Trading Report August 2021
Report on trading activity at BSP SouthPool Energy Exchange
Report on trading activity at BSP SouthPool Energy Exchange
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Monthly <strong>Report</strong> – <strong>August</strong> <strong>2021</strong><br />
Total trading volume in May reached 660 GWh<br />
Intraday trading volume represents 19,6% in total trading volume<br />
Average daily Base price at 105,46 €/MWh<br />
Volume (MWh)<br />
Further Day-Ahead Auction Info. (BSP website)<br />
<strong>August</strong> Overall<br />
Day-Ahead<br />
Total 531.201 ▼ 15,0% Avg. Daily Max. Daily Min. Daily Spec. Daily Volatility<br />
Avg. daily 17.136 ▼ 15,0% Base 105,46▲12,5% 142,66 57,79 7,0%<br />
Max. daily 23.119 ▼ 17,3% Euro-Peak 115,38▲15,9% 169,49 57,63 9,5%<br />
Min. daily 9.850 ▼ 33,0%<br />
Intraday<br />
Volume (MWh)<br />
Day-Ahead<br />
Avg. Price (€/MWh)<br />
MI2 30.281 ▼ 18,0% 103,61 ▲ 13,1%<br />
MI6 10.174 ▼ 22,3% 118,61 ▲ 15,6%<br />
Continuous 88.820 ▼ 19,9%<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) 785 813 822 818 808 775 607 684 643 619 589 608<br />
Base price (€/MWh) 82,42 77,69 74,68 73,69 73,34 75,18 96,42 106,00 111,97 110,14 110,93 115,10<br />
Hour (PM) 13 14 15 16 17 18 19 20 21 22 23 24<br />
Volume (MWh) 612 610 590 607 643 704 752 808 931 866 744 698<br />
Base price (€/MWh) 114,50 111,55 109,63 108,72 110,99 117,12 127,57 136,32 141,67 131,73 117,36 96,43<br />
Daily volatility of base price<br />
Cross-Zonal Capacities<br />
SI→IT IT→SI SI→AT AT→SI SI→HR<br />
Daily Volatility of Base Price<br />
HR→SI<br />
Offered (MWh) 223.506 301.250 798.146 377.204 772.801 1.459.199 3.932.106<br />
Allocated (MWh) 112.143 32.916 4.110 308.995 221.074 32.977 712.215<br />
% Allocated 50,17% 10,93% 0,51% 81,92% 28,61% 2,26%<br />
Total<br />
Methodology used for calculation of volatility. MI2 & MI6 Implicit Auctions<br />
Allocated CZC Values on Slovenian-Italian Border<br />
Cross-Zonal-Capacities<br />
Offered (MWh)<br />
Allocated (MWh)<br />
Read more about European Pilot Project<br />
Implicit Intraday Auctions (MI2 & MI6)<br />
Intraday Continuous <strong>Trading</strong><br />
Volumes by Products<br />
SI-IT IT-SI Total<br />
144.144<br />
9.880<br />
268.103<br />
14.677<br />
412.247<br />
24.557<br />
% Allocated 6,85% 5,47% /<br />
For informational purposes only.
Past 12 Months Trade Information<br />
Day-Ahead Auction<br />
Avg. Monthly Volume (MWh) 637.718<br />
Avg. Daily Volume (MWh) 20.966<br />
Avg. Base Price (€/MWh) 60,71<br />
Avg. Euro-Peak Price (€/MWh) 65,91<br />
Avg. SI-IT offered (MWh)/Avg. % Allocated 400.248 / 62,8%<br />
Avg. IT-SI offered (MWh)/Avg.% Allocated 454.758 / 9,0%<br />
Avg. SI-AT offered (MWh)/Avg. % Allocated 711.947 / 7,3%<br />
Avg. AT-SI offered (MWh)/Avg. % Allocated 455.095 / 49,9%<br />
Avg. SI-HR offered (MWh)/Avg. % Allocated 775.813 / 12,6%<br />
Avg. HR-SI offered (MWh)/Avg. % Allocated 1.411.141 / 14,8%<br />
Day-Ahead Market Volumes and Prices<br />
Intraday Continuous <strong>Trading</strong><br />
Avg. Monthly Volume (MWh) 98.290<br />
Number of trades 13.975<br />
MI2 & MI6 Implicit Auctions<br />
Avg. Monthly volume MI2 (MWh) 30.717<br />
Avg. Monthly volume MI6 (MWh) 8.793<br />
Avg. SI-IT offered (MWh)/Avg. % Allocated 179.172 / 6,9%<br />
Avg. IT-SI offered (MWh)/Avg.% Allocated 321.213 / 3,2%<br />
Intraday Volumes (MWh)<br />
Total Volume in the past 12 months Continuous ■ MI2 ■ MI6 ■<br />
Sep. 20 88.415 20.072 7.581<br />
Oct. 20 106.788 33.279 6.992<br />
Nov. 20 85.751 26.922 8.795<br />
Dec. 20 109.949 33.922 6.446<br />
Jan. 21 96.315 32.559 9.136<br />
Feb. 21 90.994 16.896 5.270<br />
1.183.674<br />
Mar. 21 94.412 31.929 4.649<br />
Apr. 21 106.511 33.216 9.262<br />
May. 21 125.658 18.209 5.965<br />
Jun. 21 79.235 31.574 7.255<br />
345.780<br />
Jul. 21 110.825 36.920 13.086<br />
94.611 Aug. 21 88.820 30.281 10.174<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 89<br />
+386 1 620 76 77<br />
www.bsp-southpool.com<br />
info@bsp-southpool.com<br />
For informational purposes only.