Action Required - Reminder on German Gas Market Merger on 1 October 2021

    This Circular is an update to the Circular sent on 20 July, summarizing the impact of the upcoming gas market zone merger on our EEX Group DataSource products. 

    Publication schedule

    Date

    Datatype

    Notes

    29.09.2021

    Spot

    Final trading for day ahead GPL contracts (Delivery Day 30th September)
    final publication of day ahead data and settlement prices for NCG and GPL

    Index

    Final publication of EGSI for GPL and NCG (Delivery Day 30th September)

    Derivatives

    Final publication of GPL derivatives data and settlement prices.Open Interest Transfer of GPL contracts to NCG

    Index

    Final publication for Monthly Index for GPL and NCG

    Index

    Last publication of GPL and DE EGIX values

    30.09.2022

    Spot

    Final trading for within day contracts for NCG and GPL (Delivery Day 30th September)

    Spot

    First publication of THE day ahead settlement prices (Delivery Day 1st October)

    Derivatives

    Final publication of NCG derivatives data and settlement prices.

    Index

    First publication of EGSI for THE (Delivery Day 1st October)

    Index

    Last publication of NCG EGIX values

    01.10.2021

    Spot

    Renaming of NCG Gas Spot contracts. First publication of THE within day data (Delivery Day 1st October) and Day Ahead and Weekend contracts

    Index

    First publication of THE EGIX values

    Derivatives

    First publication of THE Derivatives data

     

    EEX Group DataSource sFTP Server


    The newly created THE files containing the values for the EEX Natural Gas THE products can be found on our server within the new THE directory in the “natgas” directory.

    The publication of these new files will be done according to our specification that can be found on our website. The sample files have been updated since our first publication to correct minor inaccuracies. Please make sure to download the latest version.

    For historical data, please note that GPL and NCG files will remain available after the merger but will not be updated anymore.

    The data history for THE physical futures will start on 1 October 2021. Therfore no history will be included into the new files. The table below lists all newly created THE files and their respective file paths:

    Data type

    File path + File name

    derivatives

    • market_data/natgas/the/derivatives/csv/YYYY/YYYYMMDD
    • GasFutureMarketResults_THE_YYYYMMDD.csv
    • market_data/natgas/the/derivatives/xlsx/YYYY
    • GasFutureHistory_THE_YYYY.xlsx

    spot

    • market_data/natgas/the/spot/csv/YYYY/YYYYMMDD
    • GasSpotMarketResults_THE_YYYYMMDD.csv
    • market_data/natgas/the/spot/xlsx/YYYY
    • GasSpotHistory_THE_YYYY.xlsx

    index

    • additional_data/MonthlyIndex/the/csv/YYYY
    • GasFutureMarketResults_MonthlyIndex_THE_YYYYMM.csv
    • additional_data/MonthlyIndex/the/xlsx/YYYY
    • GasFuturesHistory_MonthlyIndex_THE_YYYY.xlsx
    • additional_data/apdd/the/csv/YYYY/YYYYMMDD
    • GasSpotMarketResults_APDD_THE_YYYYMMDD.csv
    • additional_data/apdd/the/xlsx/YYYY
    • GasSpotHistory_APDD_THE_YYYY.xlsx
     
    • additional_data/egsi/xlsx/
    • GasSpotEGSI_history_YYYY.xlsx


    EEX Group DataSource Desktop Application / Excel Tool

    Derivatives Data:
    The EEX Natural Gas GPL products will be moved into the expired folder in the symbol tree while the folder “NCG” will be renamed into “THE former NCG” and populated with the new EEX Natural Gas THE products for the futures market.
    Please note that the historical data related to NCG will be included in the THE folder, along with prices related to EEX Natural Gas THE products.

    Spot Data:
    New THE Gas Spot symbols will be made available as below.

    Symbol

    Description

    #E.THE_GND1

    EEX THE Natural Gas Day Spot

    #E.THE_GND1_SA

    EEX THE Natural Gas Saturday Spot

    #E.THE_GND1_SU

    EEX THE Natural Gas Sunday Spot

    #E.THE_GWE1

    EEX THE Natural Gas Weekend Spot

    #E.THE_GWID

    EEX THE Natural Gas Within-Day Spot

    #E.THE_WDRP

    EEX THE WDRP

    #E.THE_EGSI_SP

    EEX THE Day EGSI

    Indices Data:
    All relevant gas indices (WDRP, EGSI, EGIX and Monthly Index) will receive a new THE folder. The current NCG and GPL folders will be renamed to “NCG Legacy” and “GPL Legacy”.

    Please do not hesitate to contact EEX Market Data Services by phone +49 341 2156 288 if you have any further questions.

    Contact

    Information Services
    T +49 341 2156-288
    datasource@eex-group.com