Trading Report April 2018
Report on trading activity at BSP Southpool Energy Exchange
Report on trading activity at BSP Southpool Energy Exchange
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10 th Anniversary Monthly <strong>Report</strong> – <strong>April</strong> <strong>2018</strong><br />
655 GWh of Total <strong>Trading</strong> Volume in <strong>April</strong><br />
17% ↑ on DA trading segment - <strong>April</strong> Y/Y<br />
Base price averaged at 32,24 EUR/MWh in <strong>April</strong><br />
Volume (MWh)<br />
Further Day-Ahead Auction Info. (BSP website)<br />
<strong>April</strong> Overall<br />
Day-Ahead<br />
Total 633.962 ▼ 21,7% Avg. Daily Max. Daily Min. Daily Spec. Daily Volatility<br />
Avg. daily 21.132 ▼ 19,1% Base 32,24▼23,9% 46,53 13,06 13,5%<br />
Max. daily 25.892 ▼ 24,7% Euro-Peak 33,41▼31,6% 51,51 12,43 16,4%<br />
Min. daily 14.512 ▼ 29,0%<br />
Intraday<br />
Volume (MWh)<br />
Avg. Price (€/MWh)<br />
MI2 2.060 ▼ 71,9% 28,78 ▼ 30,9%<br />
MI6 1.567 ▼ 31,1% 30,28 ▼ 31,8%<br />
Continuous 17.719 ▼ 4,4% /<br />
Price (€/MWh)<br />
Further Intraday <strong>Trading</strong> info. (BSP website)<br />
Day-Ahead Volumes and Prices<br />
Intraday Daily Volumes<br />
For informational purposes only.
Day-Ahead further Auction info.<br />
Average Hourly Volumes and Prices<br />
Hour (AM) 1 2 3 4 5 6 7 8 9 10 11 12<br />
Volume (MWh) 942 939 916 930 918 931 924 895 858 838 812 791<br />
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<br />
Hour (PM) 13 14 15 16 17 18 19 20 21 22 23 24<br />
Volume (MWh) 792 793 828 814 816 864 956 908 898 902 923 945<br />
Daily volatility of base price<br />
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<br />
SI→IT<br />
IT→SI<br />
Cross-Zonal Capacities<br />
SI→AT<br />
AT→SI<br />
Daily Volatility of Base Price<br />
Total<br />
Offered (MWh) 341.847 482.240 574.671 389.079 1.787.837<br />
Allocated (MWh) 338.329 1.119 127.014 51.160 517.622<br />
% Allocated 98,97% 0,23% 22,10% 13,15% /<br />
Methodology used for calculation of volatility.<br />
MI2 & MI6 Implicit Auctions<br />
Allocated CZC Values on Slovenian-Italian Border<br />
Cross-Zonal-Capacities<br />
SI-IT IT-SI Total<br />
Offered (MWh)<br />
Allocated (MWh)<br />
% Allocated<br />
4.166<br />
277<br />
6,65%<br />
453.625<br />
594<br />
0,13%<br />
457.791<br />
871<br />
/<br />
Read more about European Pilot Project<br />
Implicit Intraday Auctions (MI2 & MI6)<br />
Intraday Continuous <strong>Trading</strong><br />
Volumes by Products<br />
For informational purposes only.
Past 12 Months Trade Information<br />
Day-Ahead Auction<br />
Avg. Monthly Volume (MWh) 591.721<br />
Avg. Daily Volume (MWh) 19.454<br />
Avg. Base Price (€/MWh) 44,84<br />
Avg. Euro-Peak Price (€/MWh) 51,08<br />
Avg. SI-IT offered (MWh)/Avg. % Allocated 389.316 / 67,0%<br />
Avg. IT-SI offered (MWh)/Avg.% Allocated 475.354 / 11,7%<br />
Avg. SI-AT offered (MWh)/Avg. % Allocated 902.768 / 5,3%<br />
Avg. AT-SI offered (MWh)/Avg. % Allocated 255.409 / 52,4%<br />
Day-Ahead Market Volumes and Prices<br />
Intraday Continuous <strong>Trading</strong><br />
Avg. Monthly Volume (MWh) 16.818<br />
Avg. Nbr. Of Transactions 363<br />
MI2 & MI6 Implicit Auctions<br />
Avg. Monthly volume MI2 (MWh) 313.057<br />
Avg. Monthly volume MI6 (MWh) 86.284<br />
Avg. SI-IT offered (MWh)/Avg. % Allocated 182.554 / 6,0%<br />
Avg. IT-SI offered (MWh)/Avg.% Allocated 312.024 / 2,7%<br />
Intraday Volumes (MWh)<br />
Total Volume in the past 12 months Continuous ■ MI2 ■ MI6 ■<br />
May. 17 19.354 41.953 5.891<br />
Jun. 17 13.404 33.927 10.241<br />
Jul. 17 23.037 45.876 11.279<br />
Aug. 17 13.612 34.912 10.123<br />
Sep. 17 15.999 24.093 6.127<br />
Oct. 17 17.338 28.246 7.084<br />
283.204<br />
Nov. 17 9.509 24.392 10.152<br />
Dec. 17 15.959 17.009 3.557<br />
190.815<br />
Jan. 18 18.652 14.053 4.992<br />
Feb. 18 7.702 9.339 3.671<br />
76.959 Mar. 18 18.532 7.344 2.275<br />
Apr. 18 17.719 2.060 1.567<br />
Absolute Difference Between MI and Day-Ahead Prices & MI Offered Cross-Zonal Capacities<br />
*Cross-Zonal Capacities not allocated on Day-Ahead Auction are later offered for MI2 and MI6 Auctions.<br />
For informational purposes only.
BSP Energy Exchange LL C<br />
Dunajska 156<br />
SI-1000 Ljubljana<br />
Slovenija<br />
+386 1 620 76 76<br />
+386 1 620 76 77<br />
www.bsp-southpool.com<br />
info@bsp-southpool.com<br />
For informational purposes only.
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