May 2015   Volume 5 | Issue 5
New Source New Reports Research On The Horizon Information
> Central Bank of Brazil
> Morningstar Implied Vols
> PJM Capacity (Performance) 2018-19 Auction 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

New Source - Commodity DataServer and Marketplace

Central Bank of Brazil

Morningstar now offers the following Intraday Power Rates from Central Bank of Brazil:
  Exchange Rates

MP Feed: CentralBankofBrazil_ExchangeRates
Ex. Key: DKK
Granularity: Daily

Ex. Description: Central Bank of Brazil: Exchange Rates, dkk
Path: TopRelation:ForeignExchange:CentralBankOfBrazil:
Granularity: Daily

New Reports - Marketplace


Morningstar now offers the following from EEX:
  European Emission Allowances Futures
  European Emission Allowances Spot

Feed: Eex_EmissionFutureMarketResults
Ex. Key: OTC;FEAA;2015.12
Granularity: Daily

Feed: Eex_EmissionSpotMarketResults
Ex. Key: OTC;EUSP;2013-2020
Granularity: Daily


Morningstar now offers the following from Jodi:
  Oil World Data

Feed: Jodi_OilWorldData
Granularity: Monthly

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

Southwest Power Pool

Morningstar now offers the following from SPP:
  Make Whole Payments
  Over Collected Losses
  Revenue Neutrality Uplift Daily
  Revenue Neutrality Uplift Hourly
  Short Term Wind Forecast

Feed: SPP_MakeWholePayments
Ex. Key: Make Whole Payments
Granularity: Daily

Feed: SPP_OverCollectedLosses
Ex. Key: Over Collected Losses
Granularity: Daily

Feed: SPP_RevenueNeutralityUpliftDaily
Ex. Key: Revenue Neutrality Uplift Daily
Granularity: Daily

Feed: SPP_RevenueNeutralityUpliftHourly
Ex. Key: Revenue Neutrality Uplift Hourly
Granularity: Daily

Feed: SPP_ShortTermWindForecast
Ex. Key: Short Term Wind Forecast
Granularity: 5 Minute

New Reports - Commodity DataServer and Marketplace


Morningstar now offers the following from London Metal Exchange:
  LME Options

MP Feed: LME_OptionsSettlement
Ex. Key: !AAC5Z2-1493
Granularity: Daily

Ex Symbol: MSTAR.LME.AA_2015Z.C1493
Ex. Description: ALUMINIUM ALLOY 02.Dec.15, traded option: 1493, USD/MT, Expires 2015-12-02, !AAC5Z2-1493
Ex. Path: TopRelation:Options:Lme:Morningstar:AA_Options:Options_2015_12:
Granularity: Daily


Morningstar now offers the following from SEMO:
 System Load and SMP in British Pounds

MP Feed: SEMO_SystemLoadAndSMPData
Ex. Key: System Load and SMP - Ex-Ante 1 - GBP
Granularity: Sub-Hourly

Ex. Description: Single Electricity Market Operator, System Load and SMP, Ex-Ante 1 data in GBP
Path: TopRelation:Energy:EuropeanElectricity:Ireland:Semo:
Granularity: Sub-Hourly


Morningstar now offers the following from SNL:
  Emission Indices

MP Feed: SNL_EmissionIndex
Ex. Key: 721;30457
Granularity: Daily

Ex. Description: Spot OTC Carbon,California Carbon
Path: TopRelation:Energy:Air:Snl:
Granularity: Daily

New Reports - Commodity Data Server


Morningstar now offers the following from SGX:
  Iron Ore CFR China (58% FE) Futures

Symbol: SGX.M58
Path: TopRelation:Futures:Sgx:
Granularity: Daily

Commodities Research

PJM Capacity (Performance) 2018–19 Auction Outlook

Capacity performance, or CP, does increase the marginal cost of capacity for marginal generators in the upcoming auction, but the bullish impact should be less than the market expects. Performance penalties, in the form of shortage pricing, should be partially priced into last year's auction, with penalties now at $3,300/MW-hour when a generator cannot deliver energy during reserve shortages. CP is simply a more far-reaching, stricter penalty structure that penalizes generators for nonperformance outside of reserve shortages but contains a stop-loss. There is no stop-loss in shortage pricing

For more information about Morningstar Research or to recieve the full report please email

On the Horizon

Scheduled Market Changes

Morningstar is planning on completing the following maintenance items:

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

Source: ICE Options
Description: SB Options strike price alterations
Live Date: June 20, 2015

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

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

Completed Market Changes

Morningstar has successfully completed the following maintenance items:
  NGX Index Price Updates

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

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