The index value represents consensus forecast value. The consensus forecast is calculated as the median value. The forecasts of market participants for the last 28 days, including the calculation date, are included in the calculation. The most recent forecast from each participant is taken into account in the calculation. Base Asset – Natural gas Henry Hub. Natural gas Henry Hub represents a continuous physically settled futures contract for natural gas at Henry Hub in Louisiana, USA, serving as a benchmark for the US gas market and used in energy.