Term Market Change

Where

Main Menu / Execution / Term Market Change

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What

Term Market Change is sourced by data from the Trade Rank reports. This table displays a variety of information regarding how term markets are trending across the past week, and offers insight into what direction the term trades may be heading.

Term Market Change Fields

1. Date – the most recent term market “as of” date; typically yesterday, unless a weekend or holiday
2. Dtype – Derivative type (H=hourtype; O=outright; S=locational spread; R = Roll)
3. Agg – M = Month; Q = Quarter; Y = Year
4. Metric – HR = Heat Rate; PP = Power Price
5. Rank – sorted on APC (Absolute Value of Percentage Change) for Dtype & Agg; compares all hubs, all periods against each other for those two types
6. Hub – MC, PV, SP, or NP
7. HT – HL, LL, or OO (On Off)
8. Percode – the period
9. APC – Absolute Value of Percentage Change for Today vs Yesterday
10. PC1 – % Change from “Yesterday”: (CUR – D2) / D2
11. PC2 – % Change from “Two Days Ago”: (CUR – D3) / D3
12. PC7 – % Change from “Seven Days Ago”: (CUR – D7) / D7
13. Chg1 – $ change from Yesterday: CUR – D2
14. Chg2 – $ change from Two Days Ago: CUR – D3
15. Chg7 – $ change from YSeven Days Ago: CUR – D7
16. CUR – most recent market price
17. D2 – 2nd most recent market price
18. D3-Dy – other historical market prices
19. Pid – Product ID, used internally
20. Product – Product code, used internally

Related Reports

• Forecasts
  • 25 Year
  • 5 Minute
  • Scenarios - 1 Year
• TradeRank
  • Outrights
  • Spreads
  • Rolls
  • OnOff
  • Expired Periods
  • TradeRank Alerts
• Term Market Change
• Market vs Spot
• Heat Rate & Basis
• Stack Charts
  • Stack Detail