FTR Positions Dataset

Unprecedented Visibility into FTR Market Positions

Financial Transmission Rights (FTRs) are extremely complex market instruments with enormous volumes of associated data. Historically, only FTR trading organizations with large IT budgets have been able to build systems to gain visibility into the positions, performance, and risk of their competitors in the market. The FTR Positions Dataset provides visibility into all FTR positions in US markets, giving users access to the fastest available data for all markets after each FTR auction, and day-ahead market clearance. 

Built using an industry standard mark-to-auction methodology used by some of the biggest FTR firms, users can be confident they are getting accurate values for their accounting and strategy development needs. With FTR Positions Dataset, you can outsource expensive data management, including price revisions, model remappings, and inevitable market data reporting changes.

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With the FTR Positions Dataset, you get:

  • Industry-standard methodology for marking and settling FTR positions

  • Standardized risk metrics available to compare risk usage across markets and participants

  • Coverage of all positions in US FTR markets

  • Processing of key data management activities like model re-mappings, price revisions, and market data reporting changes

The FTR Positions Dataset is ideal for:

  • Competitive analysis - See the auction results, P&L, mark-to-market (MtM), and Risk metrics (VaR) for all market participants

  • Regulators who need to monitor Credit Risk (MtM), P&L and Risk metrics across all ISO markets