The Curve Matrix tool generates a specific type of request to the MIM database from within MIMIC. The tool only works with the parent symbols of futures commodities. Row 'A' in the Worksheet must contain a futures parent symbol, such as NG (NYMEX Natural Gas Futures). After entering a futures symbol in row 'A' of the Worksheet, the Curve Matrix is accessible from the Tools menu on the MIMIC menu bar.

The Curve Matrix tool allows you to define a range of history (default is all history), over which daily forward curves of the specified futures commodity will be generated in a table form, such as as a .csv file (which can be easily imported into Excel). The forward curves data structure that the Curve Matrix tool generates is an absolute pattern of quotations. In other words, forward month quotes for any date in the range are returned as an array of values, the positions of which are always fixed relative to the quote date in monthly increments. If there are no quotes for a particular contract month out along the curve, that position contains a blank entry, so that all adjacent entries are equidistant in delivery month from the left of the data.

This kind of curve matrix is particularly useful in risk management calculations for Value at Risk (VAR) models.