA Commodity Swap Documentation
- Netting Sets and Close-Out Groups
- Potential Future Exposure for Swaps
- Collateralized Bilateral Swaps
- Cleared Commodity Swaps
- Margin Liquidity on Cleared Swaps
- Wrong-Way Risk in Swap Portfolios
- Pre-Trade Credit for Commodity Swaps
- Swap Counterparty Crisis Case
M8 Lifecycle, Settlement, Accounting & Control Ch 81-90 · 10 chapters
- Commodity Swap Confirmation
- Benchmark Disruption and Price Source Fallbacks
- Swap Amendments
- Swap Novation
- Early Termination and Tear-Up
- Swap Settlement Calculation
- Swap Accounting Fundamentals
- Hedge Accounting Considerations for Swaps
- Swap Reconciliation and Product Control
- Month-End Commodity Swap Close
M9 CTRM/ETRM Engineering & Capstone Ch 91-100 · 10 chapters
- Canonical Commodity Swap Data Model
- Swap Leg Architecture
- Fixing and Observation Data Model
- Swap Valuation Service Architecture
- Swap Position and P\&L Engine
- Swap Risk Engine Architecture
- Swap Credit and Collateral Integration
- Complex Swap Architecture Case
- Tier-1 Commodity Swap Implementation Lab
- NorthStar Commodity Swap Capstone
Three ways to take Commodity Swaps
| Feature | Self-paced | Cohort | Enterprise |
|---|---|---|---|
| Format | Written chapters, video explainers and podcasts | Everything in self-paced, plus scheduled live sessions | Everything in cohort, delivered privately to your team |
| Live sessions | None | Scheduled, instructor-led | Scheduled, instructor-led, private |
| Mentorship | Not offered | Not offered | Not offered |
| Access | Lifetime | Lifetime | Lifetime for every enrolled seat |
| Pace | Entirely your own | Guided schedule with a peer group | Agreed with your desk |
| Tailoring | Fixed curriculum | Fixed curriculum | Sequenced to your markets, systems and governance |
| Best for | Individuals learning around a job | Individuals who want structure and deadlines | Desks building the same capability together |
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