JP4956714B2 - Electricity sales support system linked to financial derivative transactions - Google Patents

Description

  The present invention relates to a power sales support system linked to a financial derivative product transaction that supports power sales.

  Electricity sellers import multiple resources such as crude oil and liquefied natural gas and coal to generate electricity for sale. The price of the resource fluctuates depending on the environment surrounding commercial transactions. When resource prices fluctuate, it is difficult for power sellers to fix the import prices of resources required for power generation in the long term. For this reason, the fluctuation of the resource price is reflected in the electricity bill by a system for adjusting the unit price of the electricity bill according to the fluctuation of the fuel cost. The system for adjusting the unit price of electricity charges is a system for reflecting the adjustment amount obtained by multiplying the adjusted unit price calculated by the imported fuel prices of multiple resources such as crude oil, liquefied natural gas, and coal, etc., in the electricity price. .

  However, power purchasers have a desire to procure power at a stable price over a long period of time. For business corporations that have long-term projects, it is important to procure electricity at a stable price.

Conventionally, as a method of setting a unit price of electricity at a fixed price over a long period (for example, 3 months or more), generally, as disclosed in JP-A-2003-6374, crude oil, liquefied natural gas, and coal The unit price of electricity is set at a fixed price over a long period of time by approximating the fluctuation of the adjusted unit price determined in conjunction with the price fluctuations of multiple resources such as financial derivative transactions using a single resource of crude oil price only. How to do is known.
JP 2003-6374 A

  According to the above-mentioned conventional method, when there is a sudden fluctuation in coal prices or a large deviation between the crude oil price and liquefied natural gas approximation formulas, financial derivative transactions using adjusted unit prices and a single resource There is a problem that a large divergence occurs with the settlement unit price.

  The object of the present invention is to make sure that there is a discrepancy between the unit price of electricity charges and the settlement unit price of financial derivatives of resources due to the fluctuation of unit prices of electricity due to price fluctuations of power generation resources and the settlement unit prices of financial derivatives of resources. It is to prevent.

A feature of the power sales support system linked to the financial derivative product transaction of the present invention is a power sales support system configured by a server computer that executes arithmetic processing and registration processing, and the server computer includes a power purchaser computer and derivative traders computer are connected to work with, the server computer includes a power rate fixed contract information, and electricity rate unit price calculation method information to a plurality of resource prices variables, a plurality of derivatives input means for inputting the price information, electricity rate fixed contract information is input to the input means, and inputting the electricity rate unit price calculation method information and said plurality of derivatives price information, determined by the electricity rate unit price calculation method Multi-derivative products that calculate the distribution of the number of financial derivative transactions that have variable cash flow that matches the price fluctuations Purchase number distribution calculating means, and a plurality of financial derivative products for inputting a trading number distribution result of the plurality of financial derivative products and calculating a price when executing a transaction comprising the trading number distribution result of the plurality of financial derivative products Transaction price calculation means, long-term electricity rate fixed unit price calculation means for inputting a transaction price of the plurality of financial derivative products, and calculating a long-term electricity rate fixed unit price according to the electricity rate unit price calculation method information, and the plurality of financial derivative products The contract establishment determination means for determining whether or not the contract can be entered by inputting the transaction price of the product and the fixed unit price of the long-term electricity charge, the distribution of the number of transactions of the plurality of financial derivatives, the transaction price of the plurality of financial derivatives, and the price information of the plurality of resources , And the payment price for the electricity price fixed contract with the means for calculating the settlement price between the power seller and the financial derivative product trader, and the electricity price fixed unit price and the contract amount and period. Means for calculating a case, and means for reading the contract amount, period and electricity unit price calculation method information and a plurality of resource price information, and calculating a settlement price corresponding to the deviation when deviating from the contract amount or period. The fixed amount revenue from the power purchaser is matched with the fixed amount payment from the financial derivative business operator, and the variable revenue from the financial derivative business operator is linked to the fluctuation of multiple resource prices. To match the income in a fluctuating manner .

  Each means of the power sales support system linked to such a financial derivative product specifically links a server PC (personal computer), a power seller PC, a power purchaser PC, and a financial derivative product trader PC. Configured to be realized.

  According to the present invention, even if the power seller sells power to the power purchaser for a long period of time and at a fixed unit price, a fixed amount of revenue from the power purchaser (see FIG. 15 described later). The fixed amount payment (arrow 1506 shown in FIG. 15 to be described later) coincides with the fixed amount payment between the financial derivative trader and the variable amount revenue from the financial derivative trader (arrow shown in FIG. 15 to be described later). 1507) is consistent with the revenue in the method in which the unit price of electricity charges fluctuates in conjunction with changes in multiple resource prices. You will be able to earn a stable income.

The power sales support system linked to the financial derivative product of the present invention includes an input means for inputting the fixed electricity bill contract information by linking the server PC, the power seller PC, the power purchaser PC, and the financial derivative product trader PC. Input means for inputting electricity price unit price calculation method information having a plurality of resource prices as variables, input means for inputting price information of a plurality of financial derivatives, the electricity charge fixed contract information, and the electricity price unit price calculation method Information and the plurality of derivative financial product price information are input, and the distribution of the number of purchases and purchases of a plurality of derivative financial products having a fluctuating cash flow that matches the fluctuation of the unit price of electricity tariff determined by the electricity bill unit price calculation method is calculated. A plurality of financial derivative products trading number distribution calculating means, and a plurality of financial derivative products trading number distribution results are input to comprise the plurality of financial derivative products trading number distribution results A plurality of financial derivative product transaction price calculation means for calculating a price required to execute a discount, and a transaction price of the plurality of financial derivative products are input, and a long-term electricity fixed price unit price is calculated from the electricity price unit price calculation method information Long-term electricity price fixed unit price calculation means, contract establishment determination means for inputting the transaction price of the plurality of financial derivative products and the long-term electricity price fixed unit price to determine whether or not a contract is possible; Reads the transaction price of multiple financial derivatives and price information of multiple resources, calculates the settlement price between the power seller and financial derivative business operator, and inputs the fixed electricity price, contract amount and period. A means for calculating a settlement price for a fixed electricity bill, and reading the contract quantity and period, electricity unit price calculation method information and a plurality of resource price information, and Realizes means for calculating a settlement price deviations equivalent in the case of deviations from between,
The fixed amount revenue from the power purchaser and the fixed amount payment from the derivative financial instrument trader are matched, and the variable price income from the financial derivative trader fluctuates according to the fluctuation of multiple resource prices. By making it coincide with the revenue in the method, the income in the method in which the unit price of the electricity rate fluctuates in conjunction with the fluctuations of a plurality of resource prices can be stably obtained.

  FIG. 1 is a block diagram showing an overall processing flow of a power sales support system linked to a financial derivative product transaction.

Reference numeral 101 denotes data (data storage means) in which the crude oil price and the financial derivative product price of the crude oil are stored.
Reference numeral 102 denotes data storing liquefied natural gas prices and financial derivative product prices of liquefied natural gas.
Reference numeral 103 denotes data in which the coal price and the financial derivative product price of coal are stored.
These various types of data are configured to be used as a database using data published on the market.

  Reference numeral 106 denotes a processing block for inputting information on a fixed-price electric contract, which is obtained by inputting application details (application information) such as contract application and contract period and contract amount from a PC (personal computer) owned by the power purchaser. To do.

  Reference numeral 107 denotes a processing block for inputting and acquiring electricity unit price calculation method information using a plurality of resource prices as variables. As an example of the electricity rate unit price calculation method information, there is a system for adjusting the electricity rate unit price according to the fuel cost fluctuation that has been applied by the power seller. This system for adjusting the unit price of electricity charges is a method for determining the unit price of electricity charges using a predetermined calculation method with the prices of crude oil, liquefied natural gas and coal as variables. This calculation method is obtained by inputting calculation method information from a PC held by a power seller.

  Reference numeral 108 denotes a processing block that inputs and acquires price information of a plurality of financial derivatives, and acquires and inputs price information of a plurality of financial derivatives from the data 101, 102, and 103.

  109 is a processing block for calculating the distribution of the number of purchases and sales of a plurality of financial derivative products. The application details such as the contract period and contract amount input in the processing block 106 and the electricity unit price calculation method input in the processing block 107 Read the information, and calculate the distribution of the number of financial derivative products with variable cash flow that matches the unit price of electricity bills during the contract period.

  Reference numeral 110 denotes a processing block for calculating transaction prices of a plurality of financial derivatives, the distribution of the number of sales of the plurality of financial derivatives calculated in the processing block 109, and the prices of the plurality of financial derivatives input in the processing block 108. , And the transaction price of the plurality of financial derivatives is calculated when executing the transaction consisting of the distribution of the number of purchases and sales of the plurality of financial derivatives.

  111 is a processing block for calculating a long-term electricity rate fixed unit price, reads the transaction price of a plurality of financial derivatives calculated in the processing block 110 and the electricity rate unit price calculation method information inputted in the processing block 107, and purchases power. The fixed unit price of electricity charges that can be provided to consumers.

  Reference numeral 112 denotes a processing block for determining contract establishment, which reads the transaction prices of a plurality of financial derivative products calculated in the processing block 110 and the fixed electricity bill unit price calculated in the processing block 111 to read the power seller PC, the power purchase Displayed on the seller PC and the financial derivative product trader PC to determine whether or not the contract is acceptable.

  113 determines the contract settlement month, that is, the month in which the power purchaser pays the power seller a fee corresponding to the amount of electricity used, and the month in which the power seller and the financial derivative product transaction settle the financial derivative product transaction. In this processing block 113, if it is the contract settlement month, the processing proceeds to processing block 114. Otherwise, the processing branches to repeat the processing of this processing block 113.

  Reference numeral 114 denotes a processing block for inputting a plurality of resource prices, and executes a process of reading a plurality of resource price information in the contract settlement month from the data 101 to 103.

  Reference numeral 115 denotes a processing block for calculating a settlement price between the power seller and the financial derivative product trader, and distribution of the number of financial derivative products calculated in the processing block 109 and a plurality of calculation values calculated in the processing block 110. The transaction price of the financial derivative product and the price information of the plurality of resources acquired in the processing block 114 are read, and the process of calculating the settlement price between the power seller and the financial derivative product trader is executed.

  Reference numeral 116 denotes a processing block for calculating a settlement price for the fixed electricity bill between the power seller and the power purchaser. The fixed electricity bill unit price calculated in the processing block 111 and the contract amount and period input in the processing block 106. Etc. are input, and the processing for calculating the settlement price for the fixed electricity bill is executed.

  Reference numeral 117 denotes a processing block for calculating a settlement price corresponding to the excess or deficiency of the fixed amount of fixed electricity charges between the power seller and the power purchaser. The contract amount and period input in the processing block 106 and the processing block 107 are input. Reads the electricity unit price calculation method information and a plurality of resource price information acquired in the processing block 114, and executes the process of calculating the settlement price corresponding to the deviation when deviating from the contract amount or period inputted in the processing block 106 To do.

  118 determines the contract maturity, and if it is maturity, terminates the process, and if not, executes the process of returning to the process block 113.

FIG. 15 is a block diagram showing settlement relations of a power seller, a power purchaser, and a financial derivative trader based on a fixed electricity rate contract, where 1501 is a power purchaser, 1502 is a power seller, and 1503 is a financial derivative You are a commodity trader.
An arrow 1504 is an arrow representing payment of a price based on a fixed electricity bill from the power purchaser to the power seller, and indicates payment of the settlement price calculated in the processing block 116 in FIG.
An arrow 1505 indicates power supply based on a fixed electricity bill from the power seller to the power purchaser.
An arrow 1506 is an arrow representing payment of a fixed price based on a derivative financial instrument transaction from a power seller to a financial derivative trader. Among the settlement prices of the processing block 115 in FIG. The fixed price paid to the commodity trader is shown.
An arrow 1507 is an arrow representing payment of a variable price based on a derivative financial instrument transaction from the financial derivative trader to the power seller. Of the settlement prices of the processing block 115 in FIG. It shows the variable price paid to the power seller.

  FIG. 2 is a functional block diagram of a server serving as the core of a device that realizes a power sales support system linked to a financial derivative transaction.

  A server 201 is configured to realize an information processing function described later by combining a personal computer (PC) and a control processing program.

  Reference numeral 202 denotes a communication line for connecting the server 201 to the Internet line.

  The server 201 includes a transmitter / receiver 203, a control unit 204 that controls the server PC 201, a contract information management unit 205 that executes processing for realizing the processing blocks 106 and 107, and a contract information management unit 205 In this case, the electric charge fixed contract information input unit 206 for executing the processing for realizing the processing block 106 for inputting the electric charge fixed contract information, the processing block for inputting the electric charge unit price calculation method information using a plurality of resource prices as variables. Managing the electricity bill unit price calculation method information input unit 207 for executing the process for realizing 107, the contract availability determining unit 208 for executing the process for realizing the processing block 111 for determining the contract availability, and managing a plurality of resource / financial derivative price Multi-resource / financial derivative price management unit 2 that performs all data reading in each process 9 and a plurality of resource prices in the multiple resources / financial derivative product price management unit 209, the financial derivative product price reading unit 210 for reading the financial derivative product price in the data 101-103, and the data 101-103. A plurality of resource price reading unit 211 to read, a plurality of financial derivative product trading number distribution calculating unit 212 that executes processing for calculating a processing block 109 for calculating the trading number distribution of a plurality of financial derivative products, a power purchaser and a power seller And a payment management unit 213 for executing processing for realizing the processing blocks 114 to 117 for managing the payment processing of the financial derivative merchant, and payment processing of the power purchaser and the power seller in the payment management unit 213 The power sales settlement management unit 214 that executes processing for realizing the processing blocks 116 and 117 for managing the power, and the power sales settlement management 214, an electric charge fixed contract settlement price calculation unit 215 that executes a process for realizing a processing block 116 for performing an electric charge fixed contract settlement process, and a processing block 117 that performs a settlement process for excess or deficiency of the electric charge fixed contract. A process for realizing a processing block 115 for executing transaction settlement processing for a plurality of financial derivative products in the settlement management unit 213 and executing the processing to realize the processing price 115 in the settlement management unit 213. A plurality of financial derivative product transaction settlement price calculation unit 217, and an auxiliary storage unit 218 for storing various application programs and data for realizing a power sales system linked to the financial derivative product transaction.

  FIG. 3 is a block diagram showing a network configuration for realizing a power sales support system linked to the financial derivative product transaction of the present invention.

  Reference numeral 301 denotes a server PC corresponding to the server 201 for realizing each processing block in the power sales support system linked to the financial derivative product transaction described above, and various arithmetic processes in the power sales support system linked to the financial derivative product transaction. Execute registration processing.

  Reference numeral 302 denotes data (data storage means) corresponding to data 101 to 103 storing a plurality of resource prices and financial derivative product prices.

  Reference numeral 303 denotes a terminal for referring to the processing results in the server PC 301 regarding the input of electricity unit price calculation method information using a plurality of resource prices as variables and various information such as prices and settlement prices of a plurality of financial derivatives. Is a power seller PC.

  Reference numeral 304 denotes an electric power purchaser PC that is a terminal that allows the electric power purchaser to input various information such as an electric charge fixed contract information and to refer to processing results in the server PC 301 such as an electric charge fixed price and a settlement price.

  Reference numeral 305 denotes a financial derivative product trader PC which is a terminal for inputting various information and referring to processing results in the server PC 301 such as prices and settlement prices of a plurality of financial derivative products.

  Reference numeral 306 denotes an Internet line.

  Here, the electricity rate unit price calculation method using a plurality of resource prices as variables will be specifically described as a system for adjusting the electricity rate unit price in accordance with fuel cost fluctuations.

First, terms will be explained.
Electricity charges are
Basic charges that are fixed according to the type and capacity of the contract,
Electricity charges determined by unit time, for example, electricity consumption per month (kwh),
Adjusted unit price (yen / kwh) calculated by imported fuel prices of crude oil, liquefied natural gas and coal, multiplied by unit time, for example, electricity consumption per month (kwh),
Consists of an amount equivalent to the amount of consumption tax, etc., which is obtained by multiplying the total amount of basic charges, electricity charges and adjustment amounts by consumption taxes.

  Electricity unit price (yen / kwh) is a unit price multiplied by the amount of electricity used per unit time (kwh), and is the unit price (yen / kwh) for calculating the electricity rate and adjustment amount. . Since the unit price (yen / kwh) used for calculating the electric energy charge is predetermined, the electricity unit price (yen / kwh) varies depending on the adjustment unit price (yen / kwh).

  The average fuel price (yen / kl) used to calculate the adjusted unit price (yen / kwh) is the three-month average price of each fuel price of crude oil, liquefied natural gas, and coal, and the thermal power of each power company. For example, 0.1545 x average crude oil price (yen / kl) + 0.2347 x average liquefied natural gas price (yen / T) + 0.7333 x average coal price (yen / T) .

  A price serving as a basis for the average fuel price (yen / kl) is called a reference fuel price (yen / kl), and is expressed as, for example, 15,400 yen / kl.

  The adjusted unit price (yen / kwh) is determined in conjunction with the difference between the reference fuel price (yen / kl) and the average fuel price (yen / kl) at each time point. This adjustment unit price (yen / kwh) is adjusted so that the average fuel price (yen / kl) is the lower limit of the adjustment band (yen / kl), for example, the standard fuel price -700 (yen / kl) = 14,700 (yen / kl). The upper limit of the band (yen / kl) is 0 (yen / kwh) when it is within the range of the standard fuel price + 700 (yen / kl) = 16,100 (yen / kl). When the average fuel price (yen / kl) is outside the range of the adjustment band lower limit (yen / kl) and the adjustment band upper limit (yen / kl), the average fuel price (yen / kl) The base unit price, for example, 0.147 (yen / kwh) is adjusted for the difference of the base fuel price (yen / kl), for example, 1,000 (yen / kl), and the adjusted unit price (yen / kwh) = (average fuel price) (Yen / kl) −15,400 (yen / kl)) × 0.147 (yen / kwh) / 1,000 (yen / kl).

  When the average fuel price (yen / kl) exceeds a certain price (referred to as the adjustment upper limit price (yen / kl)), the adjustment unit price (yen / kwh) is fixed, for example, the adjustment upper limit price (yen / kw) If (kl) is 23,100 (yen / kl), the adjusted unit price (yen / kwh) = (23,100 (yen / kl)-average fuel price (yen / kl)) x 0.147 (yen / kwh) / 1,000 (yen) / kl).

  The relationship between the average fuel price and the adjusted unit price is as shown in FIG. Fig. 9 shows the relationship between the average fuel price (yen / kl) and the adjusted unit price (yen / kwh) under the system that adjusts the unit price of electricity due to fuel cost fluctuations. The horizontal axis shows the average fuel price (yen / kwh). / kl), and the vertical axis represents the adjustment unit price (yen / kwh). 901 is the lower limit value of the adjustment band (yen / kl), 902 is the upper limit value of the adjustment band (yen / kl), 903 is the upper limit value of adjustment (yen / kl), 904 is the reference fuel price (yen / kl). ).

  If the average fuel price (yen / kl) is within the range of the adjustment band upper limit (yen / kl) 902 and the adjustment band lower limit (yen / kl) 901, the adjustment unit price will be 0 (yen / kwh). If the price (yen / kl) is outside the range of the adjustment band and the adjustment upper limit price (yen / kl) is 903 or less, the adjustment unit price (yen / kwh) and the average fuel price (yen / kl) have a linear relationship, When the average fuel price exceeds the adjustment upper limit price (yen / kl) 903, the adjustment unit price (yen / kwh) is fixed.

  Next, representative financial derivative products constituting a plurality of financial derivative products having a variable cash flow coinciding with fluctuations in the adjustment unit price linked to fluctuations in the average fuel price will be described.

  A swap, which is one of the financial derivatives, is a contract for exchanging an underlying asset price, such as average fuel price, which fluctuates every unit time, such as one month, and a predetermined fixed price, such as 35,000 yen. If the average fuel price is 40,000 yen, the swap buyer will get (40,000-35,000) = 5,000 yen per contract volume as income from the swap seller. The relationship between the average fuel price at the time of swap purchase and the balance (income) is as shown in FIG.

  Figure 10 shows the relationship between the average fuel price and revenue at the time of swap purchase, the horizontal axis shows the average fuel price (yen / kl), which is the underlying asset price, and the vertical axis shows the revenue at the time of swap purchase. Show. A swap price 1001 is a fixed price (yen / kl).

  When the average fuel price (yen / kl), which is the underlying asset price, exceeds the swap price 1001, the swap purchaser can obtain the difference in revenue between the average fuel price (yen / kl) and the swap price. If the average fuel price (yen / kl) falls below the swap price 1001, the difference between the average fuel price (yen / kl) and the fixed price (yen / kl) is paid to the swap seller.

  The cap option, which is another financial derivative, is used when the underlying asset price, such as the average fuel price, which fluctuates every unit time, for example, every month, exceeds a predetermined strike, for example, 35,000 yen. For example, if the average fuel price for a given month exceeds 40,000 yen and strikes, the cap option purchaser determines the contract amount. Per capita (40,000-35,000) -1,000 yen = 4,000 yen as income from cap option sellers. For example, if the average fuel price in a month falls below the strike of 30,000 yen, the cap option purchaser Pay 0 yen-1000 yen = -1000 yen per contract amount to the seller (expenditure of 1000 yen). The relationship between the average fuel price at the time of selling the cap option and the balance (expenditure) is as shown in FIG.

  Fig. 11 shows the relationship between the average fuel price and expenditure at the time of selling the cap option. The horizontal axis shows the average fuel price (yen / kl), which is the underlying asset price, and the vertical axis shows the value at the time of selling the cap option. Shows spending. 1101 is a cap option price which becomes the cap option unit price, and 1102 is the strike.

  When the average fuel price (yen / kl), which is the underlying asset price, exceeds the strike 1102, the cap option seller subtracts the cap option price from the difference between the average fuel price (yen / kl) and the strike 1102 On the contrary, if the average fuel price falls below the strike 1102, the cap option price can be obtained.

  The range floor option, which is another financial derivative, is used when the underlying asset price, eg, average fuel price, which fluctuates per unit time, eg, monthly, falls below a predetermined strike, eg, 30,000 yen, and This is a contract to exchange the difference between the underlying asset price and strike and the predetermined range / floor option unit price, for example 1,000 yen, when exceeding a predetermined lower limit range, for example 20,000 yen. Is 25,000 yen below the strike and above the lower limit range, the range / floor option purchaser will receive revenue from the range / floor option seller as per contract volume (30,000-25,000) -1,000 yen = 4,000 yen For example, if the average fuel price for a month exceeds the strike of 35,000 yen, the purchaser of the range / floor option For example, if the average fuel price per month falls below the lower limit range of 15,000 yen, the purchaser of the floor / floor option will be replaced by the floor / floor option seller. Pay 1000 yen per contract amount. The relationship between the average fuel price and the balance (income) when purchasing the range / floor option is as shown in FIG.

  Figure 12 shows the relationship between the average fuel price and revenue when purchasing the range / floor option. The horizontal axis represents the average fuel price (yen / kl), which is the underlying asset price, and the vertical axis represents the range floor. Revenue when purchasing options. 1201 is a range / floor option price that is the range / floor option unit price, 1202 is the lower limit range, and 1203 is the strike.

  The purchaser of the range / floor option can obtain income only when the average fuel price (yen / kl), which is the underlying asset price, is in a predetermined range (the strike 1203 or less and the lower limit range 1202 or more). When the average fuel price (yen / kl) is within the above range, an amount of income obtained by subtracting the range / floor option price 1201 from the difference between the average fuel price (yen / kl) and the strike 1203 is obtained. When the average fuel price (yen / kl) is out of the range, the range / floor option price 1201 is spent.

  The range cap option, which is another financial derivative, is used when the underlying asset price, such as average fuel price, which fluctuates per unit time, such as one month, exceeds a predetermined strike, such as 20,000 yen, and This is a contract to exchange the difference between the underlying asset price and strike and the predetermined range / cap option unit price such as 1,000 yen when the price falls below a predetermined upper limit range such as 30,000 yen. If the price exceeds 25,000 yen and exceeds the upper limit range, the purchaser of the range and cap options will receive 25,000-20,000 yen-1,000 yen = 4,000 yen per contract amount as revenue from the seller of the range and cap options. For example, if the average fuel price for a month falls below the strike of 15,000 yen, The cap purchaser pays 1,000 yen per contract amount. For example, if the average fuel price in a month exceeds 35,000 yen, the range cap option purchaser contracts with the range cap option seller. Pay 1000 yen per quantity. FIG. 13 shows the relationship between the average fuel price and the balance (expenditure) when the range cap option is sold.

  Figure 13 shows the relationship between the average fuel price and expenditure when the range cap option is sold. The horizontal axis shows the average fuel price (yen / kl), which is the underlying asset price, and the vertical axis shows the range cap. It shows the expenditure when selling options. 1301 is a range / cap option price that is the range / cap option unit price, 1302 is the strike, and 1303 is the upper limit range.

  The seller of the range cap option generates an expense only when the average fuel price (yen / kl), which is the underlying asset price, is within a predetermined range (the strike 1302 or more and the upper limit range 1303 or less). When the average fuel price (yen / kl) is within the above range, an amount of expenditure is generated by subtracting the range cap option price 1301 from the difference between the average fuel price (yen / kl) and the strike 1302. When the average fuel price (yen / kl) is out of the range, the income of the range cap option price 1301 is obtained.

Hereinafter, the first embodiment of the present invention will be described in detail. FIG. 4 corresponds to the processing block 106 and the processing block 107 shown in FIG. The electricity price unit calculation method using the resource price as a variable corresponds to a system that adjusts the electricity price unit according to the change in fuel cost. It is the block diagram which showed.

  The process block 401 is a process executed by the server PC 301 and is a process of receiving an input of an adjustment amount fixed contract application from the power purchaser PC 304 that is a terminal on the power purchaser side. The power purchaser PC 304 is configured in advance to display an adjustment amount fixed contract application screen, and the power purchaser inputs the application information on the adjustment amount fixed contract application screen and transmits the application input information transmitted to the server PC 301. Received by server PC 301.

The process block 402 is a process executed by the server PC 301 and is a process for inputting and receiving the adjustment amount fixed contract application information transmitted from the power purchaser PC 304. When the server PC 301 executes the input process of the application information transmitted from the power purchaser PC 304 in the processing block 401, the server PC 301 instructs the power purchaser PC 304 to display the adjustment amount fixed contract information input screen, and purchases the power. The desired contract information of the power purchaser on the adjustment amount fixed contract information input screen displayed on the operator PC 304,
For example, the transaction period I1 is 12 months,
For example, the transaction unit time I21 is 3 months,
Contract amount I22 per unit time is 10,000,000kwh, for example
And so on.

The process block 403 is a process executed by the server PC 301, and is a process of accepting input of system information for adjusting the unit price of the electricity bill according to the fuel cost fluctuation from the power seller PC 303 which is a terminal on the power seller side. After executing the input process of the processing block 402, the server PC 301 instructs the power seller PC 303 to display a system information input screen for adjusting the unit price of the electricity price according to the fuel cost fluctuation, The desired contract information of the power seller is displayed on the system information input screen for adjusting the unit price of the electricity price according to the fuel cost fluctuation displayed on the seller PC 303.
For example, the average fuel price formula I31 is “0.1545 x crude oil price (yen / kl) + 0.2347 x liquefied natural gas price (yen / T) + 0.7333 x coal price (yen / T)”,
Base fuel price I32 is for example 15,400 (yen / kl),
For example, the adjustment band upper limit I33 is set to 16,100 yen,
For example, the adjustment band lower limit I34 is set to 14,700 yen,
Adjust upper limit price I35 for example 23,100 yen,
For example, the standard unit price I36 is 0.147 yen / kwh,
And so on.

  FIG. 5 is a block diagram illustrating a calculation processing flow regarding a plurality of financial derivatives corresponding to the processing blocks 108 to 111.

The processing block 501 is processing executed by the server PC 301, and is financial derivative price reading processing using the average fuel price corresponding to the processing block 108 as an underlying asset. The server PC 301 uses the data defined in the average fuel price formula I31 input in the processing block 403 as the underlying asset based on the data stored in the data 101 to 103, and the financial period in the transaction period I1 input in the processing block 402 Derived product price,
For example, register the swap price I51 as 15,000 yen,
The cap option price I52 that strikes the adjustment upper limit price I35 input in the processing block 403 is registered as, for example, 1,000 yen,
Register the range / floor option price I53 as 300 yen with the base fuel price I32 input in the processing block 403 as a strike and the adjustment band lower limit I34 input in the processing block 403 as a lower limit range,
The range / cap option price I54 with the reference fuel price I32 input in the processing block 403 as a strike and the adjustment band upper limit value I33 input in the processing block 403 as the upper limit range is registered as 300 yen.

The processing block 502 is a process executed by the server PC 301 and is a calculation block for the distribution of the number of purchases and sales of a plurality of financial derivatives corresponding to the processing block 109. The server PC 301 receives as input the adjustment amount fixed contract information input in the processing block 402 and the system information for adjusting the unit price of the electricity bill according to the fuel cost fluctuation input in the processing block 403.
For example, the contract amount I22 input as the fixed amount fixed contract information and the reference unit price I36 input as the system information for adjusting the unit price of the electricity rate in accordance with the fuel cost fluctuation are read, and I22 × I36 / 1000, for example, 10,000,000 (kwh) × 0.147 (yen / kwh) / 1000 (yen / kl) = 1470 (kl) and automatically calculate the transaction volume of multiple financial derivatives and register them in I4.

The processing block 503 is a process executed by the server PC 301 and is a calculation block for the distribution of the number of purchases and sales of a plurality of financial derivatives corresponding to the processing block 109. The server PC 301 distributes the number of purchases and purchases of a plurality of financial derivative products having a fluctuating cash flow coinciding with the fluctuation of the adjustment unit price determined by the system information for adjusting the unit price of the electric charge according to the fluctuation of the fuel cost input in the processing block 403. ,
For example,
“Purchase purchase of I1 period (Number of purchases: 1)”,
“Sale of cap option for I1 period / Strike I35 (Number of purchases: −1)”,
“Purchase of range / floor option for I1 period / Strike I32 / Lower limit range I34 (Number of purchases: 1)”
“Sale of range cap option for I1 period / Strike I32 / Upper limit range I33 (Number of purchases: -1)”
And automatically registered as I55.

The processing block 504 is processing executed by the server PC 301 and is a transaction unit price calculation block for a plurality of financial derivatives corresponding to the processing block 110. The server PC 301 reads the financial derivative product price input in the processing block 501 and the distribution of the number of trading of the financial derivative products calculated in the processing block 502,
For example,
Purchase of swap,
Sale of cap options,
Purchase range / floor options,
Sales of range cap options,
The transaction unit price of multiple financial derivatives such as 15,000 yen x 1 + 1,000 yen x (-1) + 300 yen x (1) + 300 yen x (-1) = 14,000 yen is automatically calculated as I61 Register with.

The processing block 505 is processing executed by the server PC 301 and is a long-term adjustment fixed unit price calculation block corresponding to the processing block 111. The server PC 301 reads the system information for adjusting the unit price of the electricity price according to the fuel cost fluctuation input in the processing block 403 and the transaction unit price of the plurality of financial derivative products calculated in the processing block 504.
For example, the standard unit price I36 input as system information for adjusting the unit price of electricity due to fuel cost fluctuations and the transaction unit price I61 of a plurality of financial derivatives are read, I61 × I36 / 1000, for example, 14,000 (yen / kl) × Long-term adjustment fixed unit price is automatically calculated and registered in I62 as 0.147 (yen / kwh) / 1000 (yen / kl) = 2.058 (yen / kwh)

  FIG. 6 is a block diagram showing a processing flow of contract establishment determination corresponding to the processing block 108.

  The process block 601 is a contract establishment flag initial setting process executed by the server PC 301, and initially sets the contract establishment flag to ON.

  The processing block 602 is a power purchaser contract approval / disapproval determination processing block, and the server PC 301 transfers the long-term adjustment fixed unit price I62 calculated in the processing block 505 to the power purchaser PC 304 and causes the power purchaser PC 304 to display it. The purchaser receives from the power purchaser PC 304 the determination result inputted by determining whether or not the contract is possible by looking at the long-term adjustment fixed unit price I62 displayed on the power purchaser PC304, and the process branches.

  The processing block 603 is a contract impossible setting processing block executed by the server PC 301, and executes a process of turning off the contract establishment flag when the determination result of the contract impossible (NO) is received from the power purchaser PC 304 in the processing block 602. To do.

  The processing block 604 is a power seller contract availability determination processing block executed by the server PC 301. The transaction unit price I61 of the plurality of financial derivative products calculated in the processing block 504 and the long-term adjusted fixed unit price I62 calculated in the processing block 505 are stored in the server block 604. Determination that is transferred from the PC 301 to the electric power seller PC 303 and displayed on the electric power seller PC 303, and the electric power seller sees the long-term adjustment fixed unit price I62 displayed on the electric power seller PC 303 to determine whether the contract is possible and inputs The result is received from the power seller PC 303 and the process branches.

  A processing block 605 is a contract disabling setting processing block executed by the server PC 301. When the processing block 604 receives a contract disabling (NO) determination result from the power seller PC 303, the processing block 605 executes processing for turning off the contract establishment flag. To do.

  The processing block 606 is a financial derivative merchandise contractor acceptance / rejection determination processing block executed by the server PC 301. The transaction unit price I61 of the plurality of financial derivative products calculated in the processing block 504 is transferred from the server PC 301 to the financial derivative merchant PC 305. Display on the financial derivative product trader PC 305, and the financial derivative product trader determines whether or not it is possible to make a contract by referring to the transaction unit price I61 of a plurality of financial derivative products displayed on the financial derivative product trader PC 305. The determined result is received from the financial derivative product trader PC 305 and the process is branched.

  The processing block 607 is a contract disabling setting processing block executed by the server PC 301. The processing block 606 is a processing for turning off the contract establishment flag when the determination result of contract disabling (NO) is received from the financial derivative product trader PC 305 in the processing block 606. Execute.

  A processing block 608 is a contract availability determination processing block executed by the server PC 301, and branches the processing by identifying the above-described contract establishment flag ON or OFF. If the contract establishment flag is ON, the contract is established, and the process proceeds. If the contract establishment flag is OFF, the contract is not established. Therefore, the process returns to the processing block 401 (FIG. 4), and the contract conditions are adjusted. Try to determine whether or not you can contract.

  FIG. 7A and FIG. 7B are block diagrams illustrating processing for calculating a settlement price between the power seller and the financial derivative merchant corresponding to the processing blocks 114 and 115.

  The processing block 701 is an average fuel price reading processing block executed by the server PC 301. The processing block 501 calculates the price I7 of the settlement month of the average fuel price, which is the underlying asset of the transactions of the plurality of financial derivatives whose prices are calculated in the processing block 501. Read and register.

Processing blocks 702 to 704 are processing for calculating the settlement price of the cap option input in processing block 501, which is executed by the server PC 301.
The processing block 702 is an adjustment upper limit price comparison determination processing block, and branches the process by determining the magnitude of the average fuel price I7 of the settlement month read in the processing block 701 and the adjustment upper limit price I35 input in the processing block 403. And
The processing block 703 is a cap option payment price 0 setting processing block. When the average fuel price I7 is not larger than the adjustment upper limit price I35, the settlement price I81 of the cap option is registered as 0,
The processing block 704 is a cap option settlement unit price calculation processing block, and the cap option settlement unit price I81 is set to “average fuel price I7 of settlement month read in processing block 701” − “adjustment upper limit price input in processing block 403”. Based on I35 ″, for example, when the average fuel price read in the processing block 701 is 25,000 (yen / kl), 25,000 (yen / kl) −23,100 (yen / kl) = 1,900 (yen / kl) The process of calculating and registering is executed as follows.

Processing blocks 705 to 709 are processing executed by the server PC 301 to calculate the settlement unit price of the range / floor option input in the processing block 501.
A processing block 705 is an adjustment band lower limit comparison determination processing block. The process branches after determining the magnitude of the average fuel price I7 of the settlement month read in the processing block 701 and the adjustment band lower limit I34 input in the processing block 403. And
The processing block 706 is a range / floor option settlement unit price 0 setting processing block. When the average fuel price I7 of the settlement month read in the processing block 701 is not larger than the adjustment band lower limit I34 input in the processing block 403, Register the settlement unit price I82 of the range / floor option as 0,
The processing block 707 is a reference fuel price comparison determination processing block, and branches the processing by determining the average fuel price I7 of the settlement month read in the processing block 701 and the reference fuel price I32 input in the processing block 403. ,
The processing block 708 is a range / floor option settlement unit price 0 setting processing block, and when the average fuel price I7 of the settlement month read in the processing block 701 is not smaller than the reference fuel price I32 input in the processing block 403, Register the settlement unit price I82 of the range / floor option as 0,
The processing block 709 is a range / floor option settlement unit price calculation processing block. When the average fuel price I7 of the settlement month read in the processing block 701 is smaller than the reference fuel price I32 input in the processing block 403, The settlement unit price I82 of the floor option is read in, for example, the processing block 701 based on “the reference fuel price I32 input in the processing block 403” − “the average fuel price I7 of the settlement month read in the processing block 701”. When the average fuel price is 14,500 (yen / kl), a process of calculating and registering such that 15,400 (yen / kl) −14,500 (yen / kl) = 900 (yen / kl) is executed.

Processing blocks 710 to 714 are processing executed by the server PC 301 to calculate the settlement unit price of the range / cap option input in the processing block 501.
A processing block 710 is an adjustment band upper limit comparison determination processing block. The process branches after determining the average fuel price I7 of the settlement month read in the processing block 701 and the adjustment band upper limit I33 input in the processing block 403. And
The processing block 711 is a range cap option settlement unit price 0 setting processing block, and when the average fuel price I7 of the settlement month read in the processing block 701 is not smaller than the adjustment band upper limit value I33 registered in the processing block 403, Register the settlement unit price I83 of the range cap option as 0,
The processing block 712 is a reference fuel price comparison determination processing block, and branches the process by determining the average fuel price I7 of the settlement month read in the processing block 701 and the reference fuel price I32 input in the processing block 403. ,
A processing block 713 is a range cap option settlement unit price 0 setting processing block, and when the average fuel price I7 of the settlement month read in the processing block 701 is not larger than the reference fuel price I32 input in the processing block 403, Register the settlement unit price I83 of the range cap option as 0,
The processing block 714 is a range cap option settlement unit price calculation processing block. When the average fuel price I7 of the settlement month read in the processing block 701 is larger than the reference fuel price I32 input in the processing block 403, The settlement price I83 of the cap option is read in, for example, the processing block 701 based on “the average fuel price I7 of the settlement month read in the processing block 701” − “the reference fuel price I32 registered in the processing block 403”. When the average fuel price is 16,000 (yen / kl), a process of calculating and registering such that 16,000 (yen / kl) -15,400 (yen / kl) = 600 (yen / kl) is executed.

A processing block 715 is a processing block for calculating a receiving unit price in a plurality of derivative financial product transactions executed by the server PC 301. Based on the average fuel price I7 of the settlement month read in the processing block 701,
The transaction unit price I61 of the plurality of financial derivative products calculated in the processing block 504 and the average fuel price I7 of the settlement month read in the processing block 701 are collated to obtain the received unit price I9 of the plurality of financial derivative product purchasers on the “processing block” The average fuel price I7 ”of the settlement month read in 701” − “cap option settlement unit price I81 calculated in the processing block 703 and processing block 704” + “range / floor option calculated in the processing block 706, processing block 708 and processing block 709” Settlement unit price I82 "-" Based on the range cap option settlement price I83 "calculated in processing block 711, processing block 713, and processing block 714, for example, 18,000 (yen / kl) -0 (yen / kl) +0 ( Yen / kl) -0 (yen / kl) = 18,000 (yen / kl) is calculated and registered.

  The processing block 716 is a multiple financial derivative product settlement amount calculation processing block executed by the server PC 301. The settlement amount I10 between the electric power seller and the financial derivative product trader is calculated as “(a plurality of multiple computations calculated in the processing block 715”. Received price of financial derivative product transaction I9 "-" Unit price I61 of multiple financial derivative transactions calculated in processing block 504 ") x" Transaction volume I4 of multiple financial derivative products calculated in processing block 502 " Based on this, for example, a process of calculating and registering such that (18,000 (yen / kl) -14,000 (yen / kl)) × 1470 (kl) = 5,880,000 yen is executed.

  The processing block 717 is a process executed by the server PC 301, and the settlement amount I10 between the power seller and the financial derivative trader calculated in the processing block 716 is transferred from the server PC 301 to the power seller PC 303 and the financial derivative trader PC 305. Send.

  FIG. 8 is a block diagram showing processing for calculating a settlement price between the power seller and the power purchaser corresponding to the processing block 116 and the processing block 117.

  The processing block 801 is an electric usage amount reading processing block executed by the server PC 301. The electric power usage amount of the power purchaser per unit time (I21) input in the processing block 402 is transmitted from the electric power seller PC 303 and acquired. And registered as I111.

  The processing block 802 is an electricity usage contract amount comparison determination processing block executed by the server PC 301. The power purchase amount I 111 of the power purchaser set in the processing block 801 and the contract amount I 22 per unit time input in the processing block 402. And the process branches.

  The processing block 803 is an adjustment amount calculation processing block corresponding to the amount exceeding the fixed contract amount executed by the server PC 301, and the power usage amount I 111 of the power purchaser registered in the processing block 801 per unit time registered in the processing block 402. When the contract amount is larger than the contract amount I22, the adjustment amount I112 corresponding to the excess of the fixed contract amount is set to ("the amount of electricity purchased by the power purchaser I111 input in the processing block 801"-"per unit time input in the processing block 402 For example, (12,000,000 (kwh)) (contracted amount I22 ”) ד unit price received in a plurality of financial derivative product transactions calculated in processing block 715 ”ד standard unit price I36 / 1,000 yen input in processing block 404 ” -10,000,000 (kwh)) x 18,000 (yen / kl) x 0.147 (yen / kwh) / 1000 (yen / kl) = 5,292,000 yen.

  The processing block 804 is a fixed contract amount excess adjustment amount 0 setting processing block executed by the server PC 301, and the electric power purchase amount I 111 of the power purchaser registered in the processing block 801 per unit time input in the processing block 402. When it is not larger than the contract amount I22, the adjustment amount I112 corresponding to the excess of the fixed contract amount is registered as 0.

  The processing block 805 is an electric usage amount contract amount comparison determination processing block executed by the server PC 301. The electric purchase amount I 111 of the power purchaser registered in the processing block 801 and the contract amount I 22 per unit time input in the processing block 402. And the process branches.

  A processing block 806 is a fixed contract amount shortage adjustment amount calculation processing block executed by the server PC 301, and a contract per unit time entered by the power consumption I 111 of the power purchaser registered in the processing block 801 in the processing block 402. When the amount is smaller than the amount I22, the adjustment amount I113 corresponding to the excess of the fixed contract amount is set to “(contract amount I22 per unit time input in the processing block 402” − “electricity usage of the power purchaser registered in the processing block 801” (Quantity I111 ”) ד unit price received in a plurality of financial derivative transactions calculated in processing block 715 ”ד reference unit price I36 / 1,000 input in processing block 404 ”, for example, (10,000,000 (kwh) −8,000,000 (kwh)) x 18,000 (yen / kl) x 0.147 (yen / kwh) / 1000 (yen / kl) = 5,292,000 yen.

  The processing block 807 is a fixed contract amount shortage adjustment amount 0 setting processing block executed by the server PC 301, and the electric power purchase amount I 111 of the power purchaser registered in the processing block 801 per unit time input in the processing block 402. When it is not smaller than the contract amount I22, the adjustment amount I113 corresponding to the shortage of the fixed contract amount is registered as 0.

  The processing block 808 is a power sales settlement amount calculation processing block executed by the server PC 301. The power purchaser makes an electric power seller based on a fixed contract with respect to the electricity purchase amount I111 of the power purchaser registered in the processing block 801. The price to be paid (power sales settlement amount) I121 is calculated by “long-term adjustment fixed unit price I62 calculated in processing block 505” × “contract amount I22 input per processing block 401” + “processing block 803 and processing block 804” For example, 2.058 (yen / kwh) × 10,000,000 (kwh) is calculated based on the adjustment amount I112 ”corresponding to the excess fixed contract amount corresponding to the adjustment amount I113” corresponding to the shortage of the fixed contract amount calculated in the processing block 806 and the processing block 807. Calculate and register as +5,292,000 yen-0 yen = 25,872,000 yen.

  The processing block 809 is a power seller power purchaser settlement processing block, and the power sales settlement amount I121 calculated in the processing block 808 is transmitted from the server PC 301 to the power seller PC 303 and the power purchaser PC 304 to prompt settlement.

Hereinafter, effects of the first embodiment will be described.
Processing for calculating a settlement price between the power seller and the financial derivative product trader shown in FIG. 7 corresponding to the processing blocks 113 to 116 of the overall processing flow of the power sales support system linked to the financial derivative product trade shown in FIG. In the flow and processing flow for calculating the settlement price of the power seller and the power purchaser shown in FIG.
The power seller obtains (I9-I61) × I4 revenue from the financial derivative trader as described in process block 716 and I62 × I22 + I112−I113 from the power purchaser as described in process block 808. You can get an income.
Further, the settlement unit price I9 in the plurality of financial derivative product transactions obtained in the processing blocks 701 to 715 is the settlement unit price of the plurality of financial derivative products that matches the adjusted unit price calculated in the processing block 503 shown in FIG. Therefore, by performing the calculation process of I9 × I36 / 1,000, a value that matches the adjustment unit price is obtained.

The balance of the power seller is shown in FIG. 5 as “(I9−I61) × I4” + “I62 × I22 + I112−I113” when the settlement prices from the financial derivative trader and the power purchaser are added. From the conversion processing I4 = I22 × I36 / 1000 of the processing block 502 and the conversion processing I62 = I61 × I36 / 1000 of the processing block 505, I22 × I9 × I36 / 1000 + I112−I113.
Here, if the amount of power used by the power purchaser exceeds the fixed contract amount, I22 × I9 × I36 / 1000 + I112 = I22 × I9 × I36 / from the conversion of the processing block 803 and the conversion of the processing block 501. 1000+ (I111−I22) × I9 × I36 / 1000) = I111 × I9 × I36 / 1000.
Also, when the power purchaser's power consumption is less than the fixed contract amount, I22 × I9 × I36 / 1000−I113 = I22 × I9 × I36 / 1000 from the conversion of the processing block 806 and the conversion of the processing block 501. − (I22−I111) × I9 × I36 / 1000) = I111 × I9 × I36 / 1000.
As a result, even if the power purchaser's power consumption exceeds or falls below the fixed contract amount, the power seller's income is I9 × I36 / 1000, that is, the power purchaser's electricity usage amount to the adjusted unit price. It is the same as the product of I111.

  FIG. 14 is a diagram illustrating the approximation effect of the power seller. 1401 is “Adjustment income of electricity sellers when only crude oil prices and foreign currency derivative transactions are adopted using approximate formulas, and adjustments are provided at long and fixed prices” and “Electricity charges due to fluctuations in fuel costs” The difference between the “adjustment revenue under the system for adjusting the unit price” is shown in the figure, and 1402 is a system for adjusting the unit price of the electricity rate according to the fluctuation of the fuel cost. The difference in “adjustment revenue” below is illustrated and illustrates the approximation effect in an embodiment of the present invention.

It is a block diagram which shows the processing flow of the electric power sales assistance system linked with the financial derivative product transaction of this invention. It is a functional block diagram of server PC used as the core of the apparatus which implement | achieves the electric power sales support system linked with the financial derivative product transaction of this invention. It is a block diagram which shows the network structure which implement | achieves the electric power sales assistance system linked with the financial derivative product transaction of this invention. It is a block diagram which shows the input processing flow of the system information which adjusts the fixed amount contract information of adjustment amount in the processing flow of the electric power sales support system linked with the financial derivative product transaction of this invention, and a fuel cost fluctuation | variation. It is a block diagram which shows the calculation processing flow regarding several financial derivative products in the processing flow of the electric power sales assistance system linked with the financial derivative product transaction of this invention. It is a block diagram which shows the processing flow of contract formation determination in the processing flow of the electric power sales assistance system linked with the financial derivative product transaction of this invention. It is a block diagram which shows a part of processing flow which calculates the settlement price of an electric power seller and a financial derivative product trader in the processing flow of the electric power sales assistance system linked with the financial derivative product transaction of this invention. It is a block diagram which shows another part of the processing flow which calculates the settlement price of an electric power seller and a financial derivative product trader in the processing flow of the electric power sales assistance system linked with the financial derivative product transaction of this invention. It is a block diagram which shows the processing flow which calculates the settlement price of the electric power seller and the electric power purchaser in the processing flow of the electric power sales assistance system linked with the financial derivative product transaction of this invention. It is a graph which shows the relationship between the average fuel price and adjustment unit price under the system which adjusts an electricity bill unit price with the fuel cost fluctuation | variation in the electric power sales support system linked with the financial derivative product transaction of this invention. It is a graph which shows the relationship between the average fuel price at the time of the swap purchase in a power sales support system interlock | cooperated with the financial derivative product transaction of this invention, and an income. It is a graph which shows the relationship between the average fuel price at the time of cap option sale, and expenditure in the electric power sales assistance system linked with the financial derivative product transaction of this invention. It is a graph which shows the relationship between the average fuel price at the time of the range floor option purchase in a power sales support system linked with the financial derivative product transaction of this invention, and income. It is a graph which shows the relationship between the average fuel price at the time of range cap option sale, and expenditure in the electric power sales assistance system linked with the financial derivative product transaction of this invention. It is a graph which illustrates the approximation effect of the electric power seller in the electric power sales support system interlock | cooperated with the financial derivative product transaction of this invention. It is a block diagram which shows the payment relation of the electric power seller, the electric power purchaser, and the financial derivative goods trader in the electric power sales assistance system linked with the financial derivative goods transaction of this invention.

Explanation of symbols

  I1: Transaction period in the fixed amount fixed contract, I21: Unit time in the fixed amount fixed contract, I22: Contract amount per unit time in the fixed amount fixed contract, I31: Average in the system that adjusts the unit price of electricity charges according to fuel cost fluctuations Fuel price formula, I32 ... Reference fuel price in a system that adjusts the unit price of electricity due to fuel cost fluctuations, I33 ... Upper limit value of the adjustment band in a system that adjusts the unit price of electricity charges according to fluctuations in fuel cost, I34 ... The lower limit value of the adjustment band in the system for adjusting the electricity rate unit price, I35 ... the upper limit price for adjustment in the system for adjusting the electricity rate unit price according to the fuel cost fluctuation, I36 ... I4 ... Transaction volume of multiple financial derivatives, I51 ... Swap price, I52 ... Cap option price, I53 ... I / F floor option price, I54 ... range cap option price, I55 ... number of transactions of multiple derivatives, I61 ... unit price of multiple derivatives, I62 ... long-term adjusted fixed unit price, I7 ... average for settlement month Fuel price, I81 ... Cap option settlement unit price, I82 ... Range / floor option settlement unit price, I83 ... Range / cap option settlement unit price, I9 ... Multiple financial derivative settlement unit, I10 ... Power seller financial derivative trader I111: Electricity purchase amount of electricity purchaser, I112: Adjustment amount corresponding to excess fixed contract amount, I113: Adjustment amount corresponding to shortage of fixed contract amount, I121: Payment amount to power seller of power purchaser, 101: Crude oil price and financial derivative price storage data, 102: liquefied natural gas price and financial data Raw product price storage data, 103 ... Coal price and its financial derivative product price storage data, 106 ... Processing block for inputting electricity rate fixed contract information, 107 ... Processing for inputting electricity rate unit price calculation method information from a plurality of resource prices Block 108: processing block for inputting price information of a plurality of financial derivatives, 109: processing block for calculating the distribution of the number of purchases and sales of the plurality of financial derivatives, 110: processing block for calculating transaction prices of the plurality of financial derivatives, DESCRIPTION OF SYMBOLS 111 ... Processing block which calculates long-term electricity rate fixed unit price, 112 ... Contract establishment determination processing block, 113 ... Settlement month determination processing block, 114 ... Processing block which inputs price information of a plurality of resources, 115 ... Electric power seller and finance A processing block for calculating the settlement price of the derivative merchandise trader, 116... Processing block for calculating a settlement price for a fixed contract, 117... Processing block for calculating a settlement price for an excess or deficiency of a fixed electricity bill between a power seller and a power purchaser, 118... Contract expiration date determination block, 201. Server PC in apparatus for realizing power sales support system linked with transaction, 202... Communication line for connection to Internet, 203... Transmitter / receiver, 204... Control unit for controlling the center, 205. ... Electricity rate fixed contract information input unit, 207 ... Electricity unit price calculation method information input unit from prices of a plurality of resources, 208 ... Contract availability determination unit, 209 ... Multiple resources / financial derivative product price management unit, 210 ... Financial derivatives Product price reading unit, 211... Multiple resource price reading unit, 212. Multiple financial derivative product calculation unit, 213. Management unit, 214 ... Electricity sales settlement management unit, 215 ... Electricity rate fixed contract settlement price calculation unit, 216 ... Electricity rate fixed contract excess / deficiency settlement price calculation unit, 217 ... Multiple financial derivative product transaction settlement price calculation unit, 218 ... Auxiliary storage unit, 301 ... server PC, 302 ... market price data, 303 ... power seller PC, 304 ... power purchaser PC, 305 ... financial derivative merchant PC, 306 ... Internet.

Claims (1)

A power sales support system configured by a server computer that executes arithmetic processing and registration processing,
The server computer is connected to cooperate with the power purchaser computer and the derivative financial instrument transaction computer,
The server computer is
And electricity rates fixed contract information, input means for inputting an electrical unit price calculation method information to a plurality of resource price variable, and price information of a plurality of derivative financial instruments,
Input the electricity price fixed contract information , the electricity price unit price calculation method information and the plurality of financial derivative product price information input to the input means, and match the fluctuation of the electricity rate unit price determined by the electricity price unit price calculation method A plurality of derivative financial instrument trading number distribution calculating means for calculating a distribution of trading numbers of a plurality of derivative financial instruments having a variable cash flow;
A plurality of financial derivative product transaction price calculating means for calculating a price required to execute a transaction consisting of a plurality of financial derivative products trading number distribution results by inputting the trading number distribution results of the plurality of financial derivative products;
Long-term electricity rate fixed unit price calculation means for inputting a transaction price of the plurality of financial derivative products and calculating a long-term electricity rate fixed unit price according to the electricity rate unit price calculation method information;
Contract establishment determination means for inputting the transaction price of the plurality of financial derivative products and the long-term electricity rate fixed unit price to determine whether or not a contract is possible,
Means for calculating the settlement price between the power seller and the financial derivative business operator by reading the distribution of the number of transactions of the financial derivative products, the transaction price of the multiple financial derivative products, and the price information of the multiple resources;
Means for calculating a settlement price for a fixed electricity charge contract, using the fixed electricity charge unit price and contract amount or period as inputs;
Means for reading the contract quantity and period and electricity unit price calculation method information and a plurality of resource price information, and calculating a settlement price corresponding to the deviation when deviating from the contract quantity and period ,
The fixed amount revenue from the power purchaser and the fixed amount payment from the derivative financial instrument trader are matched, and the variable price income from the financial derivative trader fluctuates according to the fluctuation of multiple resource prices. Electricity sales support system linked to financial derivative product transactions, characterized in that it matches the revenue in the method of

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