ECC Clearing Circular 14/2024 | UK Delivery Risk Parameter Update in EPEX trading limit systems and DCP Limit Calculation

    Summary

    Due to an increase of the EEX settlement price of the UK Power Base Month Product (EEX GB Base Monthly Power Future – EEX Product Code: FUBM) above ECC’s accepted threshold of 10%, the UK price independent delivery risk parameter will be adjusted within the current month. As of 13 March 2024, the trading limit systems M7 and ETS will use the updated price independent delivery risk parameter for the EPEX UK spot market. The updated parameter will also be considered in the DCP limit calculation and will be valid for the duration of the following month.

     

    Contact
    European Commodity Clearing AG
    Clearing & Settlement
    Phone: +49 341 24680-444
    E-mail: clearing@ecc.de