As of 1 November 2023, the trading limit systems M7 and ETS will use an 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.
The “UK intraday trading offset” has been updated to 0.7.
The new parameters applicable will be:
| Parameter | Current | New |
|---|---|---|
| UK Price Independent Delivery Risk Parameter in GBP for Continuous Trading in M7 (Sell only) | 94 | 106 |
| UK Price Independent Delivery Risk Parameter in GBP for Auction Trading in ETS (Sell only) | 156 | 151 |
| UK Price Independent Delivery Risk Parameter in GBP for DCP limit calculation (Sell only) | 156 | 151 |
All other trading limit configurations remain unchanged.
Contact
European Commodity Clearing AG
Clearing & Settlement
Phone: +49 341 24680-444
E-mail: clearing@ecc.de