Display of Historical Daily VWAP of last 1281 Days and Intraday Price Graph for Electricity Futures Contracts on NSE Website

Display of Historical Daily VWAP of last 1281 Days and Intraday Price Graph for Electricity Futures Contracts on NSE WebsiteChandigarh, October 08th, 2025: The National Stock Exchange (NSE) is pleased to announce two new enhanced features for our electricity monthly future product. This are now live on our NSE Website for power market enthusiasts and active participants in the Electricity Futures Monthly (ELECMBL) contracts under the Commodity Derivatives Segment. These features further our commitment to transparency, data accessibility, and informed trading decisions in India’s evolving electricity derivatives market.

These enhancements are now accessible at the following coordinates:

1. Historical Daily VWAP Display for Electricity Futures

Market participants can now view Historical Daily Volume Weighted Average Price (VWAP) for Electricity Futures contracts, enriching the existing “Historical Monthly DDR” section on the NSE website with additional data. This feature provides granular daily price insights, calculated using data collected by NSE. The feature provides:

  • Daily VWAP values representing cleared volumes in the Day Ahead Market (DAM) across Green, Conventional, and High Price segments.
  • Year and Month filters for easy navigation of daily data.
  • Enhanced transparency and decision-making support for trading, hedging, research, and regulatory analysis.

This feature ensures seamless access to daily price benchmarks, reinforcing NSE’s commitment to evidence-based decision-making and market clarity.

2. Intraday Price Graph on Get Quote Page of ELECMBL Contract

To enrich real-time market visibility, NSE has integrated an Intraday Price Graph for all the ELECMBL contracts trading at the present moment. The enhancement facilitates:

  • Real-time plotting of trade prices and volumes with interactive tooltips, zoom, and pan capabilities.
  • Responsive design across desktop and mobile devices.
  • Auto-refresh logic for real-time updates and interactive visualization tools.

This feature empowers market participants with comprehensive price visibility, enhancing transparency and supporting faster, more informed trading decisions.

With these rollouts, NSE continues to build on the integrated information tools introduced earlier:

  • Grid demand forecasts (by Grid-India)
  • Source-wise generation mix
  • Real-time interregional transmission flows
  • TRAS (Tertiary Reserves) projections
  • Weather-driven demand-supply sensitivities
  • Short-term market transaction summaries
  • Historical Monthly DDR for electricity futures
  • VWAP Calculator for Monthly Electricity Futures Contract
  • The Daily DAM Market Statistics in the “i” pop-up under the Get Quote Pages of Monthly Electricity Futures Contracts

These integrated tools reinforce NSE’s commitment to deepening price transparency and supporting evidence-based decision-making for power market participants, further strengthening India’s electricity derivatives ecosystem.