Name |
|
Comment |
The purpose of the Prudential Exposure report is to provide organisations with daily estimates of their market exposure. The report also contains details of their bank guarantees and security deposits as well as their outstanding amounts for all settlement runs included in the prudential run. The Estimated Market Exposure subreport provides summary information for the Organisation’s estimated market exposure. |
Name |
ORGANISATION_CODE |
PRUDENTIAL_DATETIME |
PRUDENTIAL_RUN_ID |
Name |
Data Type |
Mandatory |
Comment |
ORGANISATION_CODE |
VARCHAR2(20) |
X |
The unique code for the organisation |
PRUDENTIAL_RUN_ID |
NUMBER(4,0) |
X |
The run number of the prudential run |
PRUDENTIAL_DATETIME |
DATE |
X |
The date and time of the prudential run |
ORGANISATION_NAME |
VARCHAR2(80) |
|
The name of the organisation |
TOTAL_BANK_GUARANTEES |
NUMBER(18,8) |
|
Total amount of all valid bank guarantees included in the prudential run |
TRADING_LIMIT |
NUMBER(18,8) |
|
The calculated trading limit for the organisation |
SECURITY_DEPOSITS |
NUMBER(18,8) |
|
Total amount of security deposits included in the prudential run |
EARLY_PAYMENTS |
NUMBER(18,8) |
|
The sum of all applicable early payment amounts for the organisation |
OUTSTANDING_AMOUNT |
NUMBER(18,8) |
|
The total outstanding amounts for the organisation |
REALLOC_ADJ_AMT_TO_OUTSTANDING |
NUMBER(18,8) |
|
The total reallocations amounts used as adjustment to outstandings in the prudential run, this include all reallocations amounts not included in settlement runs and are associated with gas days covered by the prudential run where the reallocation gas day is less than the prudential run date |
SETTLEMENT_EXPOSURE_AMOUNT |
NUMBER(18,8) |
|
The sum of all commodity and capacity settlement amounts owing up to the current date for the organisation, including estimates of non-invoiced amounts |
TRADES_FORWARD_EXPOSURE_AMOUNT |
NUMBER(18,8) |
|
The sum of all commodity and capacity trades forward exposure amounts allocated to the organisation—inclusive of the trades forward exposure GST amount. |
FORWARD_REALLOCATIONS_AMOUNT |
NUMBER(18,8) |
|
The aggregated value of all debit and credit authorised reallocations which apply to the prudential forward exposure period for reallocation |
FORWARD_EXPOSURE_AMOUNT |
NUMBER(18,8) |
|
The sum of all forward transaction exposure amounts and all authorised reallocations amounts which apply to gas days in the prudential forward exposure period for reallocation for the organisation – inclusive of the trades forward exposure GST amount |
PRUDENTIAL_EXPOSURE |
NUMBER(18,8) |
|
The organisation’s prudential exposure is calculated by aggregating all associated participants’ outstanding amounts, settlement exposure, the organisation’s forward exposure and the forward exposure GST amount. |
PERCENTAGE_EXPOSURE |
NUMBER(18,8) |
|
The percentage of prudential exposure as compared to the trading limit |
TRADING_MARGIN |
NUMBER(18,8) |
|
The trading margin of the organisation |
BANK_GUARANTEE_RATIO |
NUMBER(18,8) |
|
The ratio between the organisation’s total bank guarantees and the sum of the organisation’s total bank guarantees and the organisation’s total security deposits in this prudential run |
EXPOSURE_NOTIFICATION |
VARCHAR2(80) |
|
The field contains exposure notifications for organisation, it can have one of the following notifications or both depending on the conditions met as the following: |
LASTCHANGED |
DATE |
|
The date and time the report was generated |
DAA_SETTLEMENT_EXPOSURE_AMOUNT |
NUMBER(18,8) |
|
The sum of all day ahead auction settlement amounts owing up to the current date for the organisation, including estimates of non-invoiced amounts |
DAA_FORWARD_EXPOSURE_AMOUNT |
NUMBER(18,8) |
|
The sum of all day ahead auction bids forward exposure amounts allocated to the organisation—inclusive of the day ahead auction bids forward exposure GST amount |
|
|
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