Difference between revisions of "HR & Basis"

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(Created page with "=== Where === ==== Main Menu / Execution / Term Market Change ==== alt=|left|thumb|Menu Location = What = Term Market Chan...")
 
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=== Where ===
 
=== Where ===
  
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==== Main Menu / Execution / Term Market Change ====
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==== Main Menu / Execution / HR & Basis ====
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[[File:Execution-TermMarketChange-Menu.jpg|alt=|left|thumb|Menu Location]]
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[[File:Execution-HRbasis-Menu.jpg|alt=|left|thumb|Menu Location]]
  
  
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= What =
 
= What =
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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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The HR & Basis report allows a user to compute basis (spreads) between any two like commodities; or compute heat rate against any power and gas hub; or compute a 7k Spark against any power and gas hub.  The table automatically populates the comparison between selected hubs (i.e. with NOB and SP15 selected, the table will display the Spread, Heatrate, and Spark Spread difference between the two hubs). We suggest limiting the number of hubs being selected to four or fewer as the columns grow exponentially as more hubs are selected.
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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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= Related Reports =
 
= Related Reports =

Revision as of 11:04, 13 May 2021

Where

Main Menu / Execution / HR & Basis

Menu Location




What

The HR & Basis report allows a user to compute basis (spreads) between any two like commodities; or compute heat rate against any power and gas hub; or compute a 7k Spark against any power and gas hub. The table automatically populates the comparison between selected hubs (i.e. with NOB and SP15 selected, the table will display the Spread, Heatrate, and Spark Spread difference between the two hubs). We suggest limiting the number of hubs being selected to four or fewer as the columns grow exponentially as more hubs are selected.

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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