"Allegro Development provides ESB with tools that helps optimise our energy operations within controlled risk parameters in the developing energy and fuels markets."

Electricity Supply Board (ESB), Republic of Ireland

Positions PDF Print E-mail

Comprehensive Risk Position Analysis Across your Portfolio

Positions - Energy TradingCompanies that buy and sell energy commodities in today’s markets are faced with the significant challenge of effectively managing the complexities of trade strategies. The need for comprehensive risk management and the ability to access accurate and timely risk position data is key to a company’s successful participation in the market.

Positions 8.0

Allegro’s Positions 8.0 component provides companies with comprehensive risk position reporting and viewing capabilities and is an integral part of establishing and analyzing trading strategies. Multiple currency and commodity capabilities enable risk managers to analyze positions, including evaluation of position limit variances, trading strategy variances, market pricing exposure, trading proficiency (such as Mark-to-Market), position profit and loss, and option Greek positions.

Users may view risk position information for an entire portfolio, a partial portfolio or individual trades, providing a real-time view of the business and ensuring the accuracy of critical corporate information.

Key Feature Key Benefit

Ability to establish and analyze position limits

Users can specify position limit thresholds with which actual positions can be compared for variance items such as quantity, prevailing settlement value, Mark-to-Market and Greeks. This gives users valuable real-time information on their positional strategies, allowing them to quickly adjust.

Powerful tools for establishing and analyzing trading strategies

Allow users to analyze market pricing risk, trading proficiency, position profit and loss, and option Greeks, all of which provide a powerful environment to create and analyze trading strategies.
Comprehensive commodity coverage with flexible unit and time measurements

 

Flexibility gives users the ability to manage all commodity positions in one common environment. Using a single system for multiple units of measure, time periods and commodities improves overall efficiency and accuracy.
Hedge identification and effectiveness

 

Gives users accurate data for evaluating their hedge strategies as well as complying with hedge accounting requirements