Difference between revisions of "Term Market Change"

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=== Where ===
 
=== Where ===
  
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==== Main Menu / Execution / TradeRank / Outrights ====
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==== Main Menu / Execution / Term Market Change ====
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[[File:Traderank 01.jpg|left|thumb]]
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[[File:Execution-TermMarketChange-Menu.jpg|alt=|thumb|Menu Location|none]]
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= What =
 
= What =
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TradeRank plots term market prices against forecasts and prior year cash settles. Market prices are end-of-day ICE settles, the forecasts are from Ansergy’s forecast model, and historical spot prices are the average, maximum, and minimum from the last ten years.
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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.
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[[File:Traderank 02.jpg|left|thumb|adsf]]
 
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== Term Market Change Fields ==
  
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# '''Date''' – the most recent term market “as of” date; typically yesterday, unless a weekend or holiday
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# '''Dtype''' – Derivative type (H=hourtype; O=outright; S=locational spread; R = Roll)
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# '''Agg''' – M = Month; Q = Quarter; Y = Year
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# '''Metric''' – HR = Heat Rate; PP = Power Price
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# '''Rank''' – sorted on APC (Absolute Value of Percentage Change) for Dtype & Agg; compares all hubs, all periods against each other for those two types
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# '''Hub''' – MC, PV, SP, or NP
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# '''HT''' – HL, LL, or OO (On Off)
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# '''Percode''' – the period
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# '''APC''' – Absolute Value of Percentage Change for Today vs Yesterday
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# '''PC1''' – % Change from “Yesterday”: (CUR – D2) / D2
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# '''PC2''' – % Change from “Two Days Ago”: (CUR – D3) / D3
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# '''PC7''' – % Change from “Seven Days Ago”: (CUR – D7) / D7
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# '''Chg1''' – $ change from Yesterday: CUR – D2
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# '''Chg2''' – $ change from Two Days Ago: CUR – D3
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# '''Chg7''' – $ change from YSeven Days Ago: CUR – D7
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# '''CUR''' – most recent market price
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# '''D2''' – 2nd most recent market price
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# '''D3-Dy''' – other historical market prices
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# '''Pid''' – Product ID, used internally
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# '''Product''' – Product code, used internally
  
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== Term Market Change Fields ==
 
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Date – the most recent term market “as of” date; typically yesterday, unless a weekend or holiday
 
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Dtype – Derivative type (H=hourtype; O=outright; S=locational spread; R = Roll)
 
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Agg – M = Month; Q = Quarter; Y = Year
 
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Metric – HR = Heat Rate; PP = Power Price
 
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Rank – sorted on APC (Absolute Value of Percentage Change) for Dtype & Agg; compares all hubs, all periods against each other for those two types
 
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Hub – MC, PV, SP, or NP
 
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HT – HL, LL, or OO (On Off)
 
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Percode – the period
 
−
APC – Absolute Value of Percentage Change for Today vs Yesterday
 
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PC1 – % Change from “Yesterday”: (CUR – D2) / D2
 
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PC2 – % Change from “Two Days Ago”: (CUR – D3) / D3
 
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PC7 – % Change from “Seven Days Ago”: (CUR – D7) / D7
 
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Chg1 – $ change from Yesterday: CUR – D2
 
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Chg2 – $ change from Two Days Ago: CUR – D3
 
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Chg7 – $ change from YSeven Days Ago: CUR – D7
 
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CUR – most recent market price
 
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D2 – 2nd most recent market price
 
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D3-Dy – other historical market prices
 
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Pid – Product ID, used internally
 
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Product – Product code, used internally
 
  
  

Latest revision as of 10:29, 1 June 2021

Where

Main Menu / Execution / Term Market Change

Menu Location

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
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