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observer84
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Posts: 195
Joined: December 29th, 2010, 7:51 am

liquidity of power derivatives (options)

February 9th, 2014, 2:36 pm

Hi,is there any liquidity in options on electricity (spot or futures) on exchanges (not OTC)? I have found some data for options on monthly futures on the European market (Phelix-Index). I found virtually nothing on options in the US markets although i expected that there could be some for PJM or the Californian market? Really appreciate any information / hints / help with this aspect.Best regardsobs
 
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Stale
Posts: 209
Joined: November 7th, 2006, 3:20 pm

liquidity of power derivatives (options)

February 9th, 2014, 7:58 pm

 
User avatar
observer84
Topic Author
Posts: 195
Joined: December 29th, 2010, 7:51 am

liquidity of power derivatives (options)

February 10th, 2014, 8:42 pm

Sorry, forgot to point that out. I am not sure actually. Maybe 50-100 open interest, which I am used from empirical studies on petroleum markets?It would help to know whether there were actually a few trades a day on these products. Just heard from someone working for a large energy company that the listed EEX-option contracts on the Phelix future cannot really be trusted. Most of the trading seems to be going on OTC.. : (bestobs
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