Price Feeds for
Hedge Accounting
Automated mark-to-market data for ASC 815 and IFRS 9 compliance. Reliable commodity price feeds for hedge effectiveness testing and fair value reporting.
5+ Years
Historical Data
Daily
Settlement Prices
Auditable
Data Trail
$129/mo
vs $50K+ Alternatives
Hedge Accounting Challenges
Expensive Data Feeds
Bloomberg/Refinitiv cost $50K+/year for treasury teams
Manual Data Entry
Copying prices from websites into spreadsheets is error-prone
Audit Trail Gaps
Auditors need verifiable price sources with timestamps
Our Solution
Affordable API Access
$129/month for full historical data - 99% less than Bloomberg
Automated Data Feeds
Pull prices directly into Excel, SAP, or custom systems
Complete Audit Trail
Every price includes timestamp and source documentation
Hedge Accounting Use Cases
Mark-to-Market Valuation
- • Daily settlement prices
- • Futures curve data
- • Fair value calculations
- • P&L attribution
Effectiveness Testing
- • Historical price series
- • Dollar offset method
- • Regression analysis data
- • Critical terms comparison
Compliance Reporting
- • ASC 815 documentation
- • IFRS 9 requirements
- • Audit-ready exports
- • Quarterly valuations
Standards We Help You Meet
ASC 815 (US GAAP)
- • Cash flow hedge documentation
- • Fair value hedge accounting
- • Effectiveness testing (prospective & retrospective)
- • Discontinuation and dedesignation data
IFRS 9
- • Hedge ratio calculations
- • Hypothetical derivative method
- • Time value of options separation
- • Cost of hedging reserves
Integration Example
Get Historical Prices for Testing
GET /v1/prices/past_year?
code=BRENT_CRUDE_USD
&interval=daily
{
"code": "BRENT_CRUDE_USD",
"prices": [
{
"date": "2024-01-15",
"open": 78.45,
"high": 79.20,
"low": 77.80,
"close": 78.92,
"settlement": 78.85
},
{
"date": "2024-01-14",
"open": 77.90,
"high": 78.65,
"low": 77.50,
"close": 78.45,
"settlement": 78.40
}
// ... 365 days of data
],
"source": "aggregated",
"currency": "USD"
}Excel Power Query Integration
// Power Query M Code
let
ApiKey = "your-api-key",
Source = Json.Document(
Web.Contents(
"https://api.oilpriceapi.com/v1/prices/past_month",
[
Headers=[Authorization="Bearer " & ApiKey],
Query=[code="BRENT_CRUDE_USD", interval="daily"]
]
)
),
Prices = Source[prices],
ToTable = Table.FromList(Prices,
Splitter.SplitByNothing(),
null, null, ExtraValues.Error),
Expanded = Table.ExpandRecordColumn(ToTable,
"Column1",
{"date", "settlement"})
in
ExpandedWho Uses This
Treasury Teams
Corporate hedging programs
Controllers
Financial reporting
Risk Managers
Hedge portfolio oversight
External Auditors
Verification & testing
Simplify Hedge Accounting Compliance
Get reliable price data for your hedge accounting program. Automate data collection and satisfy auditors.
Reservoir Mastery
$129/month
- 250,000 API requests/month
- 5+ years historical data
- Daily settlement prices
- Futures curve data
No credit card required for free tier