Trading Report April 2018

bspsouthpool
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Report on trading activity at BSP Southpool Energy Exchange

10 th Anniversary Monthly ReportApril 2018

655 GWh of Total Trading Volume in April

17% ↑ on DA trading segment - April Y/Y

Base price averaged at 32,24 EUR/MWh in April

Volume (MWh)

Further Day-Ahead Auction Info. (BSP website)

April Overall

Day-Ahead

Total 633.962 ▼ 21,7% Avg. Daily Max. Daily Min. Daily Spec. Daily Volatility

Avg. daily 21.132 ▼ 19,1% Base 32,24▼23,9% 46,53 13,06 13,5%

Max. daily 25.892 ▼ 24,7% Euro-Peak 33,41▼31,6% 51,51 12,43 16,4%

Min. daily 14.512 ▼ 29,0%

Intraday

Volume (MWh)

Avg. Price (€/MWh)

MI2 2.060 ▼ 71,9% 28,78 ▼ 30,9%

MI6 1.567 ▼ 31,1% 30,28 ▼ 31,8%

Continuous 17.719 ▼ 4,4% /

Price (€/MWh)

Further Intraday Trading info. (BSP website)

Day-Ahead Volumes and Prices

Intraday Daily Volumes

For informational purposes only.


Day-Ahead further Auction info.

Average Hourly Volumes and Prices

Hour (AM) 1 2 3 4 5 6 7 8 9 10 11 12

Volume (MWh) 942 939 916 930 918 931 924 895 858 838 812 791

Base price (€/MWh) 28,42 25,23 23,94 22,58 22,73 26,19 33,84 38,79 40,99 37,32 33,67 33,45

Hour (PM) 13 14 15 16 17 18 19 20 21 22 23 24

Volume (MWh) 792 793 828 814 816 864 956 908 898 902 923 945

Daily volatility of base price

Base price (€/MWh) 30,93 28,69 26,85 27,16 28,15 32,49 38,51 42,69 43,57 40,31 36,32 31,04

SI→IT

IT→SI

Cross-Zonal Capacities

SI→AT

AT→SI

Daily Volatility of Base Price

Total

Offered (MWh) 341.847 482.240 574.671 389.079 1.787.837

Allocated (MWh) 338.329 1.119 127.014 51.160 517.622

% Allocated 98,97% 0,23% 22,10% 13,15% /

Methodology used for calculation of volatility.

MI2 & MI6 Implicit Auctions

Allocated CZC Values on Slovenian-Italian Border

Cross-Zonal-Capacities

SI-IT IT-SI Total

Offered (MWh)

Allocated (MWh)

% Allocated

4.166

277

6,65%

453.625

594

0,13%

457.791

871

/

Read more about European Pilot Project

Implicit Intraday Auctions (MI2 & MI6)

Intraday Continuous Trading

Volumes by Products

For informational purposes only.


Past 12 Months Trade Information

Day-Ahead Auction

Avg. Monthly Volume (MWh) 591.721

Avg. Daily Volume (MWh) 19.454

Avg. Base Price (€/MWh) 44,84

Avg. Euro-Peak Price (€/MWh) 51,08

Avg. SI-IT offered (MWh)/Avg. % Allocated 389.316 / 67,0%

Avg. IT-SI offered (MWh)/Avg.% Allocated 475.354 / 11,7%

Avg. SI-AT offered (MWh)/Avg. % Allocated 902.768 / 5,3%

Avg. AT-SI offered (MWh)/Avg. % Allocated 255.409 / 52,4%

Day-Ahead Market Volumes and Prices

Intraday Continuous Trading

Avg. Monthly Volume (MWh) 16.818

Avg. Nbr. Of Transactions 363

MI2 & MI6 Implicit Auctions

Avg. Monthly volume MI2 (MWh) 313.057

Avg. Monthly volume MI6 (MWh) 86.284

Avg. SI-IT offered (MWh)/Avg. % Allocated 182.554 / 6,0%

Avg. IT-SI offered (MWh)/Avg.% Allocated 312.024 / 2,7%

Intraday Volumes (MWh)

Total Volume in the past 12 months Continuous ■ MI2 ■ MI6 ■

May. 17 19.354 41.953 5.891

Jun. 17 13.404 33.927 10.241

Jul. 17 23.037 45.876 11.279

Aug. 17 13.612 34.912 10.123

Sep. 17 15.999 24.093 6.127

Oct. 17 17.338 28.246 7.084

283.204

Nov. 17 9.509 24.392 10.152

Dec. 17 15.959 17.009 3.557

190.815

Jan. 18 18.652 14.053 4.992

Feb. 18 7.702 9.339 3.671

76.959 Mar. 18 18.532 7.344 2.275

Apr. 18 17.719 2.060 1.567

Absolute Difference Between MI and Day-Ahead Prices & MI Offered Cross-Zonal Capacities

*Cross-Zonal Capacities not allocated on Day-Ahead Auction are later offered for MI2 and MI6 Auctions.

For informational purposes only.


BSP Energy Exchange LL C

Dunajska 156

SI-1000 Ljubljana

Slovenija

+386 1 620 76 76

+386 1 620 76 77

www.bsp-southpool.com

info@bsp-southpool.com

For informational purposes only.

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