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Workshop New market model for dispatchers

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Presentation on theme: "Workshop New market model for dispatchers"— Presentation transcript:

1 Workshop New market model for dispatchers
Groningen, November 2010 Version: 1.1 30 oktober 2006

2 Agenda 1. Introduction and essentials market model Ard Jan Dunnik 09: :00 2. Context and programmes Walter Crommelin 10:00 – 11:30 Altinus Meijer 3. Bid price ladder Walter Crommelin 11:30 – 12:00 Altinus Meijer Lunch 12:00 – 12:45 3. Bid price ladder Walter Crommelin 12:45 – 13:30 4. Gasport Peter Scholtens 13:30 – 14:00 5. Next steps Ard Jan Dunnik 14:00 – 14:15 30 oktober 2006

3 1. Introduction and essentials market model
You are involved in dispatch operations Focus on operational process Address your issues and questions, so interruptions are welcome Lunch 12:00 – 12:45 Here we see that the basic component “balancing your portfolio” is still the same: the hourly imbalance is still based on the exit, entry and TTF allocations, but we use the real-time allocations 30 oktober 2006

4 Market facilitating processes (updated every hour)
1. Introduction and essentials market model An abstraction of the market design Nominate Exit, entry & TTF Book Capacity PV Portfolio management Send programme PV acts PV processes Near Real-time Allocation Hourly Imbalance POS SBS When exceeds limit call bid price ladder Market facilitating processes (updated every hour) Settlement at offline allocation In order to start with a joint view of the market design I will show you an abstract of the market design. Starting with your activities and …. <…> … the system imbalance will be restored by calling the bid price ladder. I will discuss in short some of the components. As we can see the keystone of the new market design is (just like in the current design) balancing of your portfolio. And therfore I will start with the allocation and hourly imbalance…… 30 oktober 2006

5 1. Introduction and essentials market model
The hourly imbalance per portfolio is based on near real-time entry and exit allocations, TTF and BPL1 transfers and damping Calculation hourly imbalance Near real-time Exit (h) = 40 Near real-time Entry (h) = -30 Transfers TTF & BPL (h) = -10 (sold -13 and bought 3) Damping (h) = -5 Hourly Imbalance (h) = -5 Imbalance calculation is (more or less) unchanged2 compared to the current system, except when damping is applied (cf. using t+2 in the current system) Damping can be applied based on the exit volumes (exit programme) Here we see that the basic component “balancing your portfolio” is still the same: the hourly imbalance is still based on the exit, entry and TTF allocations, but we use the real-time allocations 1 BPL = Bid Price Ladder 2 Near real-time calculated instead of off-line 30 oktober 2006

6 1. Introduction and essentials market model
The Portfolio Imbalance Signal (POS) is the cumulative hourly imbalance per portfolio. Portfolio Imbalance Signal (POS) Hourly imbalance (..: :00) = .. Hourly imbalance (08: :00) = -1 Hourly imbalance (09: :00) = 1 Hourly imbalance (10: :00) = 2 + POS (11:00) = 2 The System Balance Signal (SBS) is the sum of all POSses and therefore reflects the physical imbalance of the grid. System Balance Signal (SBS) for hour h POS PV A = -1 POS PV B = -1 POS PV C = 3 + SBS = 1 30 oktober 2006

7 1. Introduction and essentials market model
When the imbalance is exceeding a pre-set system limit the imbalance will be solved by calling the bid price ladder No bandwidth or tolerance per portfolio but for the system as a whole The bid price ladder contains bids of PV’s for solving the imbalance of the system Calling the bid price ladder implies that GTS buys or sells gas (on the bid price ladder) in order to restore the system balance Call bid price ladder SBS  30 oktober 2006

8 1. Introduction and essentials market model
PVs send a programme (day-ahead) to GTS with a forecast of the entry, exit and TTF allocations per portfolio Programmes enable GTS to determine the expected system load by which GTS can set the limits of the system Programmes enable GTS and PVs to apply the damping Programmes do not have impact on the hourly imbalance (and therefore on POS and SBS) except when damping is applied 06: :00 07: :00 08: :00 .... 04: :00 05: :00 +2 +3 .... -2 -3 Damping added to portfolio and therefore impact on the difference between entry and exit flow Damping means that with a fixed formula (with as input the exit programme and some parameters) gas volume will be substracted during certain hours from the portfolio and added to the portfolio during other hours within the day. 30 oktober 2006

9 1. Introduction and essentials market model
The difference between near real-time allocations and offline allocations will be settled. The offline allocations are near real-time allocations with corrections applies if necessary The corrections will be settled by GTS and have no impact on the POS of PVs Nominations and capacity Nominations are still required at entry and exit points wherever GTS needs nominations for technical transport reasons or for the purpose of calculation of the assignment of interruptible capacity or points where they are needed to determine allocations Entry and exit capacity will still be booked both firm and interruptible 30 oktober 2006

10 Agenda 1. Introduction and essentials market model Ard Jan Dunnik 09: :00 2. Context and programmes Walter Crommelin 10:00 – 11:30 Altinus Meijer 3. Bid price ladder Walter Crommelin 11:30 – 12:00 Altinus Meijer Lunch 12:00 – 12:45 3. Bid price ladder Walter Crommelin 12:45 – 13:30 4. Gasport Peter Scholtens 13:30 – 14:00 5. Next steps Ard Jan Dunnik 14:00 – 14:15 30 oktober 2006

11 Context

12 Balancing portfolio and grid
SBS and POS based on online allocations MP1 entry MP3 LDC LDC grid MP2 entry MP4 Industry GTS grid

13 - = long + = short POS is accumulation of hourly imbalances entry(t) + exit (t) + damping (t)

14 SBS is sum of POSs - = long + = short
Every 5 minutes a prognosis is given for the end of the current hour.

15 Help rewarded, causer pays
SBS Balanced Short Long PV  € Causer  € Helper  € Helper

16 General Information

17 General Information: Time
Imbalances are determined per whole clock hour The whole clock hour is also used in both old (nominations and confirmations) and new messages (programmes, bid price ladder), e.g. the gas flow from 06:00:00 to 07:00:00 will be kWh Leadtimes are relative to the start of the whole clock hour, e.g. a leadtime of thirty minutes for the hour from 06:00:00 to 07:00:00 means the information must be received by 05:30:00 at the latest There is no longer a daily reset and cash-out of imbalance positions. POS cumulation runs continuously.

18 General Information: Lead time reduction
Applies to most networkpoints, see website for list. Network point capacity < m3/h = no restrictions in flow change up to booked firm capacity. Network point capacity >= m3/h = difference between H-2 nomination and H-½ nomination: Max (25% of the firm capacity booked, m3/h) Bidirectional network points >= m3/h = difference between H-2 nomination and H-½ nomination: Max (25% of the largest firm capacity booked, m3/h) For the purpose of determining the firm capacity booked by a party, all relevant portfolios of the party and (any) affiliated companies will be taken into account.

19 General Information: Messages
GTS Allocations (LALL) Supplier EDSN (CSS) LDC (Local Distribution Company) End Users (wholesale) Measurements & Temperature Measurements Allocations (BALL) Allocations Base Data Programs Zones/Damping/CCF/IC Balancing Agreement Day-ahead PV (Program Responsible Party) POS & SBS Bid Price Ladder Within-day Transport Nom & Conf Allocations (XML)

20 Programmes

21 Programmes Programmes are the PV’s prediction of the planned entry, exit and TTF flows per portfolio for the next gas day GTS aggregates programmes to a prediction for the system load Programmes enable GTS and PVs to apply the damping Programmes do not have impact on the hourly imbalance (and therefore on POS and SBS) except when damping is applied Damping means that with a fixed formula (with as input the exit programme and some parameters) gas volume will be substracted during certain hours from the portfolio and added to the portfolio during other hours within the day. 30 oktober 2006

22 Timeline programmes 09:00 14:00 18:00 19:00 20:00 21:00 22:00 06:00
Alpha en beta publication Final programme confirmations sent PV’s send programmes to GTS GTS sends programme confirmations Hourly cycle of programme matching and confirmation

23 Process schematic programmes
Daily At 14:00 and hourly from 18:00 to 22:00 Whenever a new programme is sent ACKNOW ACKNOW

24 PV’s send either 1 or 2 programmes per portfolio:
Programme types PV’s send either 1 or 2 programmes per portfolio: An exit programme is required for a portfolio with physical exit An entry programme is required for a portfolio with physical entry A trade programme is required for a portfolio without physical entry or physical exit Message Type PRODOC Always for one complete gas day If a PV sends an entry programme it is recommendable to put the TTF deals in the entry programme (instead of in the exit programme).

25 Programme types Entry Exit VPPV Trade programme Entry programme
MP1 entry MP3 LDC LDC grid Entry programme Exit programme Trade programme MP4 Industry MP2 entry MP5 Export GTS grid

26 Programme content: Trade Programme
Contains hourly volumes for transfers on the VPPV Contains trading volumes Net volume of VPPV transfers must always be zero Internally consistent when Σ Entry + Σ Exit = 0 using GTS sign convention

27 Trade programme Entry Exit VPPV Trade to other PV’s
MP1 entry MP3 LDC LDC grid Trade programme MP4 Industry Trade from other PV’s Trade to other PV’s MP2 entry MP5 Export GTS grid

28 Programme content: Exit programme
Contains hourly exit volumes for four exit categories: GSTPPU: volumes for Protected Users* GSTPOTHER: volumes for other exits GSTPPUB: volumes for Protected Users* as part of a Balancing Relation GSTPOTHERB: volumes for other exits as part of a Balancing Relation Contains hourly volumes for transfers on the VPPV May contain trading volumes** May contain transfer from PV’s own entry programme Net volume of transfers must always be entry or zero * consumers ≤ 40 m3/h (art. 43 Gas act) ** choice PV: entry or exit programme

29 Programme content: Exit programme
Entry VPPV Exit Forecast for offtake by connections ≤ 40 m3/h MP1 entry MP3 LDC LDC grid Exit programme Transfer from own entry programme Forecast offtake of all other connections MP4 Industry NOMFLEX Trade from other PV’s MP2 entry MP5 Export GTS grid

30 Programme content: Exit programme
Damping is obligatory if the Exit Programme is for a portfolio that includes Protected Users. Optional for other Exit Programmes If damping is optional the choice has to be made before 01-Jan and is valid for one year. The damping is calculated with damping formula and alpha and beta parameters, see next slide. Internally consistent when Σ Entry + Σ Exit + Damping = 0 using GTS sign convention Damping is implicit in PRODOC message as the difference between sum of exits and net entry on VPPV; the values are not included in the message.

31 Damping formula 23 or 25 during changes from summertime to wintertime and vice versa

32 Programme content: Exit programme Damping

33 Enter data Enter alpha and beta parameter values for gasday here
Enter hourly exit values here NB: GTS website examples of 23/25 hour gas day

34 Results Click to expand and show calculation steps
Graph showing results Resulting hourly entry values shown here Resulting hourly damping values shown here

35 Calculation steps Step 3 Smoothing: Results determined by beta parameter Step 1 Damping: Results determined by alpha parameter Step 2 Volume neutral: Makes daily entry flow equal to daily exit flow

36 Programme content: Entry Programme
Contains total hourly entry volumes Contains hourly volumes for transfers on the VPPV May contain trading volumes May contain transfer to PV’s own exit programme Net volume of VPPV transfers must always be exit or zero Internally consistent when Σ Entry + Σ Exit = 0 using GTS sign convention

37 Transfer to own exit programme
Programme content: Entry Programme Entry VPPV Exit MP1 entry MP3 LDC Forecast entry LDC grid Entry programme Transfer to own exit programme MP4 Industry NOMFLEX Trade to other PV’s MP2 entry MP5 Export GTS grid

38 Programme example: no damping and trading in exit programme
VPPV PV A → PV B +25 PV A -100 TTF MP1 entry LDC grid PV A +175 PV A -175 MP2 entry MP4 Industry PV A -75 PV A +150 GTS grid Entry programme PV A Total entry -175 To PV A on VPPV +175 Exit programme PV A Total exit To PV B on TTF and VPPV +25 From PV A on VPPV

39 Programme example: no damping and trading in entry programme
PV A → PV B +25 VPPV PV A -100 TTF MP1 entry LDC grid PV A +150 PV A -150 MP2 entry MP4 Industry PV A -75 PV A +150 GTS grid Entry programme PV A Total entry To PV A on VPPV To PV B on VPPV and TTF +25 Exit programme PV A Total exit From PV A on VPPV -150

40 Programme example: with damping and trading in entry programme
example shows one hour ∑ Damping per gas day = 0 PV A → PV B +25 VPPV PV A -160 TTF MP1 entry PV A +65 MP3 LDC LDC grid PV A +210 PV A -210 MP2 entry MP4 Industry PV A -75 PV A +150 GTS grid Entry programme PV A Total entry To PV A on VPPV To PV B on VPPV and TTF +25 Exit programme PV A Total exit From PV A on VPPV -210 Damping -5

41 Programme use: calculation of hourly imbalance
PV A → PV B +25 VPPV +25 PV A -160 TTF MP1 entry PV A +65 MP3 LDC LDC grid -150 +70 PV A +210 PV A -210 MP2 entry MP4 Industry PV A -75 PV A +150 -80 +155 GTS grid Hourly balance exit + entry + damping = 0 Damping = -5 Exit = = 225 Entry = -150 – = -205 – 5 = 15 ≠ 0 → 15 short

42 Programme validation: internal consistency (1)
GTS checks syntactic correctness of programme message upon receipt GTS checks internal consistency of programme: For Entry and Trade programmes upon receipt For Exit programmes: at 09:00 D-1 (after publication alpha and beta) for programmes for D received before 09:00 Upon receipt of programmes for D received after 09:00 If check fails GTS applies default rules to programmes at time of confirmation: any damping in an exit programme is lost

43 Programme validation: internal consistency (2)
GTS sends ACKNOW message to PV’s for each programme: ACKNOW for Entry and Trade programme contains information on both syntactic and internal consistency check Before 09:00 ACKNOW for Exit programme only contains information on syntactic check If a PV sends in an Exit programme before 09:00 then at 09:00 PV receives second ACKNOW with information on internal consistency check After 09:00 ACKNOW for Exit programme contains information on both syntactic and internal consistency check

44 Most common ACKNOW codes concerning programmes
01G Processed and accepted (message fully acceoted) 04G Received after deadline 14G Unknown account identification 23G Message refused by operator 41G Semantic error 44G Unregistered party 45G Unknown party identification 46G Unknown location identification 47G Incomplete period 48G Other error 50G Message already accepted 61G Invalid message sender 62G Invalid unit of measurement 66G Invalid contract. 67G Unknown shipping account 68G Other (with textual explanation) 69G Damping incorrect 70G Message accepted with remarks (if message ok, except damping because message is received before 09:00) 77G No valid quantity 78G The counterparty is missing 81G The type of Transport Program is not allowed

45 Programme validation: External consistency (1)
GTS checks external consistency (VPPV transfers) of programmes and applies default rules in case of mismatches. Default rules do not lead to a chain of external consistency check failures (limited to directly involved programmes). Matched and confirmed VPPV transfers can only be changed if both parties submit new, matching values for the VPPV transfer. If after a matching and confirmation cycle all programmes are correct, the programme process ends and no new programmes can be submitted.

46 Programme validation: External consistency (2)
For each transfer between programmes on the VPPV GTS matches the following: The submitted counterportfolio The submitted volume The specified time period The direction of the transfer Transfers which mismatch are set to zero. Transfers submitted by a clearing house (e.g. APX) are assumed to be correct and override transfers submitted by PV’s

47 Mismatch values set to zero
Example Mismatch Exit Programme PRODOC Trade Programme Sent from PV X to GTS Sent from PV C to GTS Gasday Start Hour End Hour Exit Exit Exit Exit VPPV VPPV VPPV VPPV GSTPPU GSTPOTHER GSTPPUB GSTPOTHERB GSPVA GSPVB GSPVC GSPVX GSPVK 6:00 7:00 100000 500000 75000 250000 267521 7:00 8:00 150000 500000 112500 250000 296833 8:00 9:00 180000 500000 135000 250000 329077 9:00 10:00 210000 500000 157500 250000 152787 157498 10:00 11:00 215000 500000 161250 250000 382572 11:00 12:00 200000 500000 150000 250000 383672 12:00 13:00 170000 500000 127500 250000 366634 13:00 14:00 140000 500000 105000 250000 340527 14:00 15:00 120000 500000 90000 250000 315749 15:00 16:00 110000 500000 82500 250000 16:00 17:00 130000 500000 97500 250000 300097 17:00 18:00 150000 500000 112500 250000 313121 18:00 19:00 170000 500000 127500 250000 331359 19:00 20:00 180000 500000 135000 250000 346340 20:00 21:00 180000 500000 135000 250000 353830 21:00 22:00 165000 500000 123750 250000 348782 22:00 23:00 110000 500000 82500 250000 314014 23:00 0:00 70000 500000 52500 250000 273180 0:00 1:00 55000 500000 41250 250000 243969 1:00 2:00 40000 500000 30000 250000 220570 2:00 3:00 30000 500000 22500 250000 203008 3:00 4:00 30000 500000 22500 250000 194227 4:00 5:00 40000 500000 30000 250000 195699 5:00 6:00 70000 500000 52500 250000 214022 Mismatch values set to zero

48 Programme confirmation (1)
After each check GTS communicates the result to the PV’s: Message Type PROCON Message Statuses allow PV’s to identify and correct errors New confirmations are sent if statuses change The PROCON message includes additional dummy counterportfolios that confirm total flows and damping

49 Programme confirmation (2)
Dummy counterportfolios for the exit programme: GSTPEXIT: total hourly physical exit GSTPVPPVEN: net hourly virtual entry GSTPD: damping Dummy counterportfolios for the entry programme: GSTPVPPVEX: net hourly virtual exit Dummy counterportfolios for the trade programme: GSTPVPPVEN: total hourly virtual entry GSTPVPPVEX: total hourly virtual exit

50 Programme Confirmation (3): Trade
If a trade programme is internally and externally consistent: Virtual Entry (GSTPVPPVEN) = Σ VPPV transfers that are entry Virtual Exit (GSTPVPPVEX) = Σ VPPV transfers that are exit Damping (GSTPD) = 0 If a trade programme is internally or externally inconsistent : Virtual Exit (GSTPVPPVEX) = MIN(ABS(GSTPVPPVEN),ABS(GSTPVPPVEX)) Virtual Entry (GSTPVPPVEN) = - GSTPVPPVEX

51 Example consistent trade programme
Additional information in confirmation Trade Programme PROCON Sent by GTS to PV Added to confirmation Gasday Start Hour End Hour VPPV VPPV VPPV VPPV Total Exit on VPPV Total Entry on VPPV Delta Profile GSPVA GSPVB GSPVC GSPVD GSTPVPPVEX GSTPVPPVEN GSTPD 6:00 7:00 Sum = 550000 400000 GSTPVPPVEN Sum = -50000 950000 7:00 8:00 550000 400000 GSTPD always zero for trade programmes -50000 950000 8:00 9:00 550000 400000 -50000 950000 9:00 10:00 550000 400000 -50000 950000 10:00 11:00 550000 400000 -50000 950000 11:00 12:00 550000 400000 -50000 950000 12:00 13:00 550000 400000 -50000 950000 13:00 14:00 550000 400000 -50000 950000 14:00 15:00 GSTPVPPVEX 550000 400000 -50000 950000 15:00 16:00 550000 400000 -50000 950000 16:00 17:00 550000 400000 -50000 950000 17:00 18:00 550000 400000 -50000 950000 18:00 19:00 550000 400000 -50000 950000 19:00 20:00 550000 400000 -50000 950000 20:00 21:00 550000 400000 -50000 950000 21:00 22:00 550000 400000 -50000 950000 22:00 23:00 550000 400000 -50000 950000 23:00 0:00 550000 400000 -50000 950000 0:00 1:00 550000 400000 -50000 950000 1:00 2:00 550000 400000 -50000 950000 2:00 3:00 550000 400000 -50000 950000 3:00 4:00 550000 400000 -50000 950000 4:00 5:00 550000 400000 -50000 950000 5:00 6:00 550000 400000 -50000 950000

52 Example inconsistent trade programme
Additional information in confirmation Trade Programme PROCON Sent by GTS to PV Added to confirmation Gasday Start Hour End Hour VPPV VPPV VPPV VPPV Total Exit on VPPV Total Entry on VPPV Delta Profile GSPVA GSPVB GSPVC GSPVD GSTPVPPVEX GSTPVPPVEN GSTPD 6:00 7:00 550000 400000 -50000 950000 7:00 8:00 550000 400000 GSTPD always zero for trade programmes -50000 950000 8:00 9:00 550000 400000 -50000 950000 9:00 10:00 550000 400000 -50000 950000 10:00 11:00 550000 400000 -50000 950000 11:00 12:00 550000 400000 -50000 950000 12:00 13:00 550000 400000 -50000 950000 13:00 14:00 550000 400000 -50000 950000 14:00 15:00 550000 400000 -50000 950000 15:00 16:00 550000 400000 -50000 950000 16:00 17:00 550000 400000 -50000 950000 GSTPVPPVEX= absolute lowest of both sums Sum = 550000 Mismatch Sum = 17:00 18:00 550000 GSTPVPPVEN = -GSTPVPPVEX -50000 550000 18:00 19:00 550000 400000 -50000 950000 19:00 20:00 550000 400000 -50000 950000 20:00 21:00 550000 400000 -50000 950000 21:00 22:00 550000 400000 -50000 950000 22:00 23:00 550000 400000 -50000 950000 23:00 0:00 550000 400000 -50000 950000 0:00 1:00 550000 400000 -50000 950000 1:00 2:00 550000 400000 -50000 950000 2:00 3:00 550000 400000 -50000 950000 3:00 4:00 550000 400000 -50000 950000 4:00 5:00 550000 400000 -50000 950000 5:00 6:00 550000 400000 -50000 950000

53 Programme Confirmation (4): Exit
If an exit programme is internally and externally consistent : Net hourly virtual entry (GSTPVPPVEN) = Σ VPPV transfers Total physical exit (GSTPEXIT) = Σ physical exits Damping (GSTPD) = damping If an exit programme is internally or externally inconsistent : Net hourly virtual entry (GSTPVPPVEN) = MIN(Σ VPPV transfers, 0) Total physical exit (GSTPEXIT) = - GSTPVPPVEN Damping (GSTPD) = 0

54 Example consistent exit program
Additional information in confirmation Exit Programme PROCON Sent from GTS to PV X Gasday Start Hour End Hour Exit Exit Exit Exit VPPV VPPV VPPV Net Entry on VPPV Delta Profile Total Physical Exit GSTPPU GSTPOTHER GSTPPUB GSTPOTHERB GSPVA GSPVB GSPVC GSTPVPPVEN GSTPD GSTPEXIT GSTPEXIT Sum = 6:00 7:00 100000 500000 GSTPD = - GSTPVPPVEN - GSTPEXIT 75000 250000 GSTPVPPVEN Sum = -3327 925000 7:00 8:00 150000 500000 112500 250000 -47077 8:00 9:00 180000 500000 135000 250000 -51452 9:00 10:00 210000 500000 157500 250000 -53640 10:00 11:00 215000 500000 161250 250000 -32858 11:00 12:00 200000 500000 150000 250000 -4968 12:00 13:00 170000 500000 127500 250000 22103 13:00 14:00 140000 500000 105000 250000 35638 995000 14:00 15:00 120000 500000 90000 250000 33655 960000 15:00 16:00 110000 500000 82500 250000 23914 942500 16:00 17:00 130000 500000 97500 250000 -7206 977500 17:00 18:00 150000 500000 112500 250000 -22767 18:00 19:00 170000 500000 127500 250000 -30547 19:00 20:00 180000 500000 135000 250000 -25687 20:00 21:00 180000 500000 135000 250000 -14507 21:00 22:00 165000 500000 123750 250000 4208 22:00 23:00 110000 500000 82500 250000 48565 942500 23:00 0:00 70000 500000 52500 250000 57619 872500 0:00 1:00 55000 500000 41250 250000 40271 846250 1:00 2:00 40000 500000 30000 250000 31597 820000 2:00 3:00 30000 500000 22500 250000 22885 802500 3:00 4:00 30000 500000 22500 250000 9779 802500 4:00 5:00 40000 500000 30000 250000 -5524 820000 5:00 6:00 70000 500000 52500 250000 -30676 872500

55 Example inconsistent exit program
Additional information in confirmation Exit Programme PROCON Sent from GTS to PV X Gasday Start Hour End Hour Exit Exit Exit Exit VPPV VPPV VPPV Net Entry on VPPV Delta Profile Total Physical Exit GSTPPU GSTPOTHER GSTPPUB GSTPOTHERB GSPVA GSPVB GSPVC GSTPVPPVEN GSTPD GSTPEXIT 6:00 GSTPEXIT Pro rata over categories 99640 498202 74730 249101 143026 476752 107269 238376 171304 475844 128478 237922 199920 476000 149940 238000 208727 485412 156545 242706 199097 497742 149323 248871 173587 510550 130190 255275 145014 517908 108761 258954 124207 517529 93155 258764 112791 512687 84593 256344 129042 496314 96781 248157 146627 488757 109970 244379 165043 485420 123782 242710 117122 325339 87842 162670 177548 493189 133161 246595 165668 502026 124251 251013 115668 525764 86751 262882 74623 533019 55967 266510 57617 523794 43213 261897 41541 519266 31156 259633 30856 514259 23142 257129 30366 506093 22774 253046 39731 496632 29798 248316 67539 482421 50654 241210 7:00 100000 500000 75000 250000 GSTPEXIT = - GSTPVPPVEN 921673 7:00 8:00 150000 500000 112500 250000 965423 8:00 9:00 180000 500000 135000 250000 GSTPD = 0 9:00 10:00 210000 500000 157500 250000 10:00 11:00 215000 500000 161250 250000 11:00 12:00 200000 500000 150000 250000 12:00 13:00 170000 500000 127500 250000 13:00 14:00 140000 500000 105000 250000 14:00 15:00 120000 500000 90000 250000 993655 15:00 16:00 110000 500000 82500 250000 966414 16:00 17:00 130000 500000 97500 250000 970294 17:00 18:00 150000 500000 112500 250000 989733 18:00 19:00 170000 500000 127500 250000 Mismatch 19:00 20:00 180000 500000 135000 250000 GSTPVPPVEN Sum = 692973 20:00 21:00 180000 500000 135000 250000 21:00 22:00 165000 500000 123750 250000 22:00 23:00 110000 500000 82500 250000 991065 23:00 0:00 70000 500000 52500 250000 930119 0:00 1:00 55000 500000 41250 250000 886521 Sum = GSTPEXIT 1:00 2:00 40000 500000 30000 250000 851597 2:00 3:00 30000 500000 22500 250000 825385 3:00 4:00 30000 500000 22500 250000 812279 4:00 5:00 40000 500000 30000 250000 814476 5:00 6:00 70000 500000 52500 250000 841824

56 Programme Confirmation (5): Entry
If an entry programme is internally and externally consistent: Net hourly virtual exit (GSTPVPPVEX) = Σ VPPV transfers Total physical entry (GSTPENTRY) = unchanged from submitted value Damping (GSTPD) = 0 If an entry programme is internally or externally inconsistent: Net hourly virtual exit (GSTPVPPVEX) = MAX(Σ VPPV transfers, 0) Total physical entry (GSTPENTRY) = - GSTPVPPVEX

57 Example consistent entry programme
Additional information in confirmation Entry Programme PROCON Sent by GTS to PV Added to confirmation Net exit on VPPV Delta Profile GSTPVPPVEX GSTPD Gasday Start Hour End Hour Physical Entry VPPV VPPV VPPV GSTPENTRY GSPVA GSPVB GSPVC Sum = GSTPVPPVEX 6:00 7:00 550000 350000 21673 921673 7:00 8:00 GSTPD always zero for entry programmes 550000 350000 65423 965423 8:00 9:00 550000 350000 113548 9:00 10:00 550000 350000 163860 10:00 11:00 550000 350000 193392 11:00 12:00 550000 350000 195032 12:00 13:00 550000 350000 169603 13:00 14:00 550000 350000 130638 14:00 15:00 550000 350000 93655 993655 15:00 16:00 550000 350000 66414 966414 16:00 17:00 550000 350000 70294 970294 17:00 18:00 550000 350000 89733 989733 18:00 19:00 550000 350000 116953 19:00 20:00 550000 350000 139313 20:00 21:00 550000 350000 150493 21:00 22:00 550000 350000 142958 22:00 23:00 550000 350000 91065 991065 23:00 0:00 550000 350000 30119 930119 0:00 1:00 550000 350000 -13479 886521 1:00 2:00 550000 350000 -48403 851597 2:00 3:00 550000 350000 -74615 825385 3:00 4:00 550000 350000 -87721 812279 4:00 5:00 550000 350000 -85524 814476 5:00 6:00 550000 350000 -58176 841824

58 Example inconsistent entry programme
Additional information in confirmation Entry Programme PROCON Sent by GTS to PV Added to confirmation Net exit on VPPV Delta Profile GSTPVPPVEX GSTPD Gasday Start Hour End Hour Physical Entry VPPV VPPV VPPV GSTPENTRY GSPVA GSPVB GSPVC 6:00 7:00 550000 350000 21673 921673 GSTPD always zero for entry programmes 7:00 8:00 550000 350000 65423 965423 8:00 9:00 550000 350000 113548 9:00 10:00 550000 350000 163860 10:00 11:00 550000 350000 193392 11:00 12:00 550000 350000 195032 12:00 13:00 550000 350000 169603 13:00 14:00 550000 350000 130638 14:00 15:00 550000 350000 93655 993655 15:00 16:00 550000 350000 66414 966414 16:00 17:00 550000 350000 70294 970294 17:00 18:00 550000 350000 89733 989733 18:00 19:00 550000 350000 116953 19:00 20:00 550000 350000 139313 In order to make programme consistent again GSTPENTRY = - GSTPVPPV Sum = GSTPVPPVEX Mismatch 20:00 21:00 550000 350000 900000 21:00 22:00 550000 350000 142958 22:00 23:00 550000 350000 91065 991065 23:00 0:00 550000 350000 30119 930119 0:00 1:00 550000 350000 -13479 886521 1:00 2:00 550000 350000 -48403 851597 2:00 3:00 550000 350000 -74615 825385 3:00 4:00 550000 350000 -87721 812279 4:00 5:00 550000 350000 -85524 814476 5:00 6:00 550000 350000 -58176 841824

59 Status codes for PROCON’s
01G D Processed and accepted (programme process closed) 64G MM Mismatch 69G DN Damping not ok 71G VR1 Volume pre-arranged (wrong damping) 72G VR2 Volume post-arranged (mismatched) 73G MMV Mismatch and volume post-arranged 74G DMV Damping not ok, mismatch and volume post rearranged 83G US Contractually binding quantities maintained 84G CM Mismatch in a linked nomination (sender is ok, somebody else has a problem)

60 Example of use of statuses (1): submitted programmes

61 Example of use of statuses (1): confirmed programmes
In the exit programme of PV 11 all statuses are CM

62 Example of use of statuses (2): submitted programmes

63 Example of use of statuses (2): confirmed programmes
In the entry programme of PV 08 all statuses are CM

64 Agenda 1. Introduction and essentials market model Ard Jan Dunnik 09: :00 2. Context and programmes Walter Crommelin 10:00 – 11:30 Altinus Meijer 3. Bid price ladder Walter Crommelin 11:30 – 12:00 Altinus Meijer Lunch 12:00 – 12:45 3. Bid price ladder Walter Crommelin 12:45 – 13:30 4. Gasport Peter Scholtens 13:30 – 14:00 5. Next steps Ard Jan Dunnik 14:00 – 14:15 30 oktober 2006

65 Bid Price Ladder bidding process
Bid Price Ladder (BPL) Bid Price Ladder bidding process Publication of BPL Conclude framework agreement Submission and validation of bids Bids placed on BPL Data to BPL call process Possible request for more bids Compare bids to expected need 65

66 Bid Price Ladder bidding process
Bids are submitted by sending a BIDDOC message to GTS, see MIG for details All bid volumes must be multiples of kWh Message contains all bids for a gas day Deadline for submitting/changing bid volumes is 8 hours before the hour of gas flow (H-8) Deadline for submitting/changing bid prices is 4 hours before the hour of gas flow (H-4) Publication of BPL via Gasport and website

67 Example of bid structure
If you want to include an extra amount or a different price for an hour insert another set of 24 hours If you want to change any of these: insert an extra bid with a different Bid identifier

68 Bid Price Ladder (BPL) BPL call process
SBS prognosis for end of current hour Determine BPL volume needed Assistance gas confirmations to all portfolio’s with POS ≠ 0 Information concerning call to market Determine order of BPL bids Zones BPL call BPL activations to all called PV’s Information concerning call to billing process Data from bidding process BPL confirmations to all causers All POS’s 68

69 Timeline for hour T GTS compares bids offered to expected need and can ask for more bids PVs can offer or retract bids for non-reserved fast means to be delivered in hour T+1 PVs can offer or retract bids for non-reserved fast and medium and slow means to be delivered in hour T+3 T-10 T-9 T-8 T-7 T-6 T-5 T-4 T-3 T-2 T-1 T T+1 T+2 T+3 Assistence gas transferred between helpers and causers Gas called flows to/from bidder portfolio’s PVs can offer or retract bids for non-reserved fast and medium means to be delivered in hour T+2 Call Bid activations sent to bidders Call Clearing and assistence gas confirmations sent to causers PVs can change the prices for fast means to be delivered in hour T+1 Assistence gas confirmations sent to helpers PVs can change the prices for fast and medium means to be delivered in hour T+2 PVs can change the prices for fast and medium and slow means to be delivered in hour T+3

70 Timeline for hour T BPL call: detail
5 10 15 20 25 30 60 PV’s process messages and determine renominations Matching and confirmation process for next hour XX:14:30 Publication accountable POS XX:19:30 Publication prognosis SBS of XX:15 XX:20:00 Call of BPL: messages (BIDACT, CLRCONs) sent to PV’s XX:30:00 renomination deadline for next hour (incl fast means) XX:21:00 Messages arrive at PV’s

71 Timeline for hour T: detail
Event Action XX:13:00 EDSN sends allocation for LDC exits Input for accountable POS and therefore needed for determination helper/causer XX:14:30 GTS publishes accountable POS for all PV’s POS’s sent to BPL system XX:19:30 GTS publishes prognosis SBS of XX:15:00 Prognosis SBS sent to BPL system XX:20:00 GTS determines need for BPL call If needed: BPL system determines bids called and generates + sends BIDACT and CLRCONs XX:21:00 Messages arrive at PV’s PV’s process messages and if needed send ACKNOW XX:28:30 PV’s determine actions needed for their portfolio(s) PV’s send renominations for next hour to GTS XX:30:00 Deadline for renominations for next hour GTS validates renominations and sends ACKNOW XX:30:00 – XX:59:00 Matching and confirmation process GTS matches renominations and sends new confirmations to PV’s XX:59:59 End of current hour

72 Process When will the bid price ladder be called?
How will the volume to be called be determined? How will the bidders be informed what is called from them? How will the called volume be divided over the causers? How will the assistance gas be divided?

73 Process: When will the bid price ladder be called?
If the predicted SBS is in the Light Green Zone then the bid price ladder is only called upon if the absolute value of the predicted SBS is larger than the absolute value of the predicted SBS for the previous hour. If the predicted SBS is in the Orange Zone then the bid price ladder is always called.

74 Bid ladder call? Yes or no?
Short = GTS buys yes no no no yes no Long = GTS sells yes

75 Short and Long: SBS Short and not in Dark Green Zone
Short means the gas transport system as a whole contains less gas than planned GTS will buy gas and therefore select bids from the BPL with the direction “Entry”: an offer to sell gas to GTS and therefore bring it into the system Bidder Clearing Confirmation has direction “Exit” (exit on BAP; PV sells gas to GTS) Causer Clearing Confirmation has direction “Entry” (entry on BVP; PV buys gas from GTS) Assistance gas: Helper Clearing Confirmation has direction “Exit” (exit on AHP; PV sells gas to GTS) Assistance gas: Causer Clearing Confirmation has direction “Entry” (entry on AVP; PV buys gas from GTS)

76 Short and Long: SBS Long and not in Dark Green Zone
Long means the gas transport system as a whole contains more gas than planned GTS will sell gas and therefore select bids from the BPL with the direction “Exit”: an offer to buy gas from GTS and therefore take it out of the system Bidder Clearing Confirmation has direction “Entry” (entry on BAP; PV buys gas from GTS) Causer Clearing Confirmation has direction “Exit” (exit on BVP; PV sells gas to GTS) Assistance gas: Helper Clearing Confirmation has direction “Entry” (entry on AHP; PV buys gas from GTS) Assistance gas: Causer Clearing Confirmation has direction “Exit” (exit on AVP; PV sells gas to GTS)

77 How will the volume to be called be determined? (1)
T = T-1 T = Hour of call T +1 : Lead time BL = 30 min T +2 : Lead time BL = 90 min T +3 : Lead time BL = 150 min Short 1 5 2 3 4 Call 7 6 8 9 Volume = -45 Volume = -30 Volume = -60 Imbalance Volume Updated Imbalance Volume + _ Long Corrected Imbalance Volume * Call Correction factor Means available to be called in the next three hours 1 4 2 5 6 3 7 10 8 12 11 9 1 4 2 5 6 3 7 10 8 12 11 9 12 Order means based on price Bid Ladder Call Volume Marginal price = 9 11 9 Fast means 7 10 8 Medium means 5 6 3 Slow means 1 4 2 First hour Second hour Third hour Number = price Volume = 15 per bid

78 How will the volume to be called be determined? (2)
Call Correction Factor (CCF): A percentage GTS can adjust in order to prevent bid ladder calls leading to system instability. There are two CCF’s: one for the Light Green Zone and one for the Orange Zone Value can be changed daily Published at 09:00 along with other parameters Expected start value CCF is 100% Incentive component (IC): an extra price on top of the marginal price. GTS will adjust the incentive component based on how often and for how much volume the SBS enters the Orange and Red Zones Incentive to market parties to improve their balancing Expected start value is zero EUR/MWh

79 How will the bidders be informed what is called from them?
T = T-1 T = Hour of call T +1 : Lead time BL = 30 min T +2 : Lead time BL = 90 min T +3 : Lead time BL = 150 min 1 5 7 4 6 2 3 8 9 Total 30 min volume = -45 Total 90 min volume = -30 Total 150 min volume = -60 Bid price ladder Activation: PV receives 1 activation in hour T Activation tells PV: locations called means volume per mean price PV must take action (nominate) to make gas flow Bidder Clearing Confirmation: Adjusts POS in hour T+1 of T+2 of T+3 Contains transactions between GTS and PV Shows volume en price Transactions are on virtual point: BAP Direction opposite to called bid Bid price ladder activation T+1 T+2 T+3 -15 Does not receive message Bidder Clearing Confirmation T+1 T+2 T+3 15 Does not receive message PV A B C D E F G H PV A B C D E F G H

80 Example: SBS is short, PV is called
GTS PV Bid Activation ACKNOW Contractual (Bidder) Clearing Confirmation Nomination on location Bid offered Confirmation on location Bid offered Physical

81 Example: SBS is short, PV is called
Bidladder Activation GTS PV VPPV BAP Bidder Clearing Confirmation: Called gas transferred from PV to GTS

82 How will the called volume be divided over the causers?
T = T-1 T = Hour of call T +1 : Lead time BL = 30 min T +2 : Lead time BL = 90 min T +3 : Lead time BL = 150 min 1 5 7 4 6 2 3 8 9 Total 30 min volume = -45 Total 90 min volume = -30 Total 150 min volume = -60 Causer clearing confirmation: Called bids divided over causers pro rata to POS PV receives conf. in hour T Adjusts POS in hour T+1, T+2, T+3 Contains transactions between GTS and PV Shows volume en price Transactions are on virtual point: BVP Only causers receive this conf. PV POS A 20 B 40 C 80 D 15 E -10 F -25 G -15 H -5 Confirmation -5.8 -3.9 -7.7 -11.6 -15.5 -23.2 -31 -4.4 -2.9 Does not receive message V = bidladder-volume

83 Example: SBS is short, PV is called and causer
GTS PV Bid Activation ACKNOW Contractual (Bidder) Clearing Confirmation (Causer) Clearing Confirmation Nomination on location Bid offered Confirmation on location Bid offered Physical

84 Example: SBS is short, PV is called and causer
Bidladder Activation GTS PV VPPV Bidder Clearing Confirmation: Called gas transferred from PV to GTS BAP Causer Clearing Confirmation: Called gas transferred from GTS to PV pro rata to POS BVP

85 How will the assistance gas be divided?
T = T-1 T = Hour of call T +1 : Lead time BL = 30 min T +2 : Lead time BL = 90 min T +3 : Lead time BL = 150 min 1 5 7 4 6 2 3 8 9 Total 30 min volume = -45 Total 90 min volume = -30 Total 150 min volume = -60 Assistence gas clearing confirmation: POS helpers set to zero Gas from helpers divided over causers pro rata to POS PV receives conf. in hour T Adjusts POS in hour T Contains transactions between GTS and PV Shows volume en price Transactions are on virtual points: AVP for causers and AHP for helpers Both helpers and causers receive conf. Conf. causers -7 -14.6 -28.4 -5 Conf. helpers +10 +25 +15 +5 PV POS A 20 B 40 C 80 D 15 E -10 F -25 G -15 H -5 POS 13 25.4 51.6 10 ∑causers =155 55 from GTS to causers -10 -25 -15 -5 ∑=55 from helpers to GTS

86 Example: SBS is short, PV is called and causer
GTS PV Bid Activation ACKNOW Contractual (Bidder) Clearing Confirmation (Causer) Clearing Confirmation (Assistance gas) Clearing Confirmation Nomination on location Bid offered Confirmation on location Bid offered Physical

87 Example: SBS is short, PV is called and causer
Bidladder Activation GTS PV VPPV Bidder Clearing Confirmation: Called gas transferred from PV to GTS BAP Causer Clearing Confirmation: Called gas transferred from GTS to PV pro rata to PV’s POS BVP Assistance gas Clearing Confirmation: Gas from helpers transferred from GTS to PV pro rata to PV’s POS AVP

88 Emergency Measure process
Emergency Measures (EM) Emergency Measure process SBS prognosis for end of current hour Determine EM volume needed Information concerning EM to market Determine EM location / volume distribution Zones EM deployment EM activations to all deployed PV’s Information concerning EM to billing process All POS’s EM confirmations to all causers 88

89 Timeline for hour T Emergency Measure call: detail
5 10 15 20 25 30 60 EM deployment message arrive at PV’s Matching and confirmation process for next hour XX:14:30 Publication accountable POS XX:19:30 Publication prognosis SBS of XX:15 XX:20:00 Phone call of CCP to PV’s XX:30:00 renomination deadline for next hour (incl fast means) PV’s process messages and determine actions or renominations

90 Example: SBS is short, PV is deployed and causer
Determine size and location EM GTS PV EM Activation (BIDACT) Contractual ACKNOW EM provider Clearing Confirmation EM causer Clearing Confirmation EM gasflow starts Nomination on location EM gasflow Physical Confirmation on location EM gasflow

91 Example: SBS is short, PV is called and causer
GTS PV VPPV NAP EM Provider Clearing Confirmation: deployed gas transferred from PV to GTS EM Causer Clearing Confirmation: deployed gas transferred from GTS to PV pro rata to PV’s POS NVP

92 Agenda 1. Introduction and essentials market model Ard Jan Dunnik 09: :00 2. Context and programmes Walter Crommelin 10:00 – 11:30 Altinus Meijer 3. Bid price ladder Walter Crommelin 11:30 – 12:00 Altinus Meijer Lunch 12:00 – 12:45 3. Bid price ladder Walter Crommelin 12:45 – 13:30 4. Gasport Peter Scholtens 13:30 – 14:00 5. Next steps Ard Jan Dunnik 14:00 – 14:15 30 oktober 2006

93 Topics Gasport for dispatchers: What does Gasport provide to support you as a dispatcher? Outline of the changes ahead Overview of foreseen functionality within Gasport Sneak preview of Gasport Questions

94 Outline of the changes ahead: Current Situation
The joint testing phase is ongoing. Nimbus-IM system Dialog system Gea Click & Book system

95 Outline of the changes ahead: To-Be situation
Contracteren Nomineren Meten Alloceren Balancering Erkenning van marktpartijen Net- & capaciteit planning Krediet-bewaking Fysiek Gastransport Factureren Information retrieval Internet Customer portal POS/SBS Allocations Information retrieval B2B Information Services Internet

96 Outline of the changes ahead: To-Be situation
Differences Gasport v.s. B2B information services B2B is a download service which can used for real-time integration of GTS data within customer specific processes (applications). Exchange of XML messages between IT-systems B2B downloads operates with fixed units for example everything is in CET en KWh. B2B Information services POS & SBS services are part of the PV acknowledgment requirements Gasport is a end-user solution providing predefined information by means of user friendly web pages. Gasport works with customer adjustable units for example CET or LET, and KWh, MJ, m3(35,17) Only in Gasport market parties can view the Bid Price ladder

97 Outline of the changes ahead: Situation 1/04/2011
Market Go-Live situation. Gea Click & Book system

98 Topics Outline of the changes ahead
Overview of foreseen functionality within Gasport Sneak preview of Gasport Questions

99 Gasport: A new portal for GTS customers
Contracteren Nomineren Meten Alloceren Balancering Erkenning van marktpartijen Net- & capaciteit planning Krediet-bewaking Fysiek Gastransport Factureren Information retrieval Role-based for GTS customers - Directly Connected Parties Local Distribution Companies Neighbouring Network Operators PV-ers (programme responsible parties) Storage Operators Suppliers (in the national grid)

100 Gasport: A new portal for GTS customers
Role-based information retrieval Contracteren Nomineren Meten Alloceren Balancering Erkenning van marktpartijen Net- & capaciteit planning Krediet-bewaking Fysiek Gastransport Factureren Customer PV CP NNO Information roles Dispatching Invoice verification Data analysis Information retrieval Role based for GTS customers - PV-ers Direct Connected Parties Neighboring Network Operators Local Distribution Companies Suppliers Detailed information role (example) Dispatching POS/SBS Bid Price Ladder NRT Allocation SBS NRT Metering

101 Overview information role dispatching
Balancing Balancing position Balancing market Calls today Balancing factors Near Realtime Allocations Near-realtime allocations per network point TTF balancing relations Bid price ladder allocations Near Realtime Metering Energy per LDC networkpoint (only for license B) Account overview Bid price ladder account overview

102 Topics Outline of the changes ahead
Overview of foreseen functionality within Gasport Sneak preview of Gasport Questions

103 Sneak preview of Gasport: Showcase
Showcase is not role-based, full functionality is shown The data shown is fictitious, not based on real data All shown screens are still work in progress

104 Questions

105 Agenda 1. Introduction and essentials market model Ard Jan Dunnik 09: :00 2. Context and programmes Walter Crommelin 10:00 – 11:30 Altinus Meijer 3. Bid price ladder Walter Crommelin 11:30 – 12:00 Altinus Meijer Lunch 12:00 – 12:45 3. Bid price ladder Walter Crommelin 12:45 – 13:30 4. Gasport Peter Scholtens 13:30 – 14:00 5. Next steps Ard Jan Dunnik 14:00 – 14:15 30 oktober 2006

106 5. Next steps The joint tests are the next steps to an operational market model 30 oktober 2006

107 5. Next steps Everything – documentation wise - you could ever wish for: Good starting point: The King of all Sheets: eba c4a-b3c1b35b5455 30 oktober 2006

108 Information on the current transition process under “Joint Tests”
5. Next steps All information concerning information exchange is summarized in the “King of all sheets” Information on the current transition process under “Joint Tests” Just in case someone else came up with the same question before you: the Q&A 30 oktober 2006

109 5. Next steps Questions: Your account manager or
Joint Test Phase: Everything else: 30 oktober 2006


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