MCX and IEX shares are in focus today as the National Stock Exchange (NSE) rolled out key enhancements for participants in the Electricity Futures (ELECMBL) contract under the Commodity Derivatives Segment, bringing greater transparency and data-driven trading insights.
One of the major upgrades is the Spot Volume Weighted Average Price (VWAP) Calculator for Monthly Electricity Futures. Traders can now see in detail how the VWAP, sourced from PXIL, is calculated. The tool considers market clearing volumes and prices from all three power exchanges — Indian Energy Exchange (IEX), Power Exchange India Limited (PXIL), and Hindustan Power Exchange (HPX) — across all Day-Ahead Market (DAM) segments, including Green, Conventional, and High Price power.
The interactive calculator allows users to compute block-wise VWAP, view daily VWAP values, and access a clear, time-block-wise breakup (T01 to T96). This transparency ensures participants understand how daily spot prices are derived.
In addition, NSE has enhanced the Get Quote Pages for Monthly Electricity Futures by adding Daily DAM Market Statistics in the “i” pop-up. Traders can now check total daily volumes across all DAM segments, daily VWAP, moving averages of Daily DDR (MAVG-DDR), and historical DDRs for the same month over the past three years — all without leaving the live market view.
