Indices

EPEX SPOT offers to its members the high-quality price indices to trade power on all spot segments - thanks to the most liquid orderbooks in Europe and unique functionalities and order types - ensuring optimized, transparent and secured advanced trading.

Auction price indices

Leader in auction market coupling, EPEX SPOT has been constantly developing and empowering its auction offer, delivering first-class auction price indices to its customers.

Day-Ahead price indices

The high resiliency, liquidity and operational stability of EPEX SPOT Day-Ahead auctions ensure reliable Day-Ahead prices, which are preserved even in the cases of market coupling fall back in the CWE region.

Local auction price indices

EPEX SPOT local auctions provide qualitative market price signals to answer market participants specific needs, creating new business opportunities.

Continuous price indices

EPEX SPOT offers advanced continuous markets, relying on high system load resiliency, most efficient European market coupling and highest European liquidity for local and close to delivery continuous trading, guarantying excellence continuous price indices to its customers.

IDFull index (or Final Index)

The IDFull index is the weighted average price of all continuous trades executed during the full trading session of any EPEX SPOT continuous contract. This index includes the entire market liquidity and thus represents the obvious continuous market price references for each contract.

ID3 index

The ID3 index is the weighted average price of all continuous trades executed within the last 3 trading hours of a contract (up to 30min before delivery start).This index focuses on the most liquid timeframe of a continuous contract trading session. As such, this index presents large business interest for EPEX SPOT customers to market their offers or challenge their trading activity.

ID1 index

The ID1 index is the weighted average price of all continuous trades executed within the last trading hour of a contract up to 30min before delivery start. This index catches the market last minute imbalance needs, reflecting amongst other the increasing REN breakthrough and system balancing flexibility.

Secured and high-quality price indices

The quality of EPEX SPOT price indices relies on its high membership diversity, its record market liquidity and its flexible product offer suite. Moreover, the EPEX SPOT Market Surveillance division ensures at all time the integrity and transparency of these high-quality prices.

Market integrity

The EPEX SPOT Market Surveillance team ensures the highest standards and expertise on daily spot market monitoring. Thanks to advanced tooling and rich economic expertise, Experts manage to prevent market disruption, misleading or insider trading as well as manipulations, securing the EPEX SPOT price excellence.

Prevention and trainings

EPEX SPOT regular market integrity training workshops offered to all EPEX SPOT members and close cooperation with the regulatory authorities experts ensure the highest quality trading at EPEX SPOT.