Table: GSH_PRD_EST_MARKET_EXPOSURE

GSH_PRD_EST_MARKET_EXPOSURE

Name

GSH_PRD_EST_MARKET_EXPOSURE

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.


Primary Key Columns

Name

ORGANISATION_CODE

PRUDENTIAL_DATETIME

PRUDENTIAL_RUN_ID


Content

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
(organisation’s trading limit is calculated by multiplying the total valid bank guarantee amounts with trading limit parameter)

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
(The organisations oustandings amount equals to Settlement exposure amount, plus reallocation amounts for gas days less than prudential run date where the reallocation amounts were not included in settlement run, minus Security deposits minus Early payments)

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
(The forward exposure is the organisation’s total exposure amount attributable to all forward dates submitted/executed orders which the delivery dates are in the future, and all authorised reallocations amounts which apply to gas days in the prudential forward exposure period for reallocation)

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
(organisation’s percentage exposure is calculated by dividing the organisation prudential exposure amount by the trading limit)

TRADING_MARGIN

NUMBER(18,8)

 

The trading margin of the organisation
(organisation’s trading margin is calculated by subtracting the organisation prudential exposure amount from the trading limit)

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:
Trading Limit Breach: if the organisation has gone over the trading limit (trading margin value < 0)
Bank Guarantee Ratio Breach: If the bank guarantee ratio is deemed insufficient (refer to FRDG7603 for more details)
If none of the above conditions are met then the field will contain no value

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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