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1Texas Nodal Nodal Day-Ahead Market Update Special NATF Meeting July 19, 2010
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2Texas Nodal Outline of Discussion Day-Ahead Market Design/Processes/Procedures Key DAM Integration (model, contingencies, LDFs) DAM configuration (shift factor cutoff, use of shadow price caps) Software and Data issues and impacts Other deliveries (Redacted Model, NPRR206 eFactor values) DAM Analysis Analysis of July 15, 2010 DAM Some case analysis for previous DAM Agenda
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3Texas Nodal Objective of Workshop today Focus on quality of solution: Shared understanding of design, process, integration Feedback from market on observed issues (software and data) How to improve/leverage market trial activities and scenarios Out of scope for workshop Debates on implemented design Significant changes in reporting of results Meeting Objective
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4Texas Nodal DAM Design/Processes/Procedures Section 4 Nodal Protocols Day Ahead Operations http://nodal.ercot.com/protocols/index.html MMS Business Requirements and Conceptual System Design http://nodal.ercot.com/docs/pd/mms/index.html#req http://nodal.ercot.com/docs/pd/mms/index.html#des DAM Operating Procedures http://nodal.ercot.com/readiness/markettrials/dam/index.html DAM Design/Process/Procedures
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5Texas Nodal DAM Procedure Summary 0600 DAM Operator validates posting 0700 Phase 2/Credit Validation 1000 DAM submissions closed DAM sub-process summary: (next slide) DAM Design/Process/Procedures
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I. Day-ahead market – clearing process Execute DAM Execute DRUC Execute Ancillary Service Insufficiency Check Execute PTP Options Derating Execute DAM Clearing Engine Midnight 0600 1000 1430 1800 Communicate DAM Results Execute CRR Simultaneous Feasibility Test Calculate and Post AS Obligation Validate Inputs from QSEs Day-Ahead Calculate and assign AS Plan quantity to each QSE based on Load Ratio Share. Validate inputs from QSEs including Offers, Bids, Trades, Schedules (Self-Schedules and DC Tie Schedules), and Self-arranged AS. Evaluate all CRRs using the Day- Ahead hourly Network Model. Determine, prior to clearing the DAM, if there are sufficient AS offers to meet the AS requirements. Derate CRR Options declared for Real-Time settlement for the purpose for DAM clearing. Post-process the outputs of DAM Clearing Engine, and Publish and communicate the DAM results to Settlement and MIS. Post-process the outputs of DAM Clearing Engine, and Publish and communicate the DAM results to Settlement and MIS. Determine Unit Commitments, Energy, AS and CRR awards by optimizing the system-wide economical benefits given bids and offers. Slide 6
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7Texas Nodal Key DAM Integration
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8Texas Nodal High-Level Inputs most frequently inquired about by market Network Operations Model Loaded weekly from NMMS into MMS for DAM,RUC,SCED Connectivity, Ratings, Thermal Constraints, Contingencies Outages Transmission outages from OS at 0600 Day-Ahead SPS/RAP SPS/RAP definition from NMMS/CIM model Shift Factors calculated in DAM process (different from SCED) Dynamic Ratings From EMS at 0600 Day-Ahead Load Distribution Factors (Zone, Hub) EMS – Normally, the State Estimate output of 7 days ago. Holidays will be different QSE COP Current day COP used for temporal constraints of next day COP HSL/LSL used for capacity available next day Other Observations and Analysis
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9Texas Nodal DAM Configuration questions Shift Factor Cutoff Set to 0.001 for Resource Node No cutoff for Load Zone & HUBs DAM Penalty Factors Not used in pricing, only for setting priority Ancillary Services RegUp = 3,000,000 $/MW RegDn = 3,000,000 $/MW RRS = 2,000,000 $/MW NSPSIN = 1,000,000 $/MW Transmission constraints: 350,000 – 1,000,000 $/MW DAM Configurations
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10Texas Nodal DAM Software and Data issues in progress Link to current DAM trials issues list: http://nodal.ercot.com/readiness/markettrials/dam/index.html MMS5-P8 delivering last week of July Performance limitations Energy Only offer/Bids limit: 15,000 / PTP bids: 15,000 /CRR option offers: 2,000 Full volume can result in long-running DAM (not observed in trials) Data highlights: Updated contingency definitions coming Aug 2 EMS still tuning LDF Workaround for Generic (Non-thermal) constraints Ratings DAM Software and Data issues
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11Texas Nodal Other functionality delivering to market trials to enhance DAM NPRR206- Credit eFactors (MMS5-P8) NPRR102- Redacted Network Model (target July 23) Other DAM deliveries
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DAM Analysis 12Texas Nodal
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Contents Analysis of July 15 th DAM –Summary of OD 7/15 –Unconstrained study –MCPC for Ancillary Services –Negative MCPE analysis Some issues from other days’ DAM –LZ energy clearing constrained –Opportunity cost in MCPC –Constraints binding in DAM which supposed to be protected by SPS CRR-NOIE Offers (options in DAM) 13Texas Nodal
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DAM Submissions for OD 7/15 VALIDCANCELLEDTOTALMA Limit CRR44614472,000 PTP128112915,000 EO5163755315,000 ASO2982300 S-AS1038111 3PO40612418 COP6521653 14Texas Nodal
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15Texas Nodal Analysis of July 15 th DAM Overall System Offers/Bids & Clearance
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16Texas Nodal Analysis of July 15 th DAM Load Zones Bids & Clearance
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Price Difference Between Load Zone and Hub $/MWh 17Texas Nodal
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Unconstrained Energy Clearing VS Constrained Energy Clearing 18Texas Nodal
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Analysis of July 15 th DAM 17 Secured Equipments is bounded. 20 Contingencies have associated Binding Constraints. Equipment NameTotal Constrained Hours 560_A_124 6150__D21 1660__A21 970__C15 ECRSW_FMR112 428T428_110 VALIMP10 6146__A8 LA_PAL_VCAVAZ1_17 2500__C6 SILASRAY_T15 SILASRAY_T25 CKT_907_13 ALAZAN_B_DAVI1_13 TEN_CRD1_12 TEN_CRD2_12 260_A_11 19Texas Nodal
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Ancillary Service Study 20Texas Nodal
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REGUP Price Spike Study HourAS Plan (MW) Self AS (MW) DAM Buy (MW) MCPC ($/MWh) Total offer (MW) 1 1115.0073.301,042 400.00 4279.40 2 680.0047.50633 27.91 4279.40 24 790.0053.40737 29.95 4239.40 RegUp information for Hour 1, 2 and 24 RegUp Offer structure for Hour 1 21Texas Nodal
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SPP Deviation 22Texas Nodal
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Settlement Point SWEC_G1 Price Study The offers/bids at settlement point SWEC_G1 has large influence on a binding constraint from STASW to NDLNE. There is a negative price offer (-37.5 $/MWh) at the SP all the day with different quantities for each hour. At hour 9, the quantity is the biggest one and it became the marginal unit to set the SPP. 23Texas Nodal
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Load Zone clearing constrained Currently, DAM enforce all transmission line and transformer constraints for all voltage level modeled by ERCOT system For some constraints, especially lower KV, only reducing load behind the constraints can solve the congestion DAM cannot control the individual load. Instead, DAM have to limit the total cleared energy only bids & PTP sink to limit the load amount behind the congested line OD 7/9 DAM DELIVERY_ DATEHour CONTINGE NCY_NAMECONSTR_NAME LIMI T SHADO W_PRICE SHIFT_FACT ORSTL_PNT max possible clearing actually clearing 7/9/201018SVICMAG9N_VICT_VICTOR1_1767970.34-0.0172666LZ_SOUTH-4401.561396-4401.6 7/9/201019SVICMAG9N_VICT_VICTOR1_1769106.81-0.0172267LZ_SOUTH-4411.756169-4411.8 7/9/201020SVICMAG9N_VICT_VICTOR1_17611350.7-0.0150318LZ_SOUTH-5055.948057-5055.9 7/9/201021SVICMAG9N_VICT_VICTOR1_1761458.02-0.0141437LZ_SOUTH-5373.41714-5373.4 7/9/201022SVICMAG9N_VICT_VICTOR1_176413.22-0.0137344LZ_SOUTH-5533.550792-5533.6 Note: actually clearing includes the net of Energy Only Offer/Bids, PTP obl and CRR for real time. 24Texas Nodal
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Opportunity Cost in MCPC OD 4/28 DAM – Hour 900 RegDn MCPC = 1021.74 $/MWh –The marginal resource which was provide the last MW of Reg Down. In DAM solution, this resource has already been awarded the whole capacity up to HSL (3PO + RegUp + RRS =150 MW) and RegDn = 3PO – LSL =75.92 MW –If system need 1 more MW of Reg Down, this resource shall increase 1 MW energy and reduce 1 MW either RegUp or RRS. Reduced 1 MW RegUp/RRS will be provided by marginal offers of RegUp/RRS which is at 1001.01 $/MWh based on MCPC for RegUp/RRS. Increased 1 MW energy will require other resources to reduce total 1 MW and the cost change will be the LMP at resource node. Therefore, –RegDn MCPC = (RegUPMCPC - RegUPOffer) + (EngOffer - LMP) + RegDNOffer LSLHSL 3PO Awards RegDn Awards RegUp awards RRS awards 60210135.9275.9232.0842 25Texas Nodal
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Binding Constraints protected by SPS OD 6/10 DAM –Associated SPS is defined (the Austrop 345/138 kV Auto overloading for the contingency loss of the other Austrop 345/138 kV Auto) –Defect: associated constrain was created earlier than the SPS be triggered. OD 5/26 – 5/28 DAM –Elkton – Athens 138 kV line overloading for the contingency loss of Trinidad – Stryker Creek & Trinidad – Mt. Enterprise 345 kV double circuit –Associated SPS is defined. However, –Triggered Flow > Dynamic Rating DELIVERY_DATEDELIVERY_HOURCONTINGENCY_NAMECONSTR_NAMELIMITVALUE 6/10/20104, 6, 14, 17XAUS58T1AUSTRO_AT2480 26Texas Nodal
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Binding Constraints protected by SPS REMEDIALAC TIONSCHEME _NAME TRIGGERCON DITION_NAME EQUIP_NAMEmin nor_ratingmin emer_rating THRESHOLDV ALUE threshold- rating TMPSWTRIG_1TMPSW_MR1L488543 55.00 CNSESXFTRIG_1CN345_MR1H700750 50.00 CNSESXFTRIG_1CN345_MR1L700750 50.00 VLS345TRIG_1VLSES_FMR170074574646.00 ALLEN XFTRIG_1ALNSW_MR1L471516 45.00 ELKTNTRIG_1970__C114 156.6642.66 HHGTTRIG_2HHGT_T1H582.75 59714.25 HHGTTRIG_2HHGT_T1H582.75 59714.25 HHGTTRIG_2HHGT_T2H582.75 59714.25 HHGTTRIG_1HHGT_T1H582.75 59714.25 HHGTTRIG_1HHGT_T2H582.75 59714.25 HHGTTRIG_1HHGT_T1H582.75 59714.25 HHGTTRIG_2HHGT_T2H582.75 59714.25 HHGTTRIG_1HHGT_T2H582.75 59714.25 ALLENTRG_1400_A_11072 10764.00 CGRSW 1TRIG_16220__A186 1871.00 27Texas Nodal
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CRR Option declared to be settled in RT CRR option offers from NOIE to DAM –Only submitted CRR offers will be included in DAM and possibly to be settled by RT –Not submitted CRR option will be settled by DAM LMP as all other CRR DAM derating testing (POD) for CRR option offers –Before DAM run, CRR offers will be checked against Day-Ahead net work. –The offered quantity will be reduced if the total offer is over network capability. –Only the remaining part of CRR offers will be used by DAM –The derated part will be settled by either DAM or RT based on the LMP and offered price (protocol section 4.6) …(next page) 28Texas Nodal
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CRR Option declared to be settled in RT DAM will reserve the transmission capacity for non-cleared CRR offers –To a constraint the impact will be, (OfferedMW – ClearedMW ) * max[0, (SourceSF - SinkSF) ] –The clearing price of a CRR offer will be, ∑ max[0, (SourceSF cons i – SinkSF cons i ) ] * ShadowPrice cons i The CRR offer clearing price >= LMP difference between source and sink –The LMP difference will be, LMP sink – LMP source = (λ -∑SinkSF cons I *ShadowPrice cons i ) – (λ - ∑SourceSF cons i * ShadowPrice cons i ) =∑ (SourceSF cons i – SinkSF cons i ) * ShadowPrice cons i 29Texas Nodal
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30Texas Nodal Entended Q&A Q&A
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