Trayport®'s Implied Price Calculator (IPC) enables you to use real-time price information to generate more complex implied spreads within Joule®. This allows you to realise strategies and relate prices across instrument sets and calendar periods; opening up new opportunities for smarter trading.
The most requested Implied Calculations are provided ready for use for Gold Mapping clients and also clients who are using Trayport's SaaS-delivered solution. These include European and UK Spark and Dark spread Calculations; Curve and UK Prompt load shape conversion and cross border gas spreads.
EUROPEAN POWER LOAD SHAPE CONVERSIONS
Always see and execute the best price including European power peak and off-peak load shape.
View gas daily to hourly spreads conversions, with hourly weightings and UK power prompt block and baseload conversions.
CROSS-BORDER FX SPREADS
Additional orders on screen for enhanced liquidity to enable quick direct comparisons between NBP, PEG and TTF [European gas hubs] and more.
Allowing quick, simple and clear cross commodity spreads between coal and gas to create a weighted power price.
If you would like to find out more about the Implied Price Calculator, please submit our contact form, or contact our sales team:
Tel: +44 (0)20 7960 5500