Changes to Daily Futures Settlement Files
Tue 18 Jan 2011
Changes to the Daily Futures Settlement File for Calendar Strips
Currently the AU Electricity Futures Settlement File contains official settled quarterly contract prices (Q4 2010 - Q4 2014) and implied prices for calendar and financial years, off-peak quarters and Jan-Jun and Jul-Dec periods.
In order to provide a more comprehensive data set we have decided to include the official H strip (Base Calendar year) settlement prices to the futures settlement file. As a result, there will be two prices provided for each listed Base Calendar Year; an implied price and an official price. In each futures settlement file, the implied price will remain labelled as "CalXXXX" and the official price will be labelled as "CalHXXXX".
Kindly note that these changes will not be made live until Monday 17 January 2011 to allow subscribers time to make any appropriate procedural changes to the use of the daily settlement files. If this deadline causes any issues please contact the d-cyphaTrade team ASAP.
If you have any queries or would like a sample file please do not hesitate to contact us via return email or call 1800 330 101.