EPEX SPOT & EEX Power Derivatives: Power Trading Results In September 2012

In September 2012, a total volume of 26.5 TWh was traded on EPEX SPOT’s Day-Ahead and Intraday markets (September 2011: 25.9 TWh).

During the same period, the volume in power derivatives trading on EEX Power Derivatives amounted to 67.7 TWh (September 2011: 79.2 TWh).

Power spot markets in detail:

In September 2012, power trading on the Day-Ahead auctions on EPEX SPOT accounted for a total of 25,144,130 MWh (September 2011: 24,580,033 MWh) and can be broken down as follows:

* Peak excl. weekend

Prices within the French and the German market, both coupled with Belgium and the Netherlands within the market coupling initiative in Central Western Europe (CWE), converged 75 % of the time.

On the EPEX SPOT Intraday market, a total volume of 1,374,857 MWh was traded in September 2012 (September 2011: 1,271,865 MWh):

In September, cross-border trades represented 14.7 % of the total Intraday volume. Volume in 15-Minute contracts amounted to 142,897 MWh. In September, they represented 11.6 % of the volume traded on the German Intraday market.

Power derivatives markets in detail:

The volume in power derivatives trading on EEX Power Derivatives amounted to 67.7 TWh in September (September 2011: 79.2 TWh) and can be broken down as follows:

In September, the total derivatives trading volume comprised 30.8 TWh from OTC clearing. On 28 September 2012, the open interest amounted to 471.5 TWh.