ECC Clearing Circular 07/2025 | GB Delivery Risk Parameter Update in EPEX trading limit systems and DCP Limit Calculation

    Summary

    Due to an increase of the EEX settlement price of the GB1 Power Base Month Product (EEX GB Base Monthly Power Future – EEX Product Code: FUBM) above ECC’s accepted threshold of 10%, the GB price independent delivery risk parameter will be adjusted within the current month. As of 19 February 2025, the trading limit systems M7 and ETS will use the updated price independent delivery risk parameter for the EPEX GB spot market. The updated parameter will also be considered in the DCP limit calculation and will be valid for the duration of the following month.

    The new parameters applicable will be:

    ParameterCurrentNew
    GB Price Independent Delivery Risk Parameter in GBP for Continuous Trading in M7 (Sell only)108122
    GB Price Independent Delivery Risk Parameter in GBP for Auction Trading in ETS (Sell only)154174
    GB Price Independent Delivery Risk Parameter in GBP for DCP limit calculation (Sell only)154174

    All other trading limit configurations remain unchanged.

    For more information please read the document below.

    CONTACT
    European Commodity Clearing AG
    T +49 341 24680-444
    clearing@ecc.de