The analysis of a current state of the natural gas market in Poland is carried out. In particular, the main principles of its organization, which are coming up from internal acts, instructions and other documents of the European Union legislatures are described. Besides, volumes of own production, import and sales of power products are investigated. The structure of natural gas consumption and physical possibilities of its storage on the territory of the country are analyzed. 

natural gas, gas condensate, operators of the system of gas transportation and distribution, underground storehouses of gas 

The essence of one of the versions of marching tools, namely, Asian options which are representatives of a group of exotic options has been investigated. Kinds of Asian options and their investment appeal to investors have been considered. Ways of calculation of the sum of final payment for arithmetic and geometrical options with the right of purchase and the right of sale have been determined. Factors of the influence on the price of these derivatives and their ways of pricing have been described. 

derivatives, options, option premium, payment function, pricing