NSE adds VWAP Calculator, DAM Stats to electricity futures platform

Mumbai: The National Stock Exchange (NSE) has rolled out two new features on its website for participants in Electricity Futures (ELECMBL) contracts under the Commodity Derivatives Segment, aimed at boosting transparency and informed trading.

The first addition is a Spot Volume Weighted Average Price (VWAP) Calculator for Monthly Electricity Futures contracts. This interactive tool allows users to compute block-wise and daily VWAP values using data from the three power exchanges — Indian Energy Exchange (IEX), Power Exchange India Limited (PXIL), and Hindustan Power Exchange (HPX) — across all Day Ahead Market (DAM) segments (Green, Conventional, and High Price). It also provides a detailed breakup of values for each time block (T01 to T96), showing how the daily spot price is assessed.

The second enhancement introduces Daily DAM Statistics in the “i” pop-up of the Get Quote page for Monthly Electricity Futures. Traders can now access key data including market clearing volumes, daily VWAP, moving averages of DDR, and comparative DDR values for the past three years — without leaving their live market screen.

These updates build on earlier integrated tools such as grid demand forecasts, source-wise generation mix, real-time transmission flows, and historical DDR data.

With these initiatives, NSE said it continues to strengthen transparency and support evidence-based decision-making, further developing India’s electricity derivatives

ecosystem.