ENERGY TRADING - BLANK MODEL SET: THE BOOK'S OWN INPUTS

Type these back into the blank files and the book's results come back. Cell references are sheet!cell.
The amplitude of 0.5 and the moves of 20, 40 and 60 are steps, not data, and are kept in the blank files.

The_Price_Duration_Curve_Blank.xlsx

   Curve!A5                    100
   Curve!B5                    260
   Curve!A6                    250
   Curve!B6                    155
   Curve!A7                    550
   Curve!B7                    105
   Curve!A8                    1100
   Curve!B8                    85
   Curve!A9                    1900
   Curve!B9                    72
   Curve!A10                   2400
   Curve!B10                   63
   Curve!A11                   1700
   Curve!B11                   50
   Curve!A12                   760
   Curve!B12                   34
   Curve!B18                   760

   Result: time-weighted average 70.1872; average over the available hours 73.6250; 3,900 hours above the average.

The_Plant_Four_Ways_Blank.xlsx

   Curve!A5                    100
   Curve!B5                    260
   Curve!A6                    250
   Curve!B6                    155
   Curve!A7                    550
   Curve!B7                    105
   Curve!A8                    1100
   Curve!B8                    85
   Curve!A9                    1900
   Curve!B9                    72
   Curve!A10                   2400
   Curve!B10                   63
   Curve!A11                   1700
   Curve!B11                   50
   Curve!A12                   760
   Curve!B12                   34
   Curve!B18                   760
   Plant!B4                    620
   Plant!B5                    7.2
   Plant!B6                    8.6
   Plant!B7                    3.4
   Plant!B41                   96
   Plant!B42                   18500
   Plant!B43                   21400000

   Result: marginal cost 65.32; 3,900 running hours; gross margin 60,792,240.00; convexity 19,599,440.00; outage at the top 36,057,216.00.

Shape_and_the_Retail_Book_Blank.xlsx

   Curve!A5                    100
   Curve!B5                    260
   Curve!A6                    250
   Curve!B6                    155
   Curve!A7                    550
   Curve!B7                    105
   Curve!A8                    1100
   Curve!B8                    85
   Curve!A9                    1900
   Curve!B9                    72
   Curve!A10                   2400
   Curve!B10                   63
   Curve!A11                   1700
   Curve!B11                   50
   Curve!A12                   760
   Curve!B12                   34
   Curve!B18                   760
   Shape!B4                    4200000
   Shape!B5                    78.5
   Shape!B6                    2.15
   Shape!C10                   1.62
   Shape!C11                   1.48
   Shape!C12                   1.33
   Shape!C13                   1.2
   Shape!C14                   1.06
   Shape!C15                   0.95
   Shape!C16                   0.82
   Shape!C17                   0.71
   Group!B4                    620
   Group!B5                    7.2
   Group!B6                    8.6
   Group!B7                    3.4

   Result: shape cost 22,282,166.81; load-weighted price 75.4925; margin on the hours 3,601,531.82; group overstated by 2,682,726.81.

Margin_and_Liquidity_Blank.xlsx

   Inputs!B5                   4200000
   Inputs!B7                   40
   Inputs!B8                   38000000
   Inputs!B9                   120000000
   Inputs!B10                  210000000
   Inputs!B11                  25000000
   Inputs!B12                  10
   Inputs!B15                  620
   Inputs!B16                  7.2
   Inputs!B17                  8.6
   Inputs!B18                  3.4
   Curve!A5                    100
   Curve!B5                    260
   Curve!A6                    250
   Curve!B6                    155
   Curve!A7                    550
   Curve!B7                    105
   Curve!A8                    1100
   Curve!B8                    85
   Curve!A9                    1900
   Curve!B9                    72
   Curve!A10                   2400
   Curve!B10                   63
   Curve!A11                   1700
   Curve!B11                   50
   Curve!A12                   760
   Curve!B12                   34
   Curve!B18                   760

   Result: true short 2,542,000 MWh; day-one call 198,400,000.00; day-one position -40,400,000.00; both cleared 30,400,000.00.

