Use of Technical Offer Data in Instruction Profiling / QBOA Version 2 MOD_24_18 Use of Technical Offer Data in Instruction Profiling / QBOA Version 2 Martin Kerin 06th September 2018

MOD_24_18 – 23:00 vs 00:00 VTOD Change Proposed approach: Enduring text adjusted to clarify that each set of VTOD which exists within the Settlement Day are used, i.e. two sets which change at 23:00; For an interim period until the systems can be adjusted, to ensure compliance, the original proposal of calculating based on the first set of VTOD within the Settlement Day being used from 00:00 – 00:00.

MOD_24_18 – 23:00 vs 00:00 VTOD Change Enduring text: The Market Operator shall, for each Settlement Day, use the following Registration Data and Accepted Technical Offer Data for each Trading Day which falls within that Settlement Day in whole or in part, provided in accordance with Appendix H: “Data Requirements for Registration” and Appendix I: “Offer Data” respectively, shall be used by the Market Operator to calculate all Instruction Profile types for that Settlement Day:

MOD_24_18 – 23:00 vs 00:00 VTOD Change Change in approach for interim provision dates versus what is in modification proposal to standardise with other provisions: H.15.1.1: “Until the date that is the Day 2MOD_24_18 Deployment Date, paragraph 10 of Appendix O shall be replaced with:” H.15.1.2: “Until the date that is the Day 2MOD_24_18 Deployment Date, paragraph 26 of Appendix O shall be replaced with:” In the glossary: Mod_24_18 Deployment Date means the date proposed by the Market Operator following discussion with the Modifications Committee, and approved by the Regulatory Authorities for the purpose of H.15.1, such date to be published on the Market Operator web site at least three Working Days in advance of the date concerned.

MOD_24_18 – 23:00 vs 00:00 VTOD Change Analysis looking at data over 6 months this year for dispatch instructions between 23:00 and 00:00; Analysis looking at the maximum potential exposure (difference between what would have been settled using the new VTOD versus the old VTOD) should a case arise, to understand the potential scale of the impact; Assumptions: The underlying drivers for actions at different times of the day would not change with I-SEM, e.g. demand curve, wind curves, system constraints; Therefore the likelihood of the periods where the most actions are issued changing so that there would be a large increase in the number of actions happening between 23:00 and 00:00 is low; The problem only arises when the effective time of the instruction is between 23:00 – 00:00, not the issue time, because the run in which the instruction is processed is based on the effective time.

MOD_24_18 – 23:00 vs 00:00 VTOD Change Study Period 1st Jan to 30th June 2018 Subset Between 23:00 and 23:59 local time Number of DIs in subset in study period 6134 Total number of DIs in study period 185122 % of DIs in subset vs total DIs in study period 3.31% MWOF in subset 5732 MWOF % in subset 93.45% MWOF in subset % in total 3.10% SYNC in subset 88 SYNC % in subset 1.43% SYNC in subset % in total 0.05% DESY in subset 255 DESY % in subset 4.16% DESY in subset % in total 0.14% FAIL in subset 2 FAIL % in subset 0.03% FAIL in subset % in total 0.00% GOOP in subset 53 GOOP % in subset 0.86% GOOP in subset % in total TRIP in subset 4 TRIP % in subset 0.07% TRIP in subset % in total

MOD_24_18 – 23:00 vs 00:00 VTOD Change The largest impact would be if a commitment instruction was issued, because these would have the potential to last for multiple hours given load up / deload characteristics and min on times, although the likelihood of these at this time is lower than during the morning rise, evening peak and leading into the night valley. Calculate the QBOA which results from assuming an FPN of zero, unit issued a SYNC instruction at 23:00 to their Maximum Availability (inferred from their Ramp Up Rate Quantity 5 in the VTOD set) following the data for their Cold Warmth State in the VTOD set, staying on until the Minimum On Time for that VTOD set has been surpassed, then desynchronising back to zero.

MOD_24_18 – 23:00 vs 00:00 VTOD Change The move from one set of VTOD to other in reality, but not in settlement, means that the unit’s Metered Quantities (QM) are assumed to be following the later set of VTOD but their Dispatch Quantities (QD) will be based on the earlier set of VTOD. That can give rise to uninstructed imbalances. 1MW of tolerance and 0.2 of DOG/PUG is assumed for all Uninstructed Imbalance Charge calculations. If the original VTOD results in a larger QBOA than the later VTOD, the unit would just have the amount of that QBOA that they delivered settled to them, which is the same outcome as if the second VTOD had been used to calculate their QBOA, so they are not missing out on energy payments. They would be subject to Uninstructed Imbalance Charges at the Imbalance Settlement Price for the difference between QM and QD, and for the premium of the undelivered QBOA. If the original VTOD results in a smaller QBOA than the later VTOD, the unit would be missing out on their Premium Payments (they would still get the Imbalance Settlement Price as their QM would be at the higher level). They would be subject to Uninstructed Imbalance Charges at the Imbalance Settlement Price for the difference between QM and QD, however for the overdelivered QBOA their Premium Payment would not be considered in Uninstructed Imbalance Charges.

MOD_24_18 – 23:00 vs 00:00 VTOD Change Need to assume Imbalance Settlement Prices and Bid Offer Prices: Assume PIMB = 50; Calculate for each unit a single quantity weighted average price for their Bid Offer Price using their Standing Commercial Offer Data from Market Trial, where the prices are from each unit’s band and the quantity weighting is the range over which that price applies; Converted everything to Euro (assume exchange rate of 1.11). Using VTOD set data from Market Trial, calculate the profile for the scenario for each set, and determine the volume and cashflow differences of each permutation of moving between sets; 21 units with multiple sets (58 sets total for those units).

MOD_24_18 – 23:00 vs 00:00 VTOD Change

MOD_24_18 – 23:00 vs 00:00 VTOD Change

MOD_24_18 – 23:00 vs 00:00 VTOD Change Proposed approach: Enduring text adjusted to clarify that each set of VTOD which exists within the Settlement Day are used, i.e. two sets which change at 23:00; For an interim period until the systems can be adjusted, to ensure compliance, the original proposal of calculating based on the first set of VTOD within the Settlement Day being used from 00:00 – 00:00.

MOD_27_18 Martin Kerin 06th September 2018 Interim arrangements in Appendix O for Instruction Profiling and Bid Offer Acceptance Quantity Outcomes in a Subset of Undo Scenarios Martin Kerin 06th September 2018

Proposed approach high level: MOD_27_18 – Subset of Undo Scenarios Proposed approach high level: There are a number of scenarios, the occurrence of which would be expected to be relatively rare, which have been observed as part of certification that the outcome in systems is different to that in rules; In order to move towards substantive compliance under certification, for a period of time until these defects have been remedied and can be deployed to the live system, interim provisions which outline the outcome in the scenarios affected will prevail.

MOD_27_18 – Subset of Undo Scenarios Change in approach for interim provision dates versus what is in modification proposal to standardise with other provisions: H.15.2.1-6: “Until the date that is [six months] after the Cutover Timethe MOD_27_18 Deployment Date, paragraph 10 of Appendix O shall be replaced with:” In the glossary: Mod_27_18 Deployment Date means the date proposed by the Market Operator following discussion with the Modifications Committee, and approved by the Regulatory Authorities for the purpose of H.15.2, such date to be published on the Market Operator web site at least three Working Days in advance of the date concerned.

MOD_27_18 – Subset of Undo Scenarios Scenario 1 – MWOF undo over a time boundary (H.15.2.2 for Table 2 and H.15.2.4 for Table 3): If a subsequent MWOF Dispatch Instruction has an Instruction Effective Time which is between the Instruction Effective Time of another prior MWOF Dispatch Instruction and the Instruction Effective Time of that prior MWOF Dispatch Instruction’s corresponding PMWO Pseudo Dispatch Instruction that would nominally be created, and if the time the Target Instruction Level would be reached following the trajectory of either the prior or the subsequent MWOF Dispatch Instruction is in a different Imbalance Pricing Period or Imbalance Settlement Period, as applicable, to the Instruction Effective Time of the corresponding MWOF Dispatch Instruction, then Step 1 shall be changed for the prior MWOF Dispatch Instruction such that the time the trajectory for the Physical Notification Instruction Profile to reach the Target Instruction Level for the prior MWOF Dispatch Instruction shall be taken to be equal to the Instruction Effective Time of that prior MWOF Dispatch Instruction;

MOD_27_18 – Subset of Undo Scenarios Scenario 1 – MWOF undo over a time boundary (H.15.2.2 for Table 2 and H.15.2.4 for Table 3): If a subsequent MWOF Dispatch Instruction has an Instruction Effective Time which is between the Instruction Effective Time of another prior MWOF Dispatch Instruction and the Instruction Effective Time of that prior MWOF Dispatch Instruction’s corresponding PMWO Pseudo Dispatch Instruction that would nominally be created, and if the time the Target Instruction Level would be reached following the trajectory of either the prior or the subsequent MWOF Dispatch Instruction is in a different Imbalance Pricing Period or Imbalance Settlement Period, as applicable, to the Instruction Effective Time of the corresponding MWOF Dispatch Instruction, then a PMWO Pseudo Dispatch Instruction shall be created for each MWOF Dispatch Instruction considered in this scenario, with the Instruction Effective Time of the PMWO Pseudo Dispatch Instruction corresponding to the prior MWOF Dispatch Instruction being the same as the Instruction Effective Time of that prior MWOF Dispatch Instruction.

MOD_27_18 – Subset of Undo Scenarios MWOF and PMWO – Intention of rules FPN time MW

MOD_27_18 – Subset of Undo Scenarios MWOF and PMWO – Intention of rules FPN MWOF 1 time MW

MOD_27_18 – Subset of Undo Scenarios MWOF and PMWO – Intention of rules FPN MWOF 1 time MW MWOF 2

MOD_27_18 – Subset of Undo Scenarios MWOF and PMWO – Intention of rules FPN MWOF 1 time MW PMWO MWOF 2

MOD_27_18 – Subset of Undo Scenarios MWOF and PMWO – Happening in systems and modification FPN MWOF 1 time MW

MOD_27_18 – Subset of Undo Scenarios MWOF and PMWO – Happening in systems and modification FPN MWOF 1 time MW PMWO 1 MWOF 2

MOD_27_18 – Subset of Undo Scenarios MWOF and PMWO – Happening in systems and modification FPN MWOF 1 time MW PMWO 1 MWOF 2

MOD_27_18 – Subset of Undo Scenarios MWOF and PMWO – Happening in systems and modification FPN MWOF 1 time MW PMWO 1 MWOF 2 PMWO 2 Time of PMWO 2 correctly follows rules

MOD_27_18 – Subset of Undo Scenarios Scenario 2 – SYNC with DESY after reach MSG but before reach Min On Time (H.15.2.3 for Table 3): If a subsequent DESY Dispatch Instruction has an Instruction Effective Time which is between the Instruction Effective Time of a prior SYNC Dispatch Instruction and the time when the Physical Notification Instruction Profile for the SYNC Dispatch Instruction reaches the Generator Unit’s Registered Minimum Stable Generation, then the Dispatch Instruction having the preceding SYNC Instruction Code shall be ignored.

MOD_27_18 – Subset of Undo Scenarios SYNC and DESY after MSG before Min On Time – Intention of Rules FPN time MW

MOD_27_18 – Subset of Undo Scenarios SYNC and DESY after MSG before Min On Time – Intention of Rules FPN time MW SYNC Effective Min On Time Issue

MOD_27_18 – Subset of Undo Scenarios SYNC and DESY after MSG before Min On Time – Intention of Rules FPN time MW DESY SYNC Effective Min On Time Issue

MOD_27_18 – Subset of Undo Scenarios SYNC and DESY after MSG before Min On Time – Intention of Rules FPN time MW DESY SYNC Effective Min On Time Issue PDES Min Off Time

MOD_27_18 – Subset of Undo Scenarios SYNC and DESY after MSG before Min On Time – Happening in systems and modification FPN time MW SYNC Effective Min On Time Issue

MOD_27_18 – Subset of Undo Scenarios SYNC and DESY after MSG before Min On Time – Happening in systems and modification FPN time MW SYNC Effective Min On Time Issue PSYN

MOD_27_18 – Subset of Undo Scenarios SYNC and DESY after MSG before Min On Time – Happening in systems and modification FPN time MW DESY SYNC Effective Min On Time Issue PSYN

MOD_27_18 – Subset of Undo Scenarios SYNC and DESY after MSG before Min On Time – Happening in systems and modification FPN time MW DESY SYNC Effective Min On Time Issue PSYN PDES Min Off Time

MOD_27_18 – Subset of Undo Scenarios Scenario 3 – DESY with SYNC after reach zero before Min Off Time (H.15.2.5 for Table 3): If a subsequent SYNC Dispatch Instruction has an Instruction Effective Time which is between the Instruction Effective Time of a prior DESY Dispatch Instruction and the Instruction Effective Time for the corresponding PDES Pseudo Dispatch Instruction that would nominally be created, but after the time when the Physical Notification Instruction Profile for the DESY Dispatch Instruction reaches zero, then the PDES Pseudo Dispatch Instruction that would nominally be created for the corresponding DESY Dispatch Instruction shall be created.

MOD_27_18 – Subset of Undo Scenarios DESY and SYNC after zero before Min Off Time – Intention of Rules FPN time MW DESY Min Off Time

MOD_27_18 – Subset of Undo Scenarios DESY and SYNC after zero before Min Off Time – Intention of Rules FPN time MW DESY SYNC Effective Min On Time Issue Min Off Time

MOD_27_18 – Subset of Undo Scenarios DESY and SYNC after zero before Min Off Time – Intention of Rules FPN time MW DESY SYNC Effective Issue PSYN Min Off Time Min On Time

MOD_27_18 – Subset of Undo Scenarios DESY and SYNC after zero before Min Off Time – Happening in systems and modification FPN time MW DESY Min Off Time

MOD_27_18 – Subset of Undo Scenarios DESY and SYNC after zero before Min Off Time – Happening in systems and modification FPN time MW DESY PDES Min Off Time

MOD_27_18 – Subset of Undo Scenarios DESY and SYNC after zero before Min Off Time – Happening in systems and modification FPN time MW DESY SYNC Effective Issue PDES Min Off Time Min On Time

MOD_27_18 – Subset of Undo Scenarios DESY and SYNC after zero before Min Off Time – Happening in systems and modification FPN time MW DESY SYNC Effective Issue PSYN PDES Min Off Time Min On Time

Scenario 4 – SYNC with DESY before reach MSG (H.15.2.6 for Table 5): MOD_27_18 – Subset of Undo Scenarios Scenario 4 – SYNC with DESY before reach MSG (H.15.2.6 for Table 5): If a subsequent DESY Dispatch Instruction has an Instruction Effective Time which is between the Instruction Effective Time of a prior SYNC Dispatch Instruction and the time when the Physical Notification Instruction Profile for the SYNC Dispatch Instruction reaches the Generator Unit’s Registered Minimum Stable Generation, then the Dispatch Instruction having the preceding SYNC Instruction Code shall be ignored.

MOD_27_18 – Subset of Undo Scenarios SYNC and DESY before MSG – Intention of Rules time MW SYNC Effective Min On Time Issue FPN

MOD_27_18 – Subset of Undo Scenarios SYNC and DESY before MSG – Intention of Rules FPN time MW DESY SYNC Effective Min On Time Issue

MOD_27_18 – Subset of Undo Scenarios SYNC and DESY before MSG – Intention of Rules FPN time MW DESY SYNC Effective Min On Time Issue PDES Min Off Time

MOD_27_18 – Subset of Undo Scenarios SYNC and DESY before MSG – Happening in systems and modification FPN time MW SYNC Effective Min On Time Issue DESY PDES Min Off Time

MOD_27_18 – Subset of Undo Scenarios SYNC and DESY before MSG – Happening in systems and modification FPN time MW DESY PDES Min Off Time

Proposed approach high level: MOD_27_18 – Subset of Undo Scenarios Proposed approach high level: There are a number of scenarios, the occurrence of which would be expected to be relatively rare, which have been observed as part of certification that the outcome in systems is different to that in rules; In order to move towards substantive compliance under certification, for a period of time until these defects have been remedied and can be deployed to the live system, interim provisions which outline the outcome in the scenarios affected will prevail.

MOD_28_18 Martin Kerin 06th September 2018 Ordering of Pseudo Dispatch Instructions for QBOA with the same Instruction Issue Time and Instruction Effective Time Martin Kerin 06th September 2018

MOD_28_18 – Ordering of Pseudo DIs in Tie Break The following order if multiple pseudo DIs at the same time: The Pseudo Dispatch Instruction corresponding to the latest Dispatch Instruction or Instruction Combination Code ordered in accordance with paragraph 19; PISP; POFF; PCOD. This does not change the outcome that would be applied through the rules; This is to align a non-functionally impacting outcome in the rules with the approach required for how the systems implement the rules; The following slides illustrate this point.

MOD_28_18 – Ordering of Pseudo DIs in Tie Break MWOF and PMWO – Rules FPN time MW

MOD_28_18 – Ordering of Pseudo DIs in Tie Break MWOF and PMWO – Rules FPN MWOF time MW

MOD_28_18 – Ordering of Pseudo DIs in Tie Break MWOF and PMWO – Rules FPN MWOF time MW PMWO

MOD_28_18 – Ordering of Pseudo DIs in Tie Break MWOF and PMWO – Systems FPN MWOF time MW PMWO Pt. 3 Pt. 1 Pt. 2 Pt. 4 Pt. 5 = Pt. 1 → Pt. 2 → Pt. 3 → Pt. 4 → Pt. 5

MOD_28_18 – Ordering of Pseudo DIs in Tie Break MWOF and PMWO – Systems FPN MWOF time MW PMWO Pt. 3 Pt. 6 Pt. 1 Pt. 2 = Pt. 1 → Pt. 2 → Pt. 3 → Pt. 6

MOD_28_18 – Ordering of Pseudo DIs in Tie Break MWOF, PMWO and PISP – Current rules FPN MWOF time MW PMWO PISP Pt. 1 Pt. 2 Pt. 4 Pt. 5

MOD_28_18 – Ordering of Pseudo DIs in Tie Break MWOF, PMWO and PISP – Systems following current rules FPN MWOF time MW PMWO PISP Pt. 1 Pt. 2 Pt. 4 Pt. 5 = Pt. 1 → Pt. 2 → Pt. 4 → Pt. 5 After MWOF, profile looks for PMWO but finds none, therefore point not included

MOD_28_18 – Ordering of Pseudo DIs in Tie Break MWOF, PMWO and PISP – Systems following implementation and rules with mod FPN MWOF time MW PMWO PISP Pt. 1 Pt. 2 Pt. 4 Pt. 5 = Pt. 1 → Pt. 2 → Pt. 3 → Pt. 4 → Pt. 5 After MWOF, finds PMWO and therefore point included

MOD_28_18 – Ordering of Pseudo DIs in Tie Break The following order if multiple pseudo DIs at the same time: The Pseudo Dispatch Instruction corresponding to the latest Dispatch Instruction or Instruction Combination Code ordered in accordance with paragraph 19; PISP; POFF; PCOD. This does not change the outcome that would be applied through the rules; This is to align a non-functionally impacting outcome in the rules with the approach required for how the systems implement the rules.