Allegro EMEA Summit 2016_Track Session

2. Rainer Landgarf
Allegro Product Manager
James Stirton
Allegro Senior Solution Consultant
Gregor Karlovsek
Allegro Product Manager

3. Agenda
• Horizon: Long Term Vision
• Horizon: 2016 Highlights

4. Horizon
Product Vision – EMEA Power
Horizon
Signal Driven
Pre-
Analy3cs
New Business Models
APAC Supply
Sustainability
Grids
Ancillary Services
Genera3on

5. Horizon
Product Vision – EMEA Power
Horizon
Genera3on
Power
Smoothing VPP
Peak
Shaving
Exchange
Trading
Weather-
to-
Forecast
Strategies
Risk
Disagg
Space
Mgmt
Exo3c
Modeling
DSM
Secondary
and
Ter3ary
Reserve
Smart
Grids
Fuel Mix
Data
Scalability
Carbon
Footprint
Curve &
Forecasts
Emissions ?
Adjustments
Signal Driven
Pre-
Analy3cs
New Business Models
APAC Supply
Sustainability
Grids
Ancillary Services
Genera3on

6. Horizon
Product Vision – EMEA Gas
Horizon
Supply
Connec3vity
New Business Models
APAC Other Regional Adjustments
Logis3cs
Up-Stream

7. Horizon
Product Vision – EMEA Gas
Horizon
Supply
Connec3vity
New Business Models
APAC Other Regional Adjustments
Logis3cs
Up-Stream
?
Adjustments
Nomina3ons
Storage
Mgmt
Produc3on
Calorific
Blending
Data
Scalability
Curve &
Forecasts
Exchanges
TSOs
Data
Vendors
Adj
V
AdjI
V
Adj
V
AdjI
II
AdjI
I
AdjI
Adj
VI
Adj
VII Adj
…

8. AZURE
Product Development
Seeking Community Collaboration
Iden3fied
Market
Direc3on
Clients‘
Needs
Logged
Support
Cases
Grouping
Tasks
Defining
Priori3es
Voice of
Community
Deliverables
Test
Availability
to Clients
RELEASE

9. Functionality has been split in to the following themes:
• EMEA Power Core
• EMEA Gas Core
• EMEA Strength
• Global Performance
• Regulatory
Allegro Horizon

10. • MW Rate Trade Positions/Scheduling
EMEA Power
ü Ability to report in MW (rate) across posi3on and scheduling views.
Issue: Market traded quan3ty unit is MW.

11. Demo – MW Rate

12. • Bi-Directional Imbalance Flexibility
• Balancing Time Unit Flexibility
• Imbalance Flexibility – Where No Existing Position
• Edit Existing Imbalance Position Volumes
• Use Term Capacity For Imb Trades
EMEA Power
Issue: Require enhanced / more powerful balancing capability inline with
European power markets.
ü Ability to balance between balancing areas.
ü Ability to balance in various 3me units
ü Ability to balance between areas where no posi3on exis3ng.
ü Ability to edit exis3ng posi3on volumes and update accordingly
ü Ability to create imbalance trades using term capacity supported.

13. • Entry-Exit Scheduling View
EMEA Gas
Issue: Require enhanced scheduling view to beer manage business
processes associated with Natural Gas and capacity in Europe.
ü New Capacity Overview pane
ü New Flow Overview pane
ü Handling of Nomination
ü Creation of movements with zero quantities Scheduling
ü Show Buy/Sell quantities in ‘Position’ pane
ü New ‘Option’ pane

14. • Entry-Exit Scheduling View
EMEA Gas

15. • Entry-Exit Scheduling View
EMEA Gas

16. • Entry-Exit Scheduling View
EMEA Gas

17. • Exercise Phys Options In Scheduling
EMEA Gas
Issue: Physical op3ons cannot be exercised from scheduling view (as with power)
ü Ability to exercise / par3ally exercise op3ons of different styles supported.

18. Demo – Exercise a Gas Op8on

19. • Entry-Exit Nom Streams
• Allocate Quantities With Mixed Quantity Statuses
• Create Zero Quantity Nominations
• Within Month Actuals in Scheduling
EMEA Gas
ü Ability to allocate using plan, forecast, nom and actual q status.
ü Ability to create nomina3ons with 0 quan3ty.
ü Ability to capture actuals within a month supported.
ü Ability to create entry / exit nomina3on streams supported.

20. • Fixing on a Forward (DAY-QTRHR)
EMEA Strength
Issue: Requirement to set trade price to an index “as of” a specified date. Price
index may be monthly, daily, hourly, or sub hourly granularity.
ü Specify Fix Date on Trade Price
16
17
18
19
20
21
22
23
24
1
21
41
61
81
101
121
141
161
181
201
221
241
261
281
301
321
341
361
381
401
421
441
461
481
501
521
541
561
581
601
621
641
661
681
701
721
741
Price
Hourly Fixing Curve
16/06/2016
15/06/2016
14/06/2016

21. Demo – Fix on a Forward

22. • Disagg Monthly Positions to Hourly
• Disagg Monthly Schedules to Hourly
EMEA Strength
Issue: Posi3ons stored as monthly, could not be disaggregated into hourly
buckets.
ü Code op3mised to disagg correctly over various granular horizons

23. Demo – Power Disagg

24. • Perf - Power Position View
• Perf - Imbalance Calc
• Perf - HH Imbalance Calc
Global Performance
Issue: Performance on very large trade volumes / granular loadshape trades is not
sa3sfactory for every day use.
ü Code con3nually op3mised to improve power posi3on retrieval 3me.
ü Code con3nually op3mised to improve imbalance calcula3on 3mes.
ü Code con3nually op3mised to improve half hourly imbalance calcula3on 3mes.

25. • Confirm Connect
Regional Elements
Issue: Require ability to electronically confirm trade via EFET NET ECM
ü Confirm Connect Regional Element provided for ECM
Issue: Require ability to electronically report for EMIR and REMIT via EFETNET ERR
ü Confirm Connect Regional Element enhanced to support REMIT Table 2
Repor3ng
ü Confirm Connect Regional – appe3te to increase scope to accommodate EMIR
repor3ng.
In Parallel to Horizon

26. EMIR
REMIT
Confirm Connect
EMIR XML for ESMA
REMIT XML for ACER
Confirm Connect ERR

27. • REMIT Reporting in ConfirmConnect
Regulatory
Issue: REMIT legisla3on requires repor3ng of non-OMP traded trades to a RRM.
ü Enhancement of ConfirmConnect to support direct communica3on of trade
repor3ng to EFETnet eRR.
In Parallel to Horizon

28. Screenshot – ConfirmConnect for REMIT

29. Screenshot – Confirm Connect XML Extract

30. T H A N K Y O U
Please make your way back to the next break out
session:
Stream 1 - Digital Transformation – DON JOAO
Stream 2 –Allegro Horizon Tech Stack – D. LEONOR
Then please return to Main Conference Room
DON JOAO at 17:30
for evening instructions, prize draws and our drinks reception