Difference between revisions of "Term Market Change"
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=== Where === | === Where === | ||
| − | ==== Main Menu / Execution / | + | ==== Main Menu / Execution / Term Market Change ==== |
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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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== Term Market Change Fields == | == Term Market Change Fields == | ||
| − | Date – the most recent term market “as of” date; typically yesterday, unless a weekend or holiday | + | # Date – the most recent term market “as of” date; typically yesterday, unless a weekend or holiday |
| − | Dtype – Derivative type (H=hourtype; O=outright; S=locational spread; R = Roll) | + | # Dtype – Derivative type (H=hourtype; O=outright; S=locational spread; R = Roll) |
| − | Agg – M = Month; Q = Quarter; Y = Year | + | # Agg – M = Month; Q = Quarter; Y = Year |
| − | Metric – HR = Heat Rate; PP = Power Price | + | # Metric – HR = Heat Rate; PP = Power Price |
| − | Rank – sorted on APC (Absolute Value of Percentage Change) for Dtype & Agg; compares all hubs, all periods against each other for those two types | + | # Rank – sorted on APC (Absolute Value of Percentage Change) for Dtype & Agg; compares all hubs, all periods against each other for those two types |
| − | Hub – MC, PV, SP, or NP | + | # Hub – MC, PV, SP, or NP |
| − | HT – HL, LL, or OO (On Off) | + | # HT – HL, LL, or OO (On Off) |
| − | Percode – the period | + | # Percode – the period |
| − | APC – Absolute Value of Percentage Change for Today vs Yesterday | + | # APC – Absolute Value of Percentage Change for Today vs Yesterday |
| − | PC1 – % Change from “Yesterday”: (CUR – D2) / D2 | + | # PC1 – % Change from “Yesterday”: (CUR – D2) / D2 |
| − | PC2 – % Change from “Two Days Ago”: (CUR – D3) / D3 | + | # PC2 – % Change from “Two Days Ago”: (CUR – D3) / D3 |
| − | PC7 – % Change from “Seven Days Ago”: (CUR – D7) / D7 | + | # PC7 – % Change from “Seven Days Ago”: (CUR – D7) / D7 |
| − | Chg1 – $ change from Yesterday: CUR – D2 | + | # Chg1 – $ change from Yesterday: CUR – D2 |
| − | Chg2 – $ change from Two Days Ago: CUR – D3 | + | # Chg2 – $ change from Two Days Ago: CUR – D3 |
| − | Chg7 – $ change from YSeven Days Ago: CUR – D7 | + | # Chg7 – $ change from YSeven Days Ago: CUR – D7 |
| − | CUR – most recent market price | + | # CUR – most recent market price |
| − | D2 – 2nd most recent market price | + | # D2 – 2nd most recent market price |
| − | D3-Dy – other historical market prices | + | # D3-Dy – other historical market prices |
| − | Pid – Product ID, used internally | + | # Pid – Product ID, used internally |
| − | Product – Product code, used internally | + | # Product – Product code, used internally |
| + | |||
Revision as of 09:35, 13 May 2021
Where
Main Menu / Execution / Term Market Change
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
- Date – the most recent term market “as of” date; typically yesterday, unless a weekend or holiday
- Dtype – Derivative type (H=hourtype; O=outright; S=locational spread; R = Roll)
- Agg – M = Month; Q = Quarter; Y = Year
- Metric – HR = Heat Rate; PP = Power Price
- Rank – sorted on APC (Absolute Value of Percentage Change) for Dtype & Agg; compares all hubs, all periods against each other for those two types
- Hub – MC, PV, SP, or NP
- HT – HL, LL, or OO (On Off)
- Percode – the period
- APC – Absolute Value of Percentage Change for Today vs Yesterday
- PC1 – % Change from “Yesterday”: (CUR – D2) / D2
- PC2 – % Change from “Two Days Ago”: (CUR – D3) / D3
- PC7 – % Change from “Seven Days Ago”: (CUR – D7) / D7
- Chg1 – $ change from Yesterday: CUR – D2
- Chg2 – $ change from Two Days Ago: CUR – D3
- Chg7 – $ change from YSeven Days Ago: CUR – D7
- CUR – most recent market price
- D2 – 2nd most recent market price
- D3-Dy – other historical market prices
- Pid – Product ID, used internally
- 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