19-20 April 2027: RegatecX
20 April 2027: Energy Traders Summit
21-22 April 2027: Flame Conference
Energy Traders Summit
Analyse the events that drove prices last winter and key factors that can impact Europe’s summer storage refilling and supply security.
Europe is entering the final phase of its break from Russian gas, which will reshape European supply portfolios. Russian volumes are unlikely to disappear from the global market. Can global LNG markets absorb the shift without increasing price volatility and security-of-supply risks? What will the end of Russian gas mean for European pricing, trading strategies and long-term contracting decisions?
As Europe was weighed down by storage mandates, strategic reserves and SoS reforms, the key question remains: How much storage is truly needed, who should pay for resilience, and how Europe can secure supply without undermining market efficiency.
- Winter 2026/27 storage recap, impact on market and challenges faced
- How should the EU SoS framework evolve?
- If storage economics stay weak, who ultimately pays for strategic reserves?
- Where are inventories likely to land by October 2027?
Global gas supply landscape is being fundamentally reshaped by competing forces in LNG shipping and pipeline infrastructure. Understand future supply route vulnerabilities, the mechanics of LNG & pipeline price competition, and strategic considerations for portfolio optimisation in a market where every molecule is constantly being reoptimised against shifting economics and geopolitical risk.
In today’s volatile market, gas traders increasingly face "correct price, wrong volume" risk. Gas traders and portfolio managers facing volumetric risks can utilize flexible weather derivatives to isolate pure volume fluctuations from price discovery. An eventful winter demonstrates how market participants can successfully deploy adaptive hedging strategies that respond to intra-seasonal volatility.
As global LNG markets evolve, the battle over pricing benchmarks is intensifying. With major buyers showing growing interest in Henry Hub-linked contracts, how will Henry Hub, TTF and JKM compete against traditional oil indexation? Explore the drivers behind shifting indexation strategies, the risks and opportunities for buyers and sellers, and whether hub-based pricing will shape the next LNG supply.
- Henry Hub vs TTF vs JKM: what are the advantages and risks?
- Are buyers looking for more Henry Hub exposure to diversify away from oil-linked pricing? Why?
- How does index choice affect price risk for buyers and sellers?
- Will TTF remain dominant or will liquidity migrate to alternative hubs and markets?
- How physical diversification affect financial markets?
As global gas markets adapt to changing supply patterns, new LNG flows, geopolitical uncertainty and decarbonisation, trading activity is evolving alongside them. As a result, liquidity is fragmenting, market participants are reassessing risk appetite, and the balance between physical and financial trading continues to shift. In an increasingly complex market, what will successful trading look like in 2028?
- What makes a gas hub liquid & how the main global benchmarks increasingly interact?
- How are trading patterns shifting across exchange-traded, OTC and bilateral markets, and what does this mean for price formation?
- Is credit risk becoming a greater constraint on market participation in a volatile and higher-price environment?
- How are traders balancing short-term opportunities against seasonal and longer-term market views?
The global LNG market is entering a period of continued change, with new supply projects, shifting demand patterns and evolving trade flows creating both opportunities and uncertainty. Europe’s position in the global market will depend not only on available volumes, but also on how Asian demand, portfolio strategies and competing buyers influence where LNG cargoes flow.
As global supply and demand evolve:
- How global competition shape availability and cost of flexible LNG for Europe?
- Which supply volumes and routes are most exposed to policy changes?
- How can Europe balance supply security with competitiveness?
- Is demand destruction becoming a structural feature of the market?
- Will diversification tighten the market or create new opportunities?
Policymakers are pushing for greater short-term capacity access, while terminals and TSOs compete aggressively for volumes across European corridors. As network codes, tariffs and market rules come under review, a critical question emerges: is regulation strengthening market efficiency and competitiveness, or creating new barriers to trade, liquidity and investment?
- How network codes impact commercial optimisation?
- Who pays in a lower demand future? How should costs be recovered?
- Which tariff structures distort trade?
- Which routes become less competitive?
As European gas and LNG markets evolve, market participants face growing pressure to improve transparency, standardisation and emissions accountability while securing long-term supply. This session will examine how regulation, digitalisation and aggregation models are reshaping gas and LNG contracting across Europe and global markets.
- What are buyers looking for?
- What contracting structures, delivery terms and duration preferences are emerging among European buyers?
- How can greater standardisation and digitalisation improve liquidity, transparency and accessibility across European markets?
- How are gas and LNG contracts being moulded for REMIT II, EU MER & Scope 3?
Extreme price volatility has exposed the critical role of collateral, margining and credit management in energy markets. While robust risk controls are essential for financial stability, rising collateral requirements can strain liquidity, restrict market access and alter trading behaviour. How can markets balance resilience with efficiency and participation?
Join for a relaxed networking gathering to address pivotal and pressing issues in gas trading.
The session will host roundtables with unique discussion topics. An industry moderator will be facilitating 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.
Topics:
- Collateral and margin management
- Future liquidity concentration
- REMIT II
- Overcoming demand destruction
- Interaction between gas & power markets