HomeRulebook HomeBalancing and Settlement CodeCategory 3 DocumentsMarket Index Definition Statement
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CONTENTS

  • 1. Introduction
    • 1.1 Purpose and Scope of the Market Index Definition Statement
    • 1.2 Review Procedure for the Market Index Definition Statement
    • 1.3 Main Users of the Market Index Definition Statement
  • 2. Acronyms and Definitions
    • 2.1 List of Acronyms
    • 2.2 List of Definitions
  • 3. Market Index Data Provider(s)
    • 3.1 Company Data
    • 3.2 Methodology for Derivation of the Market Index Data
    • 3.3 Individual Liquidity Threshold
      • 3.3.1 Long and short day
  • 4. Individual Liquidity Thresholds, Weightings and Timebands
    • 4.1 Principles to be applied in setting Individual Liquidity Thresholds
    • 4.2 Principles to be applied in setting product and time weighting values
    • 4.3 Principles to be applied to determine when Individual Liquidity Thresholds or product and time weightings should be reviewed
    • 4.4 Timebands
      • 4.4.1 Description of Timebands
      • 4.4.2 Graphical Representation of Timebands
  • Appendix 1: EPEX SPOT SE
    • A1 Methodology Statement for EPEX SPOT SE (EPEX)
      • 1. Relevant EPEX Product definitions:
      • 2. Weightings
      • 3. Price Formula
      • 4. Erroneous Trades
  • Appendix 2: Nord Pool AS
    • A2 Methodology Statement for Nord Pool AS (Nord Pool)
      • 1. Relevant Nord Pool Product definitions:
      • 2. Weightings
      • 3. Price Formula
      • 4. Erroneous Trades

Market Index Definition Statement V9.0

Effective From Date:18/04/2019
Status:LIVE
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