Short description:

Within the project, the daily valuation of settlement prices is to be converted to consistent snapshot prices. As a marginal condition, the prices for daily fixing must continue to be based on settlement prices. In addition, a new portfolio structure will be introduced for an efficient management of the power plant position.


In order to be able to use both snapshot and settlement prices, several close records are introduced in Endur. The entire curve setup is checked and adjusted if necessary. Furthermore, the End-of-Day process must be optimised for the converted process.

Technical description:

The functional objective of the project is to manage the hedge of the power plant position by the trader and at the same time to attribute profits and losses fairly to the participating business departments.