LEBA UK Power Indices
    Trade Date
02 Sep 10
Volume Index Day
Day Ahead (7:30am-9:00am) Index 40.3438 2669 3-Sep-10
Day Ahead (8:00am-9:00am) Index 40.2018 339 3-Sep-10
Day Ahead Weekend (7:30am-9:00am) Index
Day Ahead Weekend (8:00am-9:00am) Index
Working Days (7:30am-5:00pm) Index 40.3223 3042 3-Sep-10
Day Ahead Weekend (7:30am-5:00pm) Index
All Days Saturday (7:30am-5:00pm) Index
All Days Sunday (7:30am-5:00pm) Index
Month Ahead Window (4:00pm-4:15pm) Index 41.9625 40 Oct-10
Month Ahead Window Average Index 39.8135 1100 Sep-10
Mon-Fri Peak (7.30am-9.00am) Index 44.8509 2801 3-Sep-10
Mon-Fri Peak Blocks 1&2 (7.30am-9.00am) Index 33.0383 1973 3-Sep-10
Mon-Fri Peak Blocks 3&4 (7.30am-9.00am) Index 45 50 3-Sep-10
Mon-Fri Peak Block 5 (7.30am-9.00am) Index 45.378 3-Sep-10
Mon-Fri Peak Block 6 (7.30am-9.00am) Index 41.8908 2785 3-Sep-10
Mon-Fri Peak (7:30am-5:00pm) Index 44.9413 3281 3-Sep-10
Mon-Fri Peak (8:00am-5:00pm) Index 44.9105 1201 3-Sep-10
Weekend Peak Blocks 3&4&5 (7.30am-9.00am) Index
Weekend Blocks 1&2 (7.30am-9.00am) Index
Weekend Blocks 3&4 (7.30am-9.00am) Index
Weekend Block 5 (7.30am-9.00am) Index
Weekend Block 6 (7.30am-9.00am) Index
1st Bank Holiday Day Ahead (7:30am-9:00am) Index
1st Bank Holiday Day Ahead (8:00am-9:00am) Index
1st Bank Holiday Working Days (7:30am-5:00pm) Index
1st Bank Holiday Mon-Fri Peak (7.30am-9.00am) Index
1st Bank Holiday Mon-Fri Peak Blocks 1&2 (7.30am-9.00am) Index
1st Bank Holiday Mon-Fri Peak Blocks 3&4 (7.30am-9.00am) Index
1st Bank Holiday Mon-Fri Peak Block 5 (7.30am-9.00am) Index
1st Bank Holiday Mon-Fri Peak Block 6 (7.30am-9.00am) Index
1st Bank Holiday Mon-Fri Peaks (7:30am-5:00pm) Index
1st Bank Holiday Mon-Fri Peaks (8:00am-5:00pm) Index
2nd Bank Holiday Day Ahead (7:30am-9:00am) Index
2nd Bank Holiday Day Ahead (8:00am-9:00am) Index
2nd Bank Holiday Working Days (7:30am-5:00pm) Index
2nd Bank Holiday Mon-Fri Peak (7.30am-9.00am) Index
2nd Bank Holiday Mon-Fri Peak Blocks 1&2 (7.30am-9.00am) Index
2nd Bank Holiday Mon-Fri Peak Blocks 3&4 (7.30am-9.00am) Index
2nd Bank Holiday Mon-Fri Peak Block 5 (7.30am-9.00am) Index
2nd Bank Holiday Mon-Fri Peak Block 6 (7.30am-9.00am) Index
2nd Bank Holiday Mon-Fri Peaks (7:30am-5:00pm) Index
2nd Bank Holiday Mon-Fri Peaks (8:00am-5:00pm) Index
   
Click here to view or download Historical Data
   
Historical Charts
 
- actual values     - 5-day moving average
   
  Day Ahead (7:30am-9:00am)
 


  Day Ahead (8:00am-9:00am)
 


  Working Days (7:30am-5:00pm)
 


  Month Ahead Window (4:00pm-4:15pm)
 


  Month Ahead Window Average
 


  Mon-Fri Peak (7.30am-9.00am)
 


  Mon-Fri Peak Blocks 1&2 (7.30am-9.00am)
 


  Mon-Fri Peak Blocks 3&4 (7.30am-9.00am)
 


  Mon-Fri Peak Block 5 (7.30am-9.00am)
 


  Mon-Fri Peak Block 6 (7.30am-9.00am)
 


  Mon-Fri Peak (7:30am-5:00pm)
 


  Mon-Fri Peak (8:00am-5:00pm)
 


UK Power Indices Specifications
8-9am Day Ahead Index
The Day Ahead Window Index is calculated using a volume-based, weighted average of all day ahead baseload trades executed in London by contributing brokers between 0800hrs and 0900hrs London time each day. The Index values electricity trades for baseload delivery on the day, or days in the case of weekends, following the deal date (Trade Day). The delivery day is the Index day. In the Index, weekends shall be calculated using a volume-based, weighted average of all weekend trades executed in London by contributing brokers between 0800hrs and 0900hrs London time on the previous business day. The Index will be published daily at 0800hrs London time. In the calculation of the Index, previous business day convention shall apply.

Day Ahead Window Index
The Day Ahead Window Index is calculated using a volume-based, weighted average of all day ahead baseload trades executed in London by contributing brokers between 0800hrs and 1200hrs London time each day. The Index values electricity trades for baseload delivery on the day, or days in the case of weekends, following the deal date (Trade Day). The delivery day is the Index day. In the Index, weekends shall be calculated using a volume-based, weighted average of all weekend trades executed in London by contributing brokers between 0800hrs and 1200hrs London time on the previous business day. The Index will be published daily at 0900hrs London time. In the calculation of the Index, previous business day convention shall apply.

Working Days Index
The Working Days Index is calculated using a volume-based, weighted average of all day ahead baseload trades executed in London by contributing brokers between 0800hrs and 1700hrs London time on Trade Day. The Index values electricity trades for baseload delivery on the working day following Trade Day. The delivery day is the Index day. Weekends shall not be included in the Index. The Index will be published daily at 0900hrs London time. In the calculation of the Index, previous business day convention shall apply.

Monday - Friday Peak Index
The Monday-Friday Peak Index is calculated using a volume-based, weighted average of all day ahead peak trades executed in London by contributing brokers between 0800hrs and 1700hrs London time on Trade Day. The Index values electricity trades for peakload delivery on the working day following Trade Day. The delivery day is the Index day. The Index will be published daily at 0900hrs London time. In the calculation of the Index, previous business day convention shall apply.

All Days Index
The All Days Index is calculated using a volume-based, weighted average of all day ahead baseload trades executed in London by contributing brokers between 0800hrs and 1700hrs London time on Trade Day. The Index values electricity trades for baseload delivery on the working day following Trade Day. The delivery day is the Index Day. Weekend and Monday prices incorporated in the Index shall be calculated using a volume-based, weighted average of all day ahead baseload trades executed by contributing brokers on Friday between 0800hrs and 1700hrs for Saturday, Sunday and Monday individually. In the calculation of the Index, previous business day convention shall apply. Should no trades be transacted on both Saturday and Sunday individually, but trades are transacted in the combined weekend period, the volume-based, weighted average of all the combined weekend period trades executed in London by contributing brokers on Friday between 0800hrs and 1700hrs London time for the weekend shall be used to calculate prices for Saturday and Sunday in the Index (click here for more detail). The Index will be published daily at 0900hrs London time.

   
Terms & Conditions
   

London
Richard Hilton
Prebon Energy

A division of Tullett Prebon
155 Bishopsgate
London EC2N 3DA
T +44 (0) 207 302 5211

Email: rhilton@tullettprebon.com