April 2015   Volume 5 | Issue 4
New Source New Reports Research On The Horizon Information
> New Zealand Electricity
> EOX Live
> Morningstar Implied Vols
> Heren
> EEX
> SHFE
> Powernext
> SGX
> ICE
> PJM 2015-16 Term Outlook
> Scheduled Market Changes
> Completed Market Changes
> Contact Us
> Feedback

Morningstar is pleased to announce the availability of the following data sets. Please note our new Morningstar Implied Volatility Reports. To add any optional offering to your Morningstar data feed, please contact your Sales Director or email commoditydata-sales@morningstar.com.

New Source - Commodity DataServer and Marketplace


New Zealand Electricity

Morningstar now offers the following Intraday Power Rates from NZX:
  Final Prices
  Interim Prices
  Provisional Prices
  5 Minute Prices

MP Feed: NZX_FinalPrices
Ex. Key: BDE0111
Granularity: Sub Hourly

Ex. Symbol: NZX.FIVEMINUTE.BDE0111
Ex. Description: New Zealand Electricity (NZX), Five Minute Prices, BDE0111 Brydone NZD/MWh
Path: TopRelation:Energy:NewZealandElectricity:Nzx:FiveMinutePrices:
Granularity: 5 Minute

New Reports - Marketplace


EOX Live

Morningstar now offers the following from EOX Live:
  Natural Gas Volatilities

Feed: Eoxlive_NaturalGasVols
Ex. Key: 1/1/2016 ATM - AECO CALL
Granularity: Daily

Morningstar Implied Volatilities

Morningstar now offers Implied Volalities for several CME and ICE products. Few listed below:
  Implied Volatilities for Nymex Option LO (American) on CL (WTI)
  Implied Volatilities for Nymex Option LN (European) on NG (Natural Gas)
  Implied Volatilities for Nymex Option OB (American) on RB (RBOB Gasoline)

Ex. Feed: Morningstar_NYMEXImpliedVolOBonRB
Ex. Key: 201504 - C - 1.25
Granularity: Daily

New Reports - Commodity DataServer and Marketplace


Heren

Morningstar now offers the following from Heren:
  Common Market Area Trading Region South

MP Feed: Heren_TrsDayAheadIndices
Ex. Key: Trs Day Ahead Indices
Granularity: Daily

MP Feed: Heren_TrsPrices
Ex. Key: Weekend
Granularity: Daily

Ex. Symbol: HERINX.TRS.DAI.CUMULATIVE
Ex. Description: Heren Day Ahead Index Cumulative, Trs, ESGM Report (Euro/MWh)
Path: TopRelation:Energy:EuropeanNaturalGas:HerenIndex:Heren:
Granularity: Daily

Ex. Symbol: HEREN.ESGM.TRS_WEND
Ex. Description: Heren ESGM Report, TRS Prices, Weekend
Path: TopRelation:Energy:EuropeanNaturalGas:ESGMPriceAssmnt:Heren:
Granularity: Daily

EEX

Morningstar now offers the following from EEX:
  Italian Base Load Daily Futures
  Italian Base Load Weekend Futures

Ex. Symbol: EEX.ITALIAN.DAILY.BASE_D01
Ex. Description: EEX, Italian Futures Derivative Base, 01 Day(s) Out
Path: TopRelation:Energy:EuropeanElectricity:ItalianPowerExchange:Eex:Futures:ItalianPower:Base:
Granularity: Daily

Feed: Eex_ItalianFinancialPowerFutures
Ex. Key: FD01 - 2015.04
Granularity: Daily

SHFE

Morningstar now offers the following from SHFE:
  Nickel Futures

Symbol: SHFE.NI
Path: TopRelation:Futures:Shfe:
Granularity: Daily

Feed: SHFE_FuturesSettlement_RT
Ex. Key: NI5N
Granularity: Daily

Powernext

Morningstar now offers the following from Powernext:
  NBP, ZEE, PSV and TRS contracts

Ex. Symbol: PNXT.GAS.NBP.DA
Ex. Description: Powernext Gas NBP Day Ahead Pence/Therm
Path: TopRelation:Energy:EuropeanNaturalGas:France:PowernextExchange:
Granularity: Daily

Ex. Symbol: PNXT.FUTURES.GAS.ZEE_Q1
Ex. Description: Powernext Gas Quarterly Future Exchange ZEE 1 Quarter(s) Out
Path: TopRelation:Energy:EuropeanNaturalGas:France:PowernextExchange:QuarterlyContinuous:Zee:
Granularity: Daily

Feed: Powernext_GasSpotIndices
Ex. Key: NBP - DA
Granularity: Daily

Feed: Powernext_GasFutures
Ex. Key: ZEE - Q12016
Granularity: Daily

New Reports - Commodity Data Server


SGX

Morningstar now offers the following from SGX:
  API 5 New Castle Coal Futures

Symbol: SGX.5CF
Path: TopRelation:Futures:Sgx:
Granularity: Daily

ICE

Morningstar now offers the following from The ICE:
  ICE Brent Crude Futures 12:30 Marker

Feed: FB and ICE.ULS
Path: TopRelation:Futures:Ipe: and TopRelation:Futures:Ice_Europe:
Granularity: Daily



Commodities Research


PJM 2015-18 Term Outlook: Sparks to widen, but Marcellus-hungry fleet will crash the party

Monumental changes are underway in the PJM Interconnection during the next four years. An entire fleet of older generation is retiring while low Marcellus gas prices and capacity market reforms are attracting new ultra-efficient combined-cycle plants. A large pipeline build out is underway, moving discounted Marcellus gas to more premium basis deliveries and to large combined-cycle units farther away. Demand response participation is set to peak in PJM this year with more than 15,000 megawatts while a potential Supreme Court review challenges DR as a source of supply. Price formation issues are being resolved to address scarcity, uplift, DR, and performance in an attempt to get the price right in PJM, allowing for better hedging and appropriate incentives and penalties.

For more information about Morningstar Research or to recieve the full report please email Commodity-research@morningstar.com

On the Horizon

Scheduled Market Changes

Morningstar is planning on completing the following maintenance items:

Source: NGX
Description: NGX Index Price Updates
Live Date: May 1, 2015

Source: EEX
Description: FTP migration for market data reports
Live Date: May 30, 2015

Source: PJM
Description: Addition of Residual Metered Load Pricing to RT and DA LMP
Live Date: June 1, 2015

Please visit our website to learn more about these market changes.

Completed Market Changes

Morningstar has successfully completed the following maintenance items:

  Heren and Powernext: PegSud and PegTIGF replaced with TRS

See new symbols above
  ICAP file changes

Please visit our website to learn more about these market changes.


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