HUPX Day-Ahead Market

Transcription

1 HUPX Day-Ahead Market Delivery date: 01/09/ /09/2010 Report from 01 st September to 30 th September The total volume executed in August approached MWh, while in September already nearly MWh of energy was traded on the Hungarian exchange which means an increase of 41% compared to the previous month. The average daily volume exceeded MWh in September, while the highest traded volume on HUPX surpassed MWh (on 9 th September 2010). The number of admitted members reached 16 by the 30 th September. The market activity has considerably increased on the weekends in the second half of September due to the introduction of seven-day regime of Austrian cross-borders daily auction on 15 th September List of the Members: Members Alpiq Energy SE CEZ, a.s. Danske Commodities A/S E.ON Energy Trading SE EDF DÉMÁSZ Zrt. Energy Financing Team (Switzerland) AG GDF SUEZ Energia Magyaroszág Zrt. GEN-I d.o.o. Holding Slovenske Elektrarne d.o.o. JAS Budapest Zrt. Magyar Áramszolgáltató Kft. Mátrai Erőmű Zrt. MVM Partner Zrt. Statkraft Markets GmbH MAVIR Zrt. S.C. Tinmar S.A. page 1 HUPX Day-Ahead Market Delivery date: 01/09/ /09/2010

2 HUPX Day-Ahead Market Description 08/ /2010 Change Description 08/ /2010 HUPX Base Average Price (EUR/MWh)* 76,11 46,09-30,02-39,44% Total Volume (MWh) , , ,0 41,13% HUPX Peak Average Price (EUR/MWh)* 118,86 51,99-66,87-56,26% Average Daily Traded Volume (MWh) 1 591, ,3 729,6 45,84% HUPX Base Trimmed Mean Price (EUR/MWh)** 40,89 46,03 5,14 12,57% Highest Daily Traded Volume (MWh) 4 550, ,4-336,9-7,40% HUPX Peak Trimmed Mean Price (EUR/MWh)** 47,70 51,92 4,23 8,86% Lowest Daily Traded Volume(MWh) 468,3 231,0-237,3-50,67% OTC Base Trimmed Mean Price (EUR/MWh)** 42,32 46,49 4,17 9,86% Highest Hourly Traded Volume (MWh) 291,0 350,0 59,0 20,27% OTC Peak Trimmed Mean Price (EUR/MWh)** 52,46 55,81 3,35 6,38% Lowest Hourly Traded Volume(MWh) 0,0 4,5 4,5 - Diff. BL. HUPX OTC 1,12 0,33-0,80-70,86% Average Hourly Traded Volume (MWh) 66,3 96,7 30,4 45,84% Diff. PL. HUPX OTC 0,70 1,72 1,02 144,52% Change Highest Traded Price (EUR/MWh) 2 999,26 89, ,34-97,00% DAM - Weekdays (Baseload) (Baseload) Lowest Traded Price (EUR/MWh) 3,72 4,12 0,40 10,75% Average Daily Traded Volume (MWh) 1 690, ,6 871,98 51,58% DAM - Weekend (Baseload) (Baseload) Total Turnover (EUR) , , ,33-29,60% Average Daily Traded Volume (MWh) 1 349, ,6 307,79 22,80% Average Daily Turnover (EUR) , , ,09-27,25% Max. Daily Turnover (EUR) , , ,00-93,11% DAM - Weekdays (Peakload) (Peakload) Min. Daily Turnover (EUR) , , ,76-41,44% Average Daily Traded Volume (MWh) 976, ,8 424,09 43,42% DAM - Weekend (Peakload) (Peakload) Average Daily Traded Volume (MWh) 616,4 909,4 292,99 47,53% Note: *The average price contains all the hourly prices in the examined periods, also the peak prices of 16 th August **Trimmed Mean is a special average which shows monthly mean prices considering all prices except for the two lowest and the two highest. We applied this indicator to avoid from distortion of the results. Mean is very sensitive to extreme values. page 2 HUPX Day-Ahead Market Delivery date: 01/09/ /09/2010

3 EUR/MWh HUPX Prices 75,00 65,00 55,00 45,00 35,00 25,00 15,00 Delivery Date HUPX BASE PRICE HUPX PEAK PRICE page 3 HUPX Day-Ahead Market Delivery date: 01/09/ /09/2010

4 MWh 5000 HUPX Volumes Delivery Date HUPX BASE VOLUME HUPX PEAK VOLUME page 4 HUPX Day-Ahead Market Delivery date: 01/09/ /09/2010

5 HUPX Day-Ahead Market Historical Data MWh / Delivery day / hour Delivery hour 01/09 02/09 03/09 04/09 05/09 06/09 07/09 08/09 09/09 10/09 11/09 12/09 13/09 14/09 15/09 16/09 17/09 18/09 19/09 20/09 21/09 22/09 23/09 24/09 25/09 26/09 27/09 28/09 29/09 30/ ,0 118,1 152,0 130,0 12,5 4,5 200,0 150,0 200,0 24,0 96,5 15,0 30,0 183,0 11,7 225,0 228,0 105,8 11,6 6,4 40,0 44,6 48,4 21,4 43,3 134,0 73,9 130,7 45,7 76, ,0 134,8 177,0 17,0 13,5 4,5 194,9 150,0 255,0 15,9 111,0 15,0 36,0 75,8 76,8 186,0 272,0 41,2 17,1 20,0 77,0 97,7 125,7 27,3 86,3 84,6 43,8 63,5 26,1 29, ,0 149,0 179,0 89,3 13,5 4,5 125,0 150,0 250,0 55,2 59,7 15,0 35,0 36,0 24,0 45,1 251,0 151,0 24,5 6,6 39,0 75,2 96,1 39,4 100,0 97,7 53,9 25,7 40,3 37, ,7 142,7 125,0 41,5 13,5 4,5 125,0 150,0 250,0 85,7 53,5 15,0 30,0 120,5 61,7 64,4 204,0 125,0 24,5 20,0 9,9 42,1 40,2 21,0 178,8 57,2 87,6 49,2 86,3 37, ,0 140,0 126,0 47,0 13,5 13,5 125,0 150,0 200,0 27,0 53,3 15,0 35,0 118,8 110,0 34,9 212,0 125,0 20,0 56,3 20,0 61,6 29,3 87,3 186,6 61,4 80,3 115,0 63,7 20, ,0 111,0 160,0 51,0 8,5 18,5 125,0 150,0 200,0 197,0 55,5 31,0 50,0 103,8 175,7 54,8 349,7 125,0 43,5 78,3 173,9 75,0 113,9 80,0 117,8 30,9 182,2 112,4 41,9 92, ,0 143,5 75,0 41,2 6,5 38,2 85,4 70,0 37,2 133,5 75,0 15,0 57,1 19,2 55,8 46,7 200,0 169,0 20,0 162,6 95,3 92,2 94,6 49,9 61,2 23,0 191,5 117,4 52,7 103, ,0 107,1 75,0 8,9 25,0 45,0 136,0 30,0 160,2 107,6 92,5 43,3 35,0 58,1 103,1 53,5 200,0 165,0 51,0 168,7 171,4 127,4 61,1 60,0 80,4 31,7 145,6 96,3 61,9 78, ,0 77,0 157,0 26,0 22,0 6,2 92,2 100,0 242,0 42,7 60,5 56,0 76,0 10,1 27,0 9,1 200,0 164,6 29,0 18,4 23,0 13,6 31,2 75,7 62,0 13,2 119,3 41,0 7,4 36, ,9 155,0 162,0 10,0 4,5 30,0 109,2 150,0 230,9 54,0 58,5 15,0 58,0 32,9 30,3 42,5 203,7 64,7 20,0 23,9 33,8 49,8 72,8 60,3 45,2 209,1 84,5 32,5 15,1 39, ,5 193,0 202,0 50,0 4,5 10,0 231,0 150,0 249,0 93,0 104,5 15,0 85,0 179,5 86,0 4,6 101,0 46,8 50,5 33,1 23,8 37,1 75,9 90,2 107,2 109,1 80,2 31,4 11,1 53, ,0 186,0 176,0 200,7 4,5 100,0 231,0 150,0 249,0 149,0 125,0 15,0 109,1 205,0 158,0 202,0 100,0 43,3 97,5 32,2 29,6 17,1 66,0 115,7 102,2 171,7 73,2 62,1 102,0 50, ,8 188,0 211,0 320,0 4,5 123,0 201,0 150,0 227,0 181,0 181,0 15,0 126,1 154,1 188,0 201,0 100,0 125,9 124,5 70,3 50,0 29,3 35,9 195,3 56,2 210,9 47,2 99,0 200,0 58, ,1 204,0 199,0 320,0 4,5 130,0 201,0 150,0 235,0 156,0 130,1 15,0 118,0 197,0 158,0 127,0 150,0 125,2 74,5 67,1 42,6 28,8 100,0 255,3 58,3 77,8 125,4 147,0 200,0 67, ,1 190,0 261,0 270,0 5,5 150,0 201,0 158,0 208,0 159,0 125,0 15,0 123,1 177,0 158,0 22,4 132,1 121,0 102,5 82,3 74,0 47,0 174,7 272,3 133,6 75,2 143,2 178,0 250,0 69, ,0 194,0 277,0 38,0 5,5 75,0 175,0 161,0 220,0 171,0 125,0 55,0 116,8 173,0 108,0 79,0 164,0 138,0 97,5 79,1 81,7 100,1 225,5 223,3 100,1 29,2 142,0 213,0 203,0 70, ,2 187,0 350,0 23,8 5,5 102,7 201,0 199,0 241,0 200,0 141,1 55,0 123,1 122,0 43,0 202,0 134,0 43,8 94,5 18,8 55,3 63,5 272,0 98,3 85,5 36,0 143,8 160,0 178,0 82, ,0 107,0 169,0 30,0 5,5 100,0 201,0 189,0 240,0 176,0 93,0 15,0 123,1 64,0 64,0 203,0 37,3 40,0 92,5 17,9 21,3 33,1 124,0 15,4 100,9 12,0 68,5 78,8 50,1 58, ,0 191,0 160,0 32,2 5,0 67,0 175,0 150,0 121,0 61,3 56,7 15,0 117,0 55,0 238,0 203,0 11,9 41,3 38,5 32,3 45,9 53,1 57,0 29,6 140,6 122,5 74,9 26,1 42,7 46, ,0 109,0 75,0 11,0 5,0 66,0 175,0 150,0 35,2 46,0 95,0 25,5 36,1 28,3 208,0 202,0 27,1 82,6 92,5 17,4 17,0 31,7 67,3 8,4 82,5 167,7 106,3 110,7 97,2 54, ,0 113,0 75,0 31,0 7,0 53,0 110,0 120,0 54,2 60,3 112,5 10,3 30,0 68,1 208,0 203,0 79,9 110,3 114,5 80,0 61,0 63,0 56,5 30,3 93,0 189,9 94,3 64,2 90,0 19, ,0 116,0 75,0 36,2 21,0 52,0 100,0 170,0 32,2 38,4 101,5 29,5 30,0 68,2 209,0 202,0 37,3 120,0 66,5 154,5 62,8 56,5 60,6 59,0 88,1 200,6 128,4 37,3 69,2 60, ,4 105,0 87,0 46,2 9,5 65,0 170,0 170,0 28,0 104,1 67,2 30,5 30,0 60,2 200,0 200,0 115,9 121,0 11,5 79,2 118,6 88,6 84,3 72,3 44,0 96,3 120,2 141,0 86,9 173, ,0 105,0 75,0 71,0 10,5 65,0 170,0 170,0 48,5 109,6 75,0 15,5 30,0 101,1 200,8 200,0 120,0 42,7 7,5 17,4 83,7 78,6 83,6 48,5 18,0 100,0 194,3 156,3 89,2 122,0 page 5 HUPX Day-Ahead Market Delivery date: 01/09/ /09/2010

6 HUPX Day-Ahead Market Historical Data /MWh / Delivery day / hour Delivery hour 01/09 02/09 03/09 04/09 05/09 06/09 07/09 08/09 09/09 10/09 11/09 12/09 13/09 14/09 15/09 16/09 17/09 18/09 19/09 20/09 21/09 22/09 23/09 24/09 25/09 26/09 27/09 28/09 29/09 30/ ,20 34,44 37,61 43,96 37,08 30,01 33,56 15,76 30,86 38,53 42,85 31,93 32,33 35,88 36,05 33,98 39,49 39,17 37,05 40,00 38,88 39,36 38,93 40,21 43,24 36,05 31,42 43,41 43,94 43, ,91 30,46 29,18 40,09 30,00 25,01 29,89 12,99 25,45 35,63 38,47 27,96 26,70 30,66 30,05 31,94 37,02 36,05 26,75 30,04 34,04 35,66 36,70 37,28 39,60 30,00 25,57 40,53 40,35 40, ,43 27,04 28,04 37,85 23,57 25,01 23,28 4,12 21,82 29,71 35,50 25,01 22,70 26,61 23,04 25,77 32,64 31,38 21,07 30,00 28,89 33,01 34,04 35,49 37,05 27,23 23,05 39,09 40,04 38, ,29 26,75 27,46 36,27 20,00 20,01 25,01 7,29 19,41 28,21 34,97 20,01 22,82 23,56 17,31 18,73 30,70 27,05 20,01 25,05 29,06 31,04 31,38 33,48 35,05 22,57 25,52 36,79 39,04 36, ,60 32,00 30,94 36,59 20,00 20,01 30,01 9,59 22,42 32,62 35,05 20,01 25,23 25,45 21,29 24,08 34,55 28,57 21,05 30,25 30,46 33,05 34,05 34,96 34,58 22,61 29,04 38,04 39,23 37, ,90 34,23 38,30 38,04 15,00 30,01 37,05 22,90 34,04 42,56 36,28 16,12 37,66 34,03 36,16 39,34 42,04 28,76 25,00 38,05 41,76 41,05 38,59 38,33 35,92 23,31 44,05 44,88 44,51 42, ,94 42,70 48,19 40,52 15,00 51,33 48,33 39,99 48,02 47,99 38,59 13,70 53,21 48,04 46,20 49,76 46,96 36,04 19,05 53,26 52,50 48,71 51,95 49,16 40,94 21,46 56,04 54,79 53,66 55, ,99 49,48 51,94 45,01 24,77 54,86 54,55 46,63 53,04 53,61 41,96 20,01 52,93 53,25 53,05 55,11 53,99 41,84 23,04 57,39 59,54 56,13 58,46 57,04 43,04 24,32 59,28 62,81 64,50 79, ,99 53,78 54,49 47,04 29,52 54,00 57,35 49,30 53,34 55,01 46,49 30,61 55,44 53,37 52,38 54,46 55,92 47,51 37,04 59,96 57,94 59,30 60,01 60,01 49,16 33,70 58,41 65,01 66,13 66, ,65 53,02 55,15 49,09 41,23 54,78 57,04 49,81 54,23 55,46 48,29 40,01 56,59 53,34 52,71 54,93 55,87 50,83 43,05 60,44 58,18 60,16 60,20 60,58 53,05 43,05 60,18 65,00 66,28 67, ,02 54,16 56,95 49,27 56,50 53,98 56,90 50,27 54,48 56,03 48,99 45,01 57,27 54,20 51,89 55,01 57,04 49,27 45,22 61,35 58,92 61,54 60,10 59,05 52,51 47,23 60,29 64,40 65,01 65, ,00 55,71 58,09 49,12 56,50 54,23 57,82 52,16 56,06 55,94 49,05 47,51 54,21 55,34 52,53 54,62 56,44 50,05 45,68 62,05 59,37 62,45 60,66 58,81 53,60 51,72 60,05 66,04 66,04 67, ,79 54,37 55,94 48,27 56,50 52,50 54,50 51,47 54,51 53,38 49,05 47,51 43,55 53,46 51,42 52,64 54,08 49,04 44,10 61,21 59,04 60,01 59,16 55,64 52,34 49,38 59,41 64,07 63,75 65, ,54 52,15 54,94 45,64 56,50 48,94 53,00 49,15 53,64 52,05 47,14 42,51 47,50 51,35 50,82 52,02 51,84 44,04 37,05 59,04 56,16 59,07 56,20 52,34 48,88 39,98 58,67 60,93 61,82 65, ,99 52,00 52,00 43,49 37,16 44,78 49,83 48,62 51,90 49,60 44,04 37,50 42,51 50,50 49,71 51,16 51,17 41,89 34,09 56,45 57,08 55,46 55,05 51,30 44,72 34,92 54,82 60,33 59,99 62, ,86 49,00 49,63 43,05 30,00 47,48 49,00 46,69 50,01 48,55 42,05 33,41 42,50 48,60 49,21 49,51 48,98 40,04 33,11 54,38 52,74 52,68 51,72 49,04 43,05 33,00 53,77 55,53 56,01 59, ,49 47,41 48,04 44,24 30,00 45,01 47,52 45,72 49,26 47,20 43,04 33,46 37,23 47,33 49,19 48,64 48,57 41,04 35,19 52,51 50,73 52,05 52,70 49,67 43,33 31,54 53,92 54,03 55,05 57, ,00 48,94 48,95 45,04 39,01 44,23 47,51 46,41 49,15 48,32 44,05 36,99 42,51 48,04 48,31 49,02 49,29 44,45 42,35 53,94 51,18 53,09 54,04 51,98 45,30 37,85 53,08 55,34 56,32 57, ,99 49,36 49,30 50,94 56,01 44,56 49,52 47,18 50,28 50,70 46,30 43,91 49,22 49,51 48,14 50,90 50,99 46,17 49,27 57,05 53,70 56,74 56,99 52,67 50,51 46,04 53,04 60,05 63,55 61, ,16 49,99 50,18 48,05 56,01 41,14 52,05 48,56 53,56 51,54 50,87 52,08 55,05 51,06 50,34 53,10 53,44 51,98 52,55 64,62 61,69 62,13 63,90 60,71 54,15 60,01 74,88 68,20 71,15 80, ,30 52,41 51,95 55,00 89,92 47,70 52,96 49,05 57,65 53,65 54,52 55,01 53,95 53,42 52,68 54,99 55,63 52,10 54,31 70,00 64,47 65,00 60,01 57,61 55,00 59,55 74,48 65,20 70,00 70, ,70 48,34 48,95 52,32 70,98 46,06 47,00 45,49 51,02 49,53 47,52 53,22 50,93 47,04 46,35 48,45 49,06 47,94 51,11 54,22 52,80 54,55 52,36 49,43 49,80 52,05 52,51 56,04 55,00 54, ,14 46,42 48,08 48,03 50,73 42,75 43,01 41,04 47,51 47,84 44,93 49,12 45,97 44,39 44,20 47,83 48,23 46,88 48,04 52,14 51,05 50,37 47,94 47,20 48,66 48,52 52,44 52,91 52,66 52, ,99 41,00 45,20 41,85 43,03 39,73 36,80 36,05 44,14 42,39 39,76 39,00 37,80 38,04 38,04 42,02 42,44 39,59 40,42 45,41 45,17 45,00 43,74 43,26 43,04 36,04 49,04 47,45 50,00 48,19 page 6 HUPX Day-Ahead Market Delivery date: 01/09/ /09/2010

7 Volumes in single hours (MW) 35,00% 30,00% 32,93% 25,00% 20,00% 22,39% 23,26% 23,94% 15,00% 19,52% 17,06% 18,20% 10,00% 5,00% 8,29% 9,76% 10,31% 7,55% 6,79% 0,00% Volumes in single hours August (MW) Volumes in single hours September (MW) Note: The bar chart shows the traded volumes in single hours in the examined period (01/08/ /09/2010). We categorized the results according to the traded volume of each hour. Compared to the previous month, the distribution of executed volumes shows significant change. The 65,4 % of executed volumes can be found in the range of MW, instead of lower range. page 7 HUPX Day-Ahead Market Delivery date: 01/09/ /09/2010

8 EUR/MWh 100,00 HUPX vs. Neighbouring Exchanges (HOURLY prices) 90,00 80,00 70,00 60,00 50,00 40,00 30,00 20,00 10,00 0, HUPX Germany/Austria EPEXSPOT EXAA OPCOM ISOT page 8 HUPX Day-Ahead Market Delivery date: 01/09/ /09/2010

9 EUR/MWh HUPX vs. Neighbouring Exchanges (BASE prices) 60,00 55,00 50,00 45,00 40,00 35,00 30,00 25, Date HUPX Germany/Austria EPEXSPOT EXAA OPCOM ISOT page 9 HUPX Day-Ahead Market Delivery date: 01/09/ /09/2010

10 EUR/MWh 75,00 HUPX Prices vs. OTC Prices 65,00 55,00 45,00 35,00 25,00 15,00 HUPX BASE PRICE HUPX PEAK PRICE OTC BASE PRICE OTC PEAK PRICE Date page 10 HUPX Day-Ahead Market Delivery date: 01/09/ /09/2010

11 Average of aggregated SALE/BUY BID 01/09/ /09/2010 Aggregated SALE/BUY BID 01/09/ /09/2010 Data shown in the table reflects the average hourly aggregated maximum sell and buy volumes, not considering price steps. Data shown in the table reflects hourly aggregated maximum sell and buy volumes, not considering price steps. Hour Sale Buy Index volumes Base Hour Sale Buy Index volumes Base H1-644,8 525,3 89,1 MIN (sale) -364,7 H , , ,1 MIN (sale) ,2 H2-732,4 426,3 87,6 MAX (sale) -752,9 H , , ,5 MAX (sale) ,0 H3-752,9 405,2 80,7 H , , ,3 H4-632,6 503,7 80,1 MIN (buy) 405,2 H , , ,5 MIN (buy) ,1 H5-608,1 543,4 82,3 MAX (buy) 834,3 H , , ,4 MAX (buy) ,3 H6-533,3 643,4 107,3 H , , ,6 H7-506,1 662,4 82,1 Average (sale) -539,3 H , , ,8 Average (sale) ,3 H8-491,3 710,3 88,8 Average (buy) 674,9 H , , ,8 Average (buy) ,6 H9-490,1 723,5 67,9 H , , ,5 H10-466,1 754,7 74,6 Peak H , , ,0 Peak H11-468,8 775,9 88,1 MIN (sale) -383,4 H , , ,9 MIN (sale) ,6 H12-498,6 770,8 114,1 MAX (sale) -562,6 H , , ,8 MAX (sale) ,6 H13-513,5 757,0 132,0 H , , ,0 H14-553,6 730,2 132,5 MIN (buy) 689,6 H , , ,4 MIN (buy) ,8 H15-551,9 750,2 141,1 MAX (buy) 834,3 H , , ,0 MAX (buy) ,3 H16-557,3 744,3 134,3 H , , ,9 H17-554,2 724,7 126,7 Average (sale) -510,0 H , , ,1 Average (sale) ,4 H18-562,6 689,6 90,0 Average (buy) 746,4 H , , ,8 Average (buy) ,2 H19-520,5 702,1 88,7 H , , ,1 H20-383,4 834,3 79,7 H , , ,9 H21-364,7 816,3 83,7 H , , ,4 H22-501,7 667,4 85,7 H , , ,8 H23-504,4 675,9 93,4 H , , ,4 H24-551,5 661,2 90,6 H , , , , , , , , ,8 page 11 HUPX Day-Ahead Market Delivery date: 01/09/ /09/2010