Intraday HPFCs: At the pulse of time

Intraday HPFCs (PFCs on the basis of intraday prices) help to increase sales success by means of current pricing (e. g. prices have fallen versus settlement) or to increase the sales success. Identifying/avoiding risks (e. g. prices have risen compared to settlement). Our intraday HPFC data service is characterized as follows:

  • Delivery of HPFCs based on
    • Mid-prices: An intelligent algorithm currently calculates the mid-curve from trades if necessary, more recent theoretical mean values from bid and ask prices
    • Bid and ask prices: Here, the latest information from bid and ask quotations as well as trades is called in on a time basis.
  • Supply of current curves at 10:00,12:00 and 15:00. We will gladly take into account individual delivery times and frequencies.
  • The curves are based on EEX intraday prices for Phelix DE-AT. Please contact us if you are interested in an alternative price source.

The intraday data service has been set up. Please contact us if you are interested or register for a non-binding test position. We would also be happy to discuss with you further specifications such as the use of Phelix-DE courses and a 15-minute resolution of the curve (QPFC based on ID15 price samples).

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