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PCR Status Update European Stakeholder Committee January 2016
I. PCR Communication
PCR Euphemia Forum, 11th of January 2016 in Brussels
II. Euphemia Performance
III. System Upgrades
IV. Extensions of Members / Geographic Use of PCR Assets
V. CACM Implementation Stage
Table of content
I. PCR Communication
• PCR organised its first Stakeholder Forum to ESC stakeholders (Associations, NRAs, TSOs, Market Participants)
• 60 physically attended • 59 joined the live online event webcasting
• Primary focus: Euphemia Algorithm
PCR Euphemia Forum 11th of January 2016 in Brussels
CHALLENGES LIMITATIONS IMPROVEMENTS
• Increasing size of the problem
• Increasing number of orders
• Difficult and increasing u er of o - o vex
requirements
Current Euphemia limitations: • The optimality gap
indicator has limited value due to the non-convex nature of the problem
• Anticipated Euphemia performance: local search + multi-threading
• Transparency: o Developing offline computation for
improved optimality gap indicator o Opening dialogue with stakeholders to
develop required transparency indicators
o New products (Thermal Units Orders) to replace Orders currently in production
Scope of the presentation:
• Public Documentation on Euphemia is available for downloaded here
• The PCR Euphemia Forum Materials including:
o The main PCR Stakeholder Forum Presentation o The additional presentation: Non-uniform pricing and thermal orders for the day-ahead and o The link to PCR Euphemia Forum recording valid until February 10th
have been published on the websites of Power Exchanges hosting the Forum:
Forum Materials
OPCOM OTE TGE
GME NordPool OMIE
APX Group Belpex EPEXSPOT
https://www.epexspot.com/en/market-coupling/pcrhttp://www.opcom.ro/tranzactii_produse/tranzactii_produse.php?lang=en&id=250http://www.ote-cr.cz/about-ote/OTE_news/euphemia-forum?set_language=enhttps://tge.pl/en/27/news/666/pcr-euphemia-forumhttp://www.mercatoelettrico.org/En/Mercati/MercatoElettrico/PCR2.aspxhttp://nordpoolspot.com/How-does-it-work/Integrated-Europe/Price-coupling-of-regions/https://www.apxgroup.com/services/research-projects/pcr/https://www.apxgroup.com/services/research-projects/pcr/http://belpex.be/services/research-projects/pcr-price-coupling-of-regions/http://www.epexspot.com/en/market-coupling/pcr/pcr_euphemia_forum
II. Euphemia Performance
• 54 Bidding Areas • 68 Lines
MRC 2015
FB
NO4 SE1
SE2 NO3
NO5
NO2 NO1 SE3
FI EE
ERI
LV
LRI LRE
LT
LBI LBE
BSP
SLOV
MFTV NORD
AUST SVIZ FRAN
PLA
SE4
DE
DK2
CNOR
CSUD FOGN
CORS
SARD
COAC
SUD BRNN
GREC ROSN SICI PRGP
DK1A
DK1
NL
GB2
GB1 FR
PT ES
MO
BE
FRE
NO1A
MALT
The problem is solved globally : For all bidding areas, prices are calculated during the same computation
Functionalities Hourly step and interpolated orders regular block orders Profile block orders Linked block orders Exclusive block orders Flexible block orders Curtailable block orders MIC orders Load gradients Scheduled stops PUN orders Merit orders Flow based intuitive
PL
MRC Order Book Growth Block and Complex Orders
#daily MRC Blocks : x 2.08 (+1664 block orders) Max (#daily MRC Blocks) : x 2.12 (+2462 block orders). #Complex orders stable
0
500
1000
1500
2000
2500
3000
3500
4000
4500
5000
2011 2012 2013 2014 2015
MRC - Daily Number of Block Orders
Nb Regular Blocks Nb Linked Blocks
Nb Exclusive Blocks Nb Flexible Blocks
max
80 76 84 80 780
500
1000
1500
2000
2500
3000
3500
4000
4500
5000
2011 2012 2013 2014 2015
MRC - Daily Number of Complex Orders
Nb Complex Orders max
In MRC, between 2011 and 2015 the number of block orders has doubled
MRC Order Book Growth Merit/PUN orders
In the period of 2011 – 2015: • #Merit orders : x 1.4 • #PUN steps cagr: 81%
0.00
20.00
40.00
60.00
80.00
100.00
2011 2012 2013 2014 2015
PUN steps/hour*
Avg
Max
0
5000
10000
15000
20000
25000
30000
35000
40000
45000
Avg.2011 Max 2011 Avg.2015 Max 2015
MRC - Number of PUN/Merit Orders*
* Period 25/02/201X – 09/07/201X
0
200
400
600
800
1000
1200
05 Feb19 Feb05 Mar19 Mar02 Apr16 Apr30 Apr
14 May28 May11 Jun25 Jun09 Jul23 Jul
06 Aug20 Aug03 Sep17 Sep01 Oct15 Oct29 Oct12 Nov26 Nov10 Dec24 Dec07 Jan21 Jan04 Feb18 Feb04 Mar18 Mar01 Apr15 Apr29 Apr
13 May27 May10 Jun24 Jun08 Jul22 Jul
05 Aug19 Aug02 Sep16 Sep30 Sep14 Oct28 Oct11 Nov25 Nov09 Dec23 Dec06 Jan20 Jan
Time (s)
Time to first solution
pre-GM
E
post-GM
E
PCR algorithm perform
ance update – Time to first solution (on M
RC scope) Statistics - PC
R A
lgorithmic Perform
ance
E9.2 E9.1
E6.0 E7.0
E7.0b E8.2
E9.3
PCR algorithm perform
ance update – Num
ber of PRBs (on MRC scope)
Statistics - PCR
Algorithm
ic Performance
0 50
100
150
200
250
05 Feb19 Feb05 Mar19 Mar02 Apr16 Apr30 Apr
14 May28 May11 Jun25 Jun09 Jul23 Jul
06 Aug20 Aug03 Sep17 Sep01 Oct15 Oct29 Oct12 Nov26 Nov10 Dec24 Dec07 Jan21 Jan04 Feb18 Feb04 Mar18 Mar01 Apr15 Apr29 Apr
13 May27 May10 Jun24 Jun08 Jul22 Jul
05 Aug19 Aug02 Sep16 Sep30 Sep14 Oct28 Oct11 Nov25 Nov09 Dec23 Dec06 Jan20 Jan
Number of PRBs
Num
ber of PRBs
pre-GM
E
post-GM
E
E9.2 E9.1
E6.0 E7.0
E7.0b E8.2
E9.3
PCR algorithm perform
ance update – Max
P (on MR
C scope)
Statistics - PCR
Algorithm
ic Performance
0 10 20 30 40 50 60 70 80 90
100
05 Feb19 Feb05 Mar19 Mar02 Apr16 Apr30 Apr
14 May28 May11 Jun25 Jun09 Jul23 Jul
06 Aug20 Aug03 Sep17 Sep01 Oct15 Oct29 Oct12 Nov26 Nov10 Dec24 Dec07 Jan21 Jan04 Feb18 Feb04 Mar18 Mar01 Apr15 Apr29 Apr
13 May27 May10 Jun24 Jun08 Jul22 Jul
05 Aug19 Aug02 Sep16 Sep30 Sep14 Oct28 Oct11 Nov25 Nov09 Dec23 Dec06 Jan20 Jan
max ΔP
max Δ
P
pre-GM
E
post-GM
E
E9.2 E9.1
E6.0 E7.0
E7.0b E8.2
E9.3
PCR algorithm perform
ance update – PRMICs (on M
RC
scope) Statistics - PC
R A
lgorithmic Perform
ance
01 Apr15 Apr29 Apr
13 May27 May10 Jun24 Jun08 Jul22 Jul
05 Aug19 Aug
0 1 2 3 4 5 6 7
05 Feb19 Feb05 Mar19 Mar02 Apr16 Apr30 Apr
14 May28 May11 Jun25 Jun09 Jul23 Jul
06 Aug20 Aug03 Sep17 Sep01 Oct15 Oct29 Oct12 Nov26 Nov10 Dec24 Dec07 Jan21 Jan04 Feb18 Feb04 Mar18 Mar01 Apr15 Apr29 Apr
13 May27 May10 Jun24 Jun08 Jul22 Jul
05 Aug19 Aug02 Sep16 Sep30 Sep14 Oct28 Oct11 Nov25 Nov09 Dec23 Dec06 Jan20 Jan
Number of PRMICs
Num
ber of PRMICs
pre-GM
E
post-GM
E
E9.2 E9.1
E6.0 E7.0
E7.0b E8.2
E9.3
PCR algorithm perform
ance update – Max
MIC (on M
RC
scope) Statistics - PC
R A
lgorithmic Perform
ance
0 5 10 15 20 25 30
05 Feb19 Feb05 Mar19 Mar02 Apr16 Apr30 Apr
14 May28 May11 Jun25 Jun09 Jul23 Jul
06 Aug20 Aug03 Sep17 Sep01 Oct15 Oct29 Oct12 Nov26 Nov10 Dec24 Dec07 Jan21 Jan04 Feb18 Feb04 Mar18 Mar01 Apr15 Apr29 Apr
13 May27 May10 Jun24 Jun08 Jul22 Jul
05 Aug19 Aug02 Sep16 Sep30 Sep14 Oct28 Oct11 Nov25 Nov09 Dec23 Dec06 Jan20 Jan
max ΔMIC
max Δ
MIC
pre-GM
E
post-GM
EE9.2 E9.1
E6.0 E7.0
E7.0b E8.2
E9.3
In order to cope with the expending perimeter and the increasing number and complexities of the products that are used, significant performance improvements have been and are continued to be implemented within Euphemia.
Euphemia – Main Releases
Euphemia 6.0 Euphemia 7.0 Euphemia 7.0b Euphemia 8.2
05/02/2014 05/03/2014 09/04/2014 18/09/2014 31/12/2014
Euphemia 8.2 Euphemia 9.1 Euphemia 9.2 Euphemia 9.3
01/01/2015 22/01/2015 15/05/2015 29/10/2015
Initial Release of Euphemia
Bug Fixes Bug Fixes Better handling of numerical difficulties
Better handling of numerical difficulties
PUN Search Improvement
Branching Strategy Improvement
PUN Search Improvement and PRB Re-insertion
~04/2016 ~10/2016
Local search (PRB re-insertion) improvement
Multi threading
Euphemia 9.4 Euphemia 10
2014
2015
2016
III. System Upgrades
• Fixing several minor bugs • Higher stability and better data handling • Improvements in messages/logs/errors • Introduction of interface changes needed for implementation of several functionalities
requested by PXs and TSOs
• Improving already implemented functionalities • Expected go-live in Q3 2016
General PCR status linked to system upgrades
• Aiming for better stability of DB due to ending support of Oracle 11.2 • To be implemented in Q1 2016
• Upgrade to Windows 2012 servers • Introduction of new supported browsers • Improvement of the overall support of PCR processes
Upgrade of Oracle 11.2 to Oracle 12.1
New PMB release version 9 – no major changes
Further development expected in 2016
III. Extensions of Members / Geographic Use of PCR Assets
(i.e. New «serviced PX» -> required signature of the Multilateral Liability Agreement-MLA) • 02.12.2015 Croatian PX CROPEX • 03.12.2015 Bulgarian PX IBEX • The Serbian PX SEEPX (only EUPHEMIA to be used) is presently completing the adherence to the
MLA
(i.e. Adherences to PCR Agreements) • 26.10.2015 Polish PX TGE • 30.10.2015 Romanian PX OPCOM • Total PCR Full Members: 7 contributing (paying and voting) Parties from 1st of February 2016
New PCR Full Members
(i.e. «Viewers» -> required signature individual NDA-Confidentiality Declaration) • 26.07.2015 Croatian PX CROPEX, with market launch on the 10.02.2016* • 12.10.2015 Bulgarian PX IBEX, go live – inclusion in PCR on the 19.01.2016* • The Serbian PX SEEPX is presently completing its associate membership *Both IBEX and CROPEX join the MRC process as PCR Serviced PXs by Nord Pool
New PCR Associate Members
Recent extensions of the geographic use of PCR assets
Implementation of PCR
TGE APX
EPEX
GME
OMIE
OTE
OPCOM HUPX BSP
4MMC
MRC
Implementation stage: 1st of January 2016
Independent
Nord Pool
Implementation of PCR
4MMC
MRC Nord Pool
IBEX
TGE
GME
OMIE
OTE
OPCOM HUPX BSP
Expected implementation stage: 31st of January 2016
EPEX
Independent
4MMC
MRC
IBEX
TGE
GME
OMIE
OTE
OPCOM HUPX BSP CROPEX
Expected implementation stage: 31st of March 2016
Independent
EPEX
Implementation of PCR
Nord Pool
IBEX
TGE
GME
OMIE
OTE
OPCOM HUPX BSP CROPEX
EPEX
Implementation of PCR
4MMC
MRC
Expected implementation stage for the first semester
Independent
Nord Pool
* SEEPEX – Only EUPHEMIA to be used
III. CACM implementation stage
• High level architecture and organisation • Contractual structure • Revisions to existing agreements • MCO plan content
CACM Task Force meetings – scope of discussions:
CACM implementation status
• Definition of timing and resources • Identification of key deliverables
Early implementation stage
Range of discussed topics
Thank you