Question 3.3.1

Question 3.3.1

I would like to discuss another trading example and ask you how to report it. Below you’ll find my reporting proposal. Scenario:

  • buy, “strip of daily option”, gas, bilateral, physical settlement, price 0,5 €/MWh,
  • total deal volume 27.000 MWh within three month (December – February), exercising the option is just possible at 15 days per month on a day ahead basis,
  • December quantity 0-20 MW, volume = 7.200 MWh,
  • January quantity 0-25 MW, volume = 9.000 MWh,
  • February quantity 0-30 MW volume = 10.800 MWh,
  • strike price 30 €/MWh


Our understanding is that the option described above can be reported with Table 2 as a non-standard contract. Its executions shall be reported with Table 1.

Please see Q. 3.1.28 whether the execution should be reported as EXECUTION or BILCONTRACT contract, also considering that examples reported in Annex II to the TRUM are non-exhaustive.