How hourly power futures are changing short-term risk management (Webinar)

The growth of renewables has made intraday volatility a structural feature of power markets. Block products compress hourly risk into a single position, obscuring the exposure that drives P&L. Hourly granularity is now the baseline for short-term risk management, forward curve construction, and margin attribution.

Operational readiness for a new venue goes beyond connectivity. Position limits, trade capture, and reporting all need to be in place before the first trade. Join BroadPeak and ElectronX to learn what the shift to hourly products means in practice, and how to access new venues without complex IT development.