eTrac Natural Gas Storage Manager

eTrac Storage Manager offers real-time decision support, optimization and valuation for storage facilities and contracts, including park and loan agreements. Whether for Trading, Structuring & Origination or Risk Management, firms can use eTrac's NG Storage Manager to value, manage and hedge storage assets dynamically. What makes eTrac NG Storage Manager unique? - Allows users control of the trade-off between speed and accuracy through choice of numerical solvers. - Provides multiple trading strategies, including “Intrinsic” and “Rolling Intrinsic” strategies as well as spot-only trading strategies. Main Benefits of Using eTrac NG Storage Manager: - Mark-to-market and quantify expected future profitability - Maximize storage value by deriving the optimal forward hedge positions - Support decisions for daily injection/withdrawal and adjusting forward hedges Key Features of eTrac NG Storage Manager: - Comprehensive Contract Definition - General Specifications — capacity, inventory start level, variable injection/withdrawal intervals - Inventory Requirements — a flexible schedule for required minimum and maximum inventory levels - Operational Constraints — a flexible schedule for variable injection and withdrawal rates with their associated per-unit and fuel costs as functions of inventory levels (“ratchets”) eTrac NG Storage Manager Caters to Multiple Trading Strategies: - Intrinsic — trading spot and forward contracts on value date - Rolling Intrinsic — trading spot, balance-of-month and forward contracts to add profit incrementally, while maintaining a risk-free intrinsic hedge - Optimal (spot only) — trading spot using optimal buy/sell rules to maximize expected profit Detailed Valuation Results: - Expected contract value - Cash flow, inventory and value histograms - Day-to-day decision support features -Sample trajectories of inventory, cash flow and MTM value - Full range of simulated prices and suggested trades