Trading books span physical generation, financial forwards, and exchange-cleared contracts across multiple counterparties and time horizons, yet most ETRM systems produce static end-of-day P&L reports. Intraday mark-to-market updates require manual intervention, and concentration risks in specific delivery periods are invisible until the position is already overweight.
Built For
Front-office Trader and Risk Manager jointly monitoring a mixed physical and financial power trading book across spot and forward horizons
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Energy Trader
Tracks open positions across physical and financial books with intraday mark-to-market updates and delivery period concentration alerts.
Risk Manager
Enforces position limits and attributes P&L to individual strategies and desks to surface risk-adjusted performance.
Finance/Settlement
Reconciles front-office position data with back-office accounting records to ensure valuation consistency across systems.
Continuous portfolio mark-to-market valuation with P&L attribution by strategy, desk, and delivery period, surfacing concentration risks and intraday exposure changes before they accumulate.
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Net length is heavily concentrated in the Cal-26 Q3 baseload block at 78% of the delivery-period limit, the only bucket inside 10% of its cap. Today's mark-to-market P&L is plus EUR 145k, with EUR 190k from intraday arbitrage offset by minus EUR 45k on the forward hedge leg. Recommend trimming roughly 40 MW of Q3 length to pull concentration back under 70% before close.