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©2006 Kase and Company, Inc.
All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without the prior written permission of Kase and Company, Inc.
Compliance Statement & Disclaimer
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Basis and Regression Analysis
This service provides a means to measure the effectiveness of a hedge. A 12 month rolling R2 which is graphed by date in order to identify trends in the correlation over time is provided. In addition, descriptive statistics on the R2 and percentile rankings are given. The raw data used in the study is also provided along with pipeline-to-pipeline analysis.
This service provides the risk manager with information essential to making the decision as to whether to hedge in the underlying index (the pipeline itself) or NYMEX, and if the latter decision is made to assess the risk associated with the decision.
Also provided is information on what the basis has been for a particular pipeline over the past three years, the change in basis from month to month, and percentile rankings. Thus, it is possible to discern whether the current basis is favorable or unfavorable.
Product Descriptions
Product Pricing
| Complete Fee Schedule |
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All Pipelines |
| Full Year (12 Issues) - All |
$6,000 |
| per Pipeline |
$1,285 |
| Every 3rd Month (4 Issues) - All |
$2,200 |
| per Pipeline |
$470 |
| 3 Consecutive Months - All |
$1,800 |
| per Pipeline |
$380 |
| One Time |
$700 |
| per Pipeline |
$150 |
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