Summit Day: 19 May 2026
Conference: 20 - 21 May 2026
Summit Day
From weather-driven demand swings to geopolitical shocks and shifting storage balances, how did traders manage volatility effectively. Get insight into the drivers, hubs, price and demand to read risks and secure affordable supply.
- How where storages filled this winter and who took the risks?
- How did we use emergency measures
- Where there supply delays?
- Is SOS fear over now?
- Did Ukraine need EU imports to secure supply?
- Did industrial, data centre and power sector gas use rise?
- Is TTF becoming the international benchmark?
- Does it constrain HH or do you see increase use of HH as indexation in Europe & Asia and why?
- Which markets will be sticking to Brent-linked contracts?
- Is enough liquidity in JKM derivatives to provide effective hedging?
- Do you expect Europe to refill Ukraine storages and how CEGH help with the flows?
The growing volatility in gas prices complicates the trading environment and is predicted to increase in coming years. How can traders mitigate risks associated with price volatility, coming from unexpected events (such as weather-related, infrastructure-related, among others)?
A deep dive into infrastructure utilisation from demand & supply fundamentals.
- What amendments in favour of industries are to be expected?
- How to create viable framework for next 20 years that enables infrastructure investments without subsidies?
- What are the implications of prolonged storage regulation?
Considering the uncertain energy consumption and production trends in Asia, how might potential growth or stagnation shape the future development of the global natural gas market? This session examines the evolving dynamics of gas pricing, with a focus on China’s transformative energy reforms and the increasing prominence of the JKM as a key benchmark for LNG pricing.
This session will present the results of the annual IGU report on global wholesale gas price formation and global gas price convergence. Related issues including the trends in the pricing of spot and long-term contracts, LNG and pipeline gas, and the pricing of hydrogen and renewable gases will be further discussed.
Energy trading driven by a complex energy mix and volatility, demands faster transactions, data analysis, and decision-making. Discover how AI, algorithmic trading, cloud computing, and real-time analytics provide a holistic solution to optimise portfolio performance and enhance regulatory compliance in today's dynamic market.
- Has lack of clear legislation & infrastructure created uncertainty for investors?
- What are the challenges to scale up the technology, especially in cases where feedstock in far from demand centers?
- Can voluntary certification unlock biomethane’s market potential?
- What is the cost structure of biomethane to make it profitable in the EU?
- Could potential marine fuel demand could absorb more than half of Europe's projected 2050 biomethane supply?
- What does it do? How does interrogating data, multi-context analysis materialise flows, prices, supply and demand?
- How can traders train agentic and predictive AI for portfolio optimisation and trade signals?
- How can the gap between operations and trading be filled using AI?
- What are the risks involving AI in trading decisions and executions? Is it secure?
Join for a relaxed networking gathering to address pivotal and pressing issues in gas trading, combined with canapes and drinks.
The session will host 6 roundtables with unique discussion topics. An industry moderator will be appointed on the day to facilitate each session, and attendees can join one session only. Discussions will run for 30 minutes, and the findings of the discussion will be summarised and presented by each moderator.