Summary
As of 1 August 2023, ECC will introduce a new method for the calculation of the price independent delivery risk parameter for the EPEX UK spot market that is applied within the trading limit exposure calculation on M7 (Continuous Market) and ETS (Auction Market) as well as within the DCP limit calculation.
The change will lead to more regular (monthly) updates of the following parameters:
- UK Price Independent Delivery Risk Parameter in GBP for Continuous Trading in M7 (Sell only)
- UK Price Independent Delivery Risk Parameter in GBP for Auction Trading in ETS (Sell only)
- UK Price Independent Delivery Risk Parameter in GBP for DCP limit calculation (Sell only)
Contact
European Commodity Clearing AG
Clearing & Settlement
Phone: +49 341 24680-444
E-mail: clearing@ecc.de