Fact Catalogue¶

This page documents all 44 facts in the merged Numera semantic model. Each fact contains:

Measures — additive numeric columns that can be summed, averaged, or otherwise aggregated (e.g. PNL_LTD, VOLUME_BUY_MW)
Dimensions — FK references to dimension tables that provide descriptive context (e.g. dim_deal_attribute, dim_party_external)
Columns — non-measure, non-FK context columns that describe the row's grain (e.g. METRIC_DATE, DEAL_ID)
Aggregation chain — some facts are coarser-grain roll-ups of a finer-grain child fact

Facts marked (EWE) are defined in the EWE extension file (semantic_model.yaml). All others come from the core numera-core/semantic_model.yaml.

Understanding the Aggregation Chain Pattern¶

Several facts are related through an aggregation_of link. The parent is a coarser-grain fact; the child is the finer-grain source. The parent aggregates the child's shared_measures by collapsing one or more grouping columns (typically deal identifier → delivery period → portfolio).

Example chain — PnL:

fct_pnl_deal  (deal + profile + index gridpoint grain)
    ↑ aggregated by fct_pnl
fct_pnl  (portfolio + reval type + delivery month grain)

All aggregation chains in the model:

Parent (coarser grain)	Child (finer grain)	Shared measures
`fct_pnl`	`fct_pnl_deal`	VOLUME, PNL_LTD, PNL_REALIZED_LTD, PNL_UNREALIZED_LTD, …
`fct_delta`	`fct_delta_profile`	DELTA, GAMMA, DELTA_POSITION
`fct_vega`	`fct_vega_profile`	VEGA, VEGA_GAMMA, VEGA_POSITION
`fct_volume_15m`	`fct_volume_15m_deal`	TOTAL_VOLUME, VOLUMES, VOLUME_WEIGHTED_FINANCIAL_PRICES
`fct_credit_exposure_month` (EWE)	`fct_credit_exposure` (EWE)	CURRENT_EXPOSURE, PERFORMANCE_EXPOSURE, POTENTIAL_EXPOSURE, …
`fct_credit_stress_test_month` (EWE)	`fct_credit_stress_test` (EWE)	CURRENT_EXPOSURE, PERFORMANCE_EXPOSURE, POTENTIAL_EXPOSURE, …
`fct_ewe_volume_pwr_by_business_case` (EWE)	`fct_ewe_volume_pwr_by_business_case_deal` (EWE)	VOLUME_BUY_MW, VOLUME_SELL_MW, BUY_VWAP_PRICE_EUR_PER_MWH, SELL_VWAP_PRICE_EUR_PER_MWH
`fct_ewe_volume_pwr_floating_by_business_case` (EWE)	`fct_ewe_volume_pwr_floating_by_business_case_deal` (EWE)	VOLUME_BUY_MW, VOLUME_SELL_MW, POWER_INDEX_PRICE_EUR_PER_MWH
`fct_volume_pwr_quarter_fixed_price` (EWE)	`fct_volume_pwr_quarter_fixed_price_deal` (EWE)	VOLUME_BUY_MW, VOLUME_SELL_MW, BUY_VWAP_PRICE_EUR_PER_MWH, SELL_VWAP_PRICE_EUR_PER_MWH

Which grain to use:

For most reporting use cases, use the parent (coarser-grain) fact — fewer rows, pre-aggregated, faster queries. Use the child (finer-grain) fact only when deal-level or profile-level detail is required.

-- Compare the same P&L total at two grains — both queries return identical portfolio totals

-- Option 1: Portfolio grain via fct_pnl (preferred for most reports)
SELECT d.portfolio, SUM(f.pnl_ltd) AS pnl
FROM fct_pnl f
LEFT JOIN dim_deal_attribute d ON f.dim_deal_attribute_id = d.dim_deal_attribute_id
WHERE f.metric_date = CURRENT_DATE - 1
  AND d.dim_deal_attribute_id != 0
GROUP BY d.portfolio

-- Option 2: Deal grain via fct_pnl_deal (use only when deal detail is needed)
SELECT d.portfolio, SUM(pd.pnl_ltd) AS pnl
FROM fct_pnl_deal pd
LEFT JOIN dim_deal_attribute d ON pd.dim_deal_attribute_id = d.dim_deal_attribute_id
WHERE pd.metric_date = CURRENT_DATE - 1
  AND d.dim_deal_attribute_id != 0
GROUP BY d.portfolio
-- Totals should match; fct_pnl_deal has far more rows

P&L Facts¶

`fct_pnl`¶

PnL aggregated by portfolio, reval type, and delivery month. The primary reporting fact for P&L analysis.

Attribute	Value
Grain	`metric_date` + portfolio + reval scenario + delivery month
Aggregates child	`fct_pnl_deal`

Measures	Dimensions	Context columns
`VOLUME`	`dim_deal_attribute`	`METRIC_DATE`
`PNL_REALIZED_LTD`	`dim_deal_sub_attribute`	`DAYS_STALE`
`PNL_UNREALIZED_LTD`	`dim_metric_scenario`	`TRADE_MONTH_START_DATE`
`PNL_LTD`	`dim_pfolio`	`DELIVERY_START_MONTH_START_DATE`
`PNL_LTD_BASE`	`dim_tran_status`	`DELIVERY_END_MONTH_START_DATE`
`PNL_UNDISC_LTD`	`dim_exchange_traded_product`	`PYMT_MONTH_START_DATE`
`PNL_UNDISC_LTD_BASE`	`dim_payment`
`PNL_REALIZED_LTD_BASE`	`dim_keep_whole`
`PNL_UNREALIZED_LTD_BASE`	`dim_delivery_location`
	`dim_party_internal`
	`dim_party_external`
	`dim_month` (×4 aliases)

-- Total P&L by portfolio and counterparty for latest metric date
SELECT
    d.portfolio,
    d.instrument,
    pi.bunit_name   AS internal_bu,
    pe.lentity_name AS counterparty,
    SUM(f.pnl_ltd)  AS total_pnl
FROM fct_pnl f
LEFT JOIN dim_deal_attribute d
    ON f.dim_deal_attribute_id = d.dim_deal_attribute_id
LEFT JOIN dim_party_internal pi
    ON f.dim_party_internal_bu_le_attribute_id = pi.dim_party_internal_bu_le_attribute_id
LEFT JOIN dim_party_external pe
    ON f.dim_party_external_bu_le_attribute_id = pe.dim_party_external_bu_le_attribute_id
WHERE f.metric_date = CURRENT_DATE - 1
  AND d.dim_deal_attribute_id != 0
GROUP BY 1, 2, 3, 4
ORDER BY total_pnl DESC

`fct_pnl_deal`¶

Detailed PnL at deal, profile, and index gridpoint granularity. Child of fct_pnl.

Attribute	Value
Grain	`metric_date` + deal + side + profile + index gridpoint
Child of	`fct_pnl`

Measures: VOLUME, PRICE, PNL_REALIZED_LTD, PNL_UNREALIZED_LTD, PNL_LTD, PNL_LTD_BASE, PNL_UNDISC_LTD, PNL_UNDISC_LTD_BASE, DISCOUNT_FACTOR.

Dimensions: dim_reval_type, dim_metric_scenario, dim_deal_attribute, dim_deal_sub_attribute, dim_deal_physical, dim_deal_financial, dim_delivery_location, dim_payment, dim_index_attribute, dim_index, dim_party_internal, dim_party_external, dim_tran_info, dim_reference, dim_keep_whole, dim_exchange_traded_product, dim_ins_option, dim_pfolio, dim_tran_status, dim_month (×4).

Context columns: METRIC_DATE, DAYS_STALE, DEAL_ID, SIDE_ID, PROFILE_ID, INS_SEQ_ID, TRADE_DATE, DELIVERY_START_DATE, DELIVERY_END_DATE, PYMT_DATE.

`fct_deal_pnl_current`¶

Latest non-stale PnL snapshot for active deals, filtered to reval_type_id = 1 (base mark). Unlike fct_pnl_deal, this fact always reflects the most current values — useful for deal-level current-state reports without needing a scenario filter.

Attribute	Value
Grain	deal + side + profile + index gridpoint (current snapshot)

Measures: VOLUME, PRICE, PNL_REALIZED_LTD, PNL_UNREALIZED_LTD, PNL_LTD, PNL_LTD_BASE, PNL_UNDISC_LTD, PNL_UNDISC_LTD_BASE, DISCOUNT_FACTOR.

Dimensions: dim_reval_type, dim_metric_scenario, dim_deal_attribute, dim_deal_sub_attribute, dim_deal_physical, dim_deal_financial, dim_delivery_location, dim_payment, dim_index_attribute, dim_index, dim_party_internal, dim_party_external, dim_tran_info, dim_reference, dim_keep_whole, dim_exchange_traded_product, dim_ins_option, dim_pfolio, dim_tran_status.

`fct_stress_deal`¶

Stress test PnL at deal level for scenario analysis. Feature-gated — only populated when stress testing is enabled.

Attribute	Value
Grain	`metric_date` + scenario + deal + side + profile

Measures: VOLUME, PRICE, PNL_REALIZED_LTD, PNL_UNREALIZED_LTD, PNL_LTD, PNL_LTD_BASE, PNL_UNDISC_LTD, PNL_UNDISC_LTD_BASE, DISCOUNT_FACTOR.

Dimensions: dim_reval_type, dim_metric_scenario, dim_deal_attribute, dim_deal_sub_attribute, dim_deal_physical, dim_deal_financial, dim_delivery_location, dim_payment, dim_index_attribute, dim_index, dim_party_internal, dim_party_external, dim_tran_info, dim_reference, dim_keep_whole, dim_exchange_traded_product, dim_pfolio, dim_tran_status, dim_month (×4).

Delta / Risk Facts¶

`fct_delta`¶

Delta (price sensitivity) aggregated by portfolio, scenario, and delivery month. The primary delta reporting fact.

Attribute	Value
Grain	`metric_date` + portfolio + scenario + index + delivery month
Aggregates child	`fct_delta_profile`

Measures	Context columns
`DELTA`	`METRIC_DATE`
`GAMMA`	`TRADE_MONTH_START_DATE`
`DELTA_POSITION`	`DELIVERY_START_MONTH_START_DATE`
	`COVERAGE_START_DATE`, `COVERAGE_END_DATE`, `GPT_LABEL`

Dimensions: dim_metric_scenario, dim_deal_attribute, dim_deal_sub_attribute, dim_deal_physical, dim_deal_financial, dim_delivery_location, dim_index_attribute, dim_index, dim_index_gpt, dim_party_internal, dim_party_external, dim_tran_info, dim_reference, dim_pfolio, dim_month (×4).

`fct_delta_profile`¶

Delta at deal profile granularity. Child of fct_delta.

Attribute	Value
Grain	`metric_date` + deal + profile + index gridpoint
Child of	`fct_delta`

Measures: DELTA, GAMMA, DELTA_POSITION. Same dimension set as fct_delta plus dim_ins_option and dim_tran_status.

Context columns: METRIC_DATE, DEAL_ID, PROFILE_ID, SIDE_ID, TRADE_DATE, DELIVERY_START_DATE, DELIVERY_END_DATE, PYMT_DATE, COVERAGE_START_DATE, COVERAGE_END_DATE, GPT_LABEL.

`fct_delta_profile_period`¶

Delta pivoted for TODAY vs GBD_PREV (Good Business Day Previous) comparison. Used for daily delta change reporting.

Attribute	Value
Grain	`metric_date` + deal + profile

Measures	Description
`TODAY`	Delta for today's metric date
`GBD_PREV`	Delta for the previous good business day

Dimensions: same as fct_delta_profile minus dim_ins_option.

Vega Facts¶

`fct_vega`¶

Vega (volatility sensitivity) aggregated by portfolio, scenario, and delivery month.

Attribute	Value
Grain	`metric_date` + portfolio + scenario + delivery month
Aggregates child	`fct_vega_profile`

Measures	Context columns
`VEGA`	`METRIC_DATE`
`VEGA_GAMMA`	`TRADE_MONTH_START_DATE`
`VEGA_POSITION`	`DELIVERY_START_MONTH_START_DATE`

Dimensions: dim_metric_scenario, dim_deal_attribute, dim_deal_sub_attribute, dim_deal_physical, dim_deal_financial, dim_delivery_location, dim_reference, dim_party_internal, dim_party_external, dim_tran_info, dim_pfolio, dim_tran_status, dim_month (×4).

`fct_vega_profile`¶

Vega at deal profile granularity. Child of fct_vega. Adds dim_ins_option and dim_volatility dimensions.

Attribute	Value
Grain	`metric_date` + deal + profile + volatility surface
Child of	`fct_vega`

Measures: VEGA, VEGA_GAMMA, VEGA_POSITION.

Context columns: METRIC_DATE, DEAL_ID, PROFILE_ID, SIDE_ID, TRADE_DATE, DELIVERY_START_DATE, DELIVERY_END_DATE, PYMT_DATE.

`fct_vega_var_pfolio`¶

Vega VaR at portfolio level. Fully denormalised — no dimension FK joins. Portfolio and reval type are stored as string columns directly.

Attribute	Value
Grain	`metric_date` + portfolio + reval type
Dimensions	None (denormalised)

Measures	Context columns
`COMPONENT_VAR`	`METRIC_DATE`
`VAR`	`REVAL_TYPE`
	`PORTFOLIO`

VaR Facts¶

`fct_var_pfolio`¶

Value-at-Risk at portfolio level. Fully denormalised — no dimension FK joins.

Attribute	Value
Grain	`metric_date` + portfolio + reval type
Dimensions	None (denormalised)

Measures	Context columns
`COMPONENT_VAR`	`METRIC_DATE`
`VAR`	`REVAL_TYPE`
	`PORTFOLIO`

15-Minute Volume Facts¶

`fct_volume_15m`¶

15-minute aggregated volume data — deal dimension keys rolled up. The primary 15-minute volume fact for reporting.

Attribute	Value
Grain	`delivery_date_utc` + epoch minute + dimension set
Aggregates child	`fct_volume_15m_deal`

Measures	Context columns
`TOTAL_VOLUME`	`DELIVERY_DATE_UTC`
`VOLUMES`	`DELIVERY_DATE_EPOCH_MINUTE`
`VOLUME_WEIGHTED_FINANCIAL_PRICES`

Dimensions: dim_deal_attribute, dim_deal_sub_attribute, dim_deal_financial, dim_deal_physical, dim_delivery_location, dim_point_of_delivery_location, dim_point_of_receipt_location, dim_party_internal, dim_party_external, dim_volume_type, dim_tran_info.

`fct_volume_15m_deal`¶

15-minute volume data at deal grain. Child of fct_volume_15m.

Attribute	Value
Grain	`delivery_date_utc` + epoch minute + deal
Child of	`fct_volume_15m`

Adds dim_volume_15m_shape dimension and VOLUME_FACTOR, RATE measures. Context columns: DEAL_ID, TRAN_ID, TRAN_VERSION, TRADE_DATE, TRADE_TIME.

`fct_volume_factor_deal`¶

Volume factor per deal for 15-minute calculations.

Attribute	Value
Grain	`delivery_date_utc` + epoch minute + deal

Measures	Description
`VOLUME_FACTOR`	Shape/profile factor
`RATE`	Rate value

Dimensions: dim_volume_15m_shape, dim_deal_attribute, dim_deal_sub_attribute, dim_delivery_location, dim_point_of_delivery_location, dim_point_of_receipt_location, dim_party_internal, dim_party_external, dim_volume_type, dim_tran_info.

Index / Price Facts¶

`fct_index_rate`¶

Index rate and curve data by metric date and gridpoint.

Attribute	Value
Grain	`metric_date` + index + gridpoint

Measures	Context columns
`DELTA_SHIFT`	`METRIC_DATE`
`EFFECTIVE_VALUE`	`GPT_ID`
`OUTPUT_VALUE`	`GPT_LABEL`
`RESULT`	`COVERAGE_START_DATE`, `COVERAGE_END_DATE`
`TIME_MINS`	`IS_ACTIVE`

Dimensions: dim_index, dim_index_gpt, dim_index_attribute.

`fct_index_price_history`¶

Historical index prices.

Attribute	Value
Grain	index + start date + reset date

Measures	Context columns
`PRICE`	`START_DATE`
	`RESET_DATE`

Dimensions: dim_index, dim_ref_source.

Deal Facts¶

`fct_deal`¶

Deal master fact — one row per deal version.

Attribute	Value
Grain	deal + tran version

Measures	Context columns
`PRICE`	`DEAL_ID`, `TRAN_ID`, `TRAN_VERSION`
`RATE`	`TRADE_DATE`, `START_DATE`
`POSITION`	`MATURITY_DATE`, `TRAN_STATUS`
	`CURRENT_FLAG`, `IS_METRIC_RELEVANT`

Dimensions: dim_deal_attribute, dim_party_internal, dim_party_external, dim_tran_info, dim_reference, dim_pfolio.

`fct_deal_side`¶

Deal side/leg detail — one row per side per deal version.

Attribute	Value
Grain	deal + side
Measures	None

Context columns: DEAL_ID, TRAN_ID, TRAN_VERSION, SIDE_ID, TRADE_DATE.

Dimensions: dim_deal_attribute, dim_deal_sub_attribute, dim_party_internal, dim_party_external, dim_tran_info, dim_reference, dim_delivery_location, dim_index_attribute, dim_index.

`fct_deal_fee`¶

Deal fee detail per fee definition.

Attribute	Value
Grain	deal + fee sequence

Measures: FEE, MIN_FEE, MAX_FEE, MULTIPLIER, PASS_BACK_PERCENT, PRICE_UNIT_CONV, VOLUME.

Dimensions: dim_deal_attribute, dim_party_internal, dim_party_external, dim_tran_info, dim_reference, dim_fee_def.

Context columns: DEAL_ID, TRAN_ID, FEE_ID, FEE_SEQ_NUM, START_DATE, END_DATE, CURRENCY, VOLUME_TYPE, IS_METRIC_RELEVANT.

`fct_deal_physcash`¶

Deal physical cash flows.

Attribute	Value
Grain	deal + cash flow date

Measures	Context columns
`CFLOW`	`DEAL_ID`, `TRAN_ID`, `TRAN_VERSION`
	`CURRENCY`, `TRADE_DATE`, `CFLOW_DATE`

Dimensions: dim_deal_attribute, dim_party_internal, dim_party_external, dim_tran_info, dim_reference, dim_keep_whole, dim_payment.

`fct_deal_commodity_pricing`¶

Commodity formula pricing per deal side.

Attribute	Value
Grain	deal + side + pricing formula period

Measures: PRICE, PRICING_VOL, INDEX_PERCENT, INDEX_SPREAD.

Dimensions: dim_deal_attribute, dim_deal_sub_attribute, dim_party_internal, dim_party_external, dim_tran_info, dim_reference, dim_delivery_location.

`fct_deal_commodity_pricing_index`¶

Commodity pricing index detail — one row per index component in a formula price.

Attribute	Value
Grain	deal + side + index component

Measures: INDEX_PERCENT, INDEX_SPREAD, PRICE, ADJUSTMENT_AMOUNT.

Dimensions: dim_deal_attribute, dim_deal_sub_attribute, dim_party_internal, dim_party_external, dim_tran_info, dim_reference, dim_delivery_location, dim_index_attribute.

`fct_deal_tran_info_history`¶

Transaction info value history. Tracks changes to tran info field values over time using an SCD2 pattern (_VALID_FROM, _VALID_TO, _CURRENT columns).

Attribute	Value
Grain	deal + tran info field + validity period
Measures	None

Context columns: DEAL_ID, TRAN_ID, TRAN_VERSION, TRAN_INFO_VALUE, _VALID_FROM, _VALID_TO, _CURRENT.

Dimensions: dim_tran_info_type, dim_deal_attribute, dim_party_internal, dim_party_external, dim_reference.

`fct_broker_fee`¶

Broker fees per deal.

Attribute	Value
Grain	deal + broker fee allocation

Measures: ALLOCATED_AMT, BROKER_RATE, FX_RATE, RESERVED_AMT.

Dimensions: dim_deal_attribute, dim_broker_fee, dim_party_internal, dim_party_external, dim_tran_info, dim_reference.

Context columns: TRADE_DATE, DEAL_ID, TRAN_ID, TRAN_VERSION, APPLIES_TO, MATCH_TRAN_ID.

`fct_cerqlar_deal`¶

CerQlar deal view. Feature-gated — only populated when the CerQlar renewable energy integration is enabled.

Attribute	Value
Grain	CerQlar delivery per deal
Dimensions	None (fully denormalised)

Measures: PRODUCTION_PERIODS_PRICE, DELIVERY_REQUESTED_VOLUME, TOTAL_DELIVERED_VOLUME, DELIVERED_PAYMENT_AMOUNT.

Context columns: CLIENT_TRADE_ID, TRADE_ID, SIDE, DEAL_DATE, INTERNAL_BU, COUNTERPARTY_DISPLAY_NAME, ISSUING_COUNTRY, TECHNOLOGIES, FUEL, PRODUCTION_START_DATE, PRODUCTION_END_DATE, TRANSFER_STATUS, and others.

`fct_futures_cascade`¶

Futures cascade parent-child deal links — tracks which futures deals cascaded from which parent positions.

Attribute	Value
Grain	child deal + event
Dimensions	None
Measures	None

Context columns: CHILD_DEAL_ID, CHILD_TRAN_ID, EVENT_TYPE_ID, EVENT_ID, PARENT_TRAN_ID, PARENT_DEAL_ID, EVENT_DATE.

Schedule Facts¶

`fct_schedule`¶

Schedule data with daily rollup — physical delivery schedules by period and volume type.

Attribute	Value
Grain	deal + side + profile + business date

Measures: FINANCIAL_PROFILE_PRICE, PHYS_PROFILE_PRICE, SCHEDULE_PRICE, VOLUME, CAPACITY, VOLUME_ABS, MINUTES_IN_PERIOD.

Dimensions: dim_deal_attribute, dim_deal_sub_attribute, dim_deal_physical, dim_deal_financial, dim_delivery_location, dim_party_internal, dim_party_external, dim_reference, dim_point_of_delivery_location, dim_point_of_receipt_location, dim_volume_type, dim_tran_info, dim_portfolio, dim_tran_status.

Context columns: DEAL_ID, TRAN_ID, TRAN_VERSION, SIDE_ID, PROFILE_ID, BUSINESS_DATE_LOCAL, PAY_REC.

`fct_schedule_history`¶

Schedule data with full SCD2 history — tracks all versions of schedule data (_VALID_FROM, _VALID_TO, _CURRENT).

Attribute	Value
Grain	deal + side + profile + time period + SCD2 validity

Measures: FINANCIAL_PROFILE_PRICE, PHYS_PROFILE_PRICE, SCHEDULE_PRICE, VOLUME, CAPACITY, MINUTES_IN_PERIOD.

Dimensions: dim_deal_attribute, dim_deal_sub_attribute, dim_delivery_location, dim_party_internal, dim_party_external, dim_reference, dim_point_of_delivery_location, dim_point_of_receipt_location, dim_volume_type, dim_tran_info.

Context columns: DEAL_ID, TRAN_ID, TS_START_TIME_UTC, TS_END_TIME_UTC, TS_START_TIME_LOCAL, TS_END_TIME_LOCAL, IS_BEST_AVAILABLE, _VALID_FROM, _VALID_TO, _CURRENT.

Settlement Facts¶

`fct_settle_deal`¶

Deal settlement events with document and profile data.

Attribute	Value
Grain	deal + event + document

Measures: CURRENT_SETTLE_AMOUNT, STLDOC_SETTLE_AMOUNT, SETTLE_AMOUNT, PARA_POSITION, PARA_PRICE_RATE, STLDOC_TRAN_POSITION, STLDOC_TRAN_PRICE, PROFILE_PRICE, PROFILE_NOTNL, PRICE_SIGN.

Dimensions: dim_deal_attribute, dim_deal_sub_attribute, dim_payment, dim_party_internal, dim_party_external, dim_party_agreement, dim_delivery_location, dim_tran_info, dim_document, dim_settle_profile, dim_tran_status, dim_reference, dim_keep_whole.

Context columns: DEAL_ID, TRAN_ID, EVENT_ID, EVENT_DATE, PYMT_DUE_DATE, TRADE_DATE, PROFILE_PYMT_DATE.

`fct_event_deal`¶

Deal settlement events — simplified event view for settlement tracking.

Attribute	Value
Grain	event + deal

Measures	Context columns
`SETTLE_AMOUNT`	`EVENT_ID`, `EVENT_DATE`
	`DEAL_ID`, `TRAN_ID`, `TRAN_VERSION`
	`TRAN_STATUS_ID`

Dimensions: dim_payment, dim_tran_info, dim_party_internal, dim_party_external.

Credit Exposure Facts (EWE)¶

`fct_credit_exposure`¶

EWE credit exposure per counterparty — daily exposure metrics.

Attribute	Value
Grain	`metric_date` + counterparty + exposure line
Source	EWE extension

Measures	Description
`CURRENT_EXPOSURE`	Mark-to-market current exposure
`EXPOSURE_LIMIT`	Credit limit
`PERFORMANCE_EXPOSURE`	Expected performance exposure
`POT_PERFORMANCE_EXPOSURE`	Potential performance exposure
`POT_SETTLEMENT_EXPOSURE`	Potential settlement exposure
`POTENTIAL_EXPOSURE`	Potential (worst-case) exposure
`SETTLEMENT_EXPOSURE`	Settlement exposure

Dimensions: dim_party_external (via DIM_PARTY_EXTERNAL_BU_LE_ATTRIBUTE_ID).

Context columns: METRIC_DATE, EXP_LINE_ID.

-- Current exposure utilization by counterparty
SELECT
    pe.lentity_name                                        AS counterparty,
    f.current_exposure,
    f.exposure_limit,
    f.potential_exposure,
    ROUND(
        f.current_exposure / NULLIF(f.exposure_limit, 0) * 100,
        1
    )                                                      AS utilization_pct
FROM fct_credit_exposure f
LEFT JOIN dim_party_external pe
    ON f.dim_party_external_bu_le_attribute_id = pe.dim_party_external_bu_le_attribute_id
WHERE f.metric_date = CURRENT_DATE - 1
ORDER BY f.current_exposure DESC

`fct_credit_exposure_month`¶

EWE credit exposure aggregated by month. Parent (coarser grain) of fct_credit_exposure.

Attribute	Value
Grain	`metric_date` + counterparty + exposure line (monthly)
Aggregates child	`fct_credit_exposure`
Source	EWE extension

Measures: CURRENT_EXPOSURE, PERFORMANCE_EXPOSURE, POT_PERFORMANCE_EXPOSURE, POTENTIAL_EXPOSURE, SETTLEMENT_EXPOSURE (note: EXPOSURE_LIMIT is not in the shared measures — use fct_credit_exposure for limit comparison).

`fct_credit_stress_test`¶

EWE credit stress test results — same structure as fct_credit_exposure but populated from stress scenario runs.

Attribute	Value
Grain	`metric_date` + counterparty + exposure line
Source	EWE extension

Measures: same as fct_credit_exposure. Dimensions: dim_party_external. Context columns: METRIC_DATE, EXP_LINE_ID.

`fct_credit_stress_test_month`¶

EWE credit stress test aggregated by month. Parent (coarser grain) of fct_credit_stress_test.

Attribute	Value
Aggregates child	`fct_credit_stress_test`
Source	EWE extension

Measures: CURRENT_EXPOSURE, PERFORMANCE_EXPOSURE, POT_PERFORMANCE_EXPOSURE, POTENTIAL_EXPOSURE, SETTLEMENT_EXPOSURE.

`fct_credit_pex_factor`¶

Potential Exposure (PEX) reference factors by commodity and metric date. Used to compute potential exposure estimates.

Attribute	Value
Grain	`metric_date` + commodity
Dimensions	None
Source	EWE extension

Measures	Context columns
`FACTOR`	`METRIC_DATE`
	`COMMODITY`

Clearing Statement Facts (EWE)¶

`fct_clearing_statement_open_position`¶

EWE clearing statement open positions (ABN AMRO and BNP Paribas). This fact has no dimension FK joins in the semantic model and no measures defined at the model level — the full column list is determined by the underlying dbt model.

Attribute	Value
Grain	`metric_date` + clearing account + contract
Dimensions	None (refer to Model Reference)
Source	EWE extension

Context columns: METRIC_DATE.

For the full column list including quantity, volume, ote, variation_margin, and exchange/symbol columns, see Model Reference — Clearing Statement.

Short-Term Power Facts (EWE)¶

These facts cover 15-minute power volume for EWE's short-term desk and quarterly controlling. They are grouped into three pairs, each with a deal-grain child and a business-case-grain parent.

Fixed-Price VWAP — Short-Term Desk¶

For ECC/Nord Pool BU validated and matured deals at fixed (VWAP) pricing.

`fct_ewe_volume_pwr_by_business_case_deal`¶

Attribute	Value
Grain	`delivery_date_utc` + 15-minute interval + deal
Dimensions	None (denormalised: `GRID` and `BUSINESS_CASE` are string columns)
Source	EWE extension

Measures	Context columns
`VOLUME_BUY_MW`	`DELIVERY_DATE_UTC`
`VOLUME_SELL_MW`	`BEGIN_UTC`, `END_UTC`
`BUY_VWAP_PRICE_EUR_PER_MWH`	`BEGIN_CET`, `END_CET`
`SELL_VWAP_PRICE_EUR_PER_MWH`	`DEAL_ID`
	`GRID`, `BUSINESS_CASE`

`fct_ewe_volume_pwr_by_business_case`¶

Attribute	Value
Grain	`delivery_date_utc` + 15-minute interval + business case + grid
Aggregates child	`fct_ewe_volume_pwr_by_business_case_deal`
Source	EWE extension

Same measures; same context columns minus DEAL_ID.

-- 15-minute fixed-price power volume by business case for a delivery date
SELECT
    f.begin_cet,
    f.end_cet,
    f.grid,
    f.business_case,
    f.volume_buy_mw,
    f.volume_sell_mw,
    f.buy_vwap_price_eur_per_mwh
FROM fct_ewe_volume_pwr_by_business_case f
WHERE f.delivery_date_utc = '2026-03-11'
  AND f.grid = 'DE'
ORDER BY f.begin_cet, f.business_case

Floating / Index Price — Short-Term Desk¶

For PWR Index instruments with floating/index-linked pricing.

`fct_ewe_volume_pwr_floating_by_business_case_deal`¶

Attribute	Value
Grain	`delivery_date_utc` + 15-minute interval + deal
Dimensions	None (denormalised)
Source	EWE extension

Measures	Context columns
`VOLUME_BUY_MW`	`DELIVERY_DATE_UTC`, `BEGIN_UTC`, `END_UTC`
`VOLUME_SELL_MW`	`BEGIN_CET`, `END_CET`
`POWER_INDEX_PRICE_EUR_PER_MWH`	`DEAL_ID`, `GRID`, `BUSINESS_CASE`
	`INTERNAL_BUSINESS_UNIT`, `EXTERNAL_BUSINESS_UNIT`
	`POWER_INDEX_NAME`

`fct_ewe_volume_pwr_floating_by_business_case`¶

Attribute	Value
Grain	`delivery_date_utc` + 15-minute interval + business case + grid
Aggregates child	`fct_ewe_volume_pwr_floating_by_business_case_deal`
Source	EWE extension

Same measures; same context columns minus DEAL_ID.

Quarterly Fixed-Price — Controlling¶

For quarterly delivery periods, with dim_deal_attribute dimension join (unlike the short-term desk facts which are fully denormalised).

`fct_volume_pwr_quarter_fixed_price_deal`¶

Attribute	Value
Grain	quarterly delivery period + 15-minute interval + deal
Dimensions	`dim_deal_attribute` (via `DIM_DEAL_ATTRIBUTE_ID`)
Source	EWE extension

Measures: VOLUME_BUY_MW, VOLUME_SELL_MW, BUY_VWAP_PRICE_EUR_PER_MWH, SELL_VWAP_PRICE_EUR_PER_MWH.

Context columns: DELIVERY_DATE_UTC, BEGIN_UTC, END_UTC, BEGIN_CET, END_CET, DEAL_ID, GRID, BUSINESS_CASE.

`fct_volume_pwr_quarter_fixed_price`¶

Attribute	Value
Grain	quarterly delivery period + 15-minute interval + business case + grid
Aggregates child	`fct_volume_pwr_quarter_fixed_price_deal`
Dimensions	`dim_deal_attribute`
Source	EWE extension

Same measures; same context columns minus DEAL_ID.

Dimension join available

Unlike the short-term desk power facts (fct_ewe_volume_pwr_*), the quarterly controlling facts include DIM_DEAL_ATTRIBUTE_ID and can join to dim_deal_attribute for portfolio-level filtering.

Monitoring Facts (EWE)¶

These facts track operational data pipeline health. They have no measures and no dimension FK joins in the semantic model — their full schema is defined in the underlying dbt models.

`fct_data_arrival`¶

EWE data arrival monitoring — tracks whether expected source data has arrived for each metric date.

Attribute	Value
Grain	`metric_date`
Dimensions	None
Measures	None

`fct_sim_expectation`¶

EWE simulation expectation results — tracks expected vs actual simulation run outcomes.

Attribute	Value
Grain	`metric_date`
Dimensions	None
Measures	None

Fact Catalogue¶

Understanding the Aggregation Chain Pattern¶

P&L Facts¶

fct_pnl¶

fct_pnl_deal¶

fct_deal_pnl_current¶

fct_stress_deal¶

Delta / Risk Facts¶

fct_delta¶

fct_delta_profile¶

fct_delta_profile_period¶

Vega Facts¶

fct_vega¶

fct_vega_profile¶

fct_vega_var_pfolio¶

VaR Facts¶

fct_var_pfolio¶

15-Minute Volume Facts¶

fct_volume_15m¶

fct_volume_15m_deal¶

fct_volume_factor_deal¶

Index / Price Facts¶

fct_index_rate¶

fct_index_price_history¶

Deal Facts¶

fct_deal¶

fct_deal_side¶

fct_deal_fee¶

fct_deal_physcash¶

fct_deal_commodity_pricing¶

fct_deal_commodity_pricing_index¶

fct_deal_tran_info_history¶

fct_broker_fee¶

fct_cerqlar_deal¶

fct_futures_cascade¶

Schedule Facts¶

fct_schedule¶

fct_schedule_history¶

Settlement Facts¶

fct_settle_deal¶

fct_event_deal¶

Credit Exposure Facts (EWE)¶

fct_credit_exposure¶

fct_credit_exposure_month¶

fct_credit_stress_test¶

fct_credit_stress_test_month¶

fct_credit_pex_factor¶

Clearing Statement Facts (EWE)¶

fct_clearing_statement_open_position¶

Short-Term Power Facts (EWE)¶

Fixed-Price VWAP — Short-Term Desk¶

fct_ewe_volume_pwr_by_business_case_deal¶

fct_ewe_volume_pwr_by_business_case¶

Floating / Index Price — Short-Term Desk¶

fct_ewe_volume_pwr_floating_by_business_case_deal¶

fct_ewe_volume_pwr_floating_by_business_case¶

Quarterly Fixed-Price — Controlling¶

fct_volume_pwr_quarter_fixed_price_deal¶

fct_volume_pwr_quarter_fixed_price¶

Monitoring Facts (EWE)¶

fct_data_arrival¶

fct_sim_expectation¶

See Also¶

`fct_pnl`¶

`fct_pnl_deal`¶

`fct_deal_pnl_current`¶

`fct_stress_deal`¶

`fct_delta`¶

`fct_delta_profile`¶

`fct_delta_profile_period`¶

`fct_vega`¶

`fct_vega_profile`¶

`fct_vega_var_pfolio`¶

`fct_var_pfolio`¶

`fct_volume_15m`¶

`fct_volume_15m_deal`¶

`fct_volume_factor_deal`¶

`fct_index_rate`¶

`fct_index_price_history`¶

`fct_deal`¶

`fct_deal_side`¶

`fct_deal_fee`¶

`fct_deal_physcash`¶

`fct_deal_commodity_pricing`¶

`fct_deal_commodity_pricing_index`¶

`fct_deal_tran_info_history`¶

`fct_broker_fee`¶

`fct_cerqlar_deal`¶

`fct_futures_cascade`¶

`fct_schedule`¶

`fct_schedule_history`¶

`fct_settle_deal`¶

`fct_event_deal`¶

`fct_credit_exposure`¶

`fct_credit_exposure_month`¶

`fct_credit_stress_test`¶

`fct_credit_stress_test_month`¶

`fct_credit_pex_factor`¶

`fct_clearing_statement_open_position`¶

`fct_ewe_volume_pwr_by_business_case_deal`¶

`fct_ewe_volume_pwr_by_business_case`¶

`fct_ewe_volume_pwr_floating_by_business_case_deal`¶

`fct_ewe_volume_pwr_floating_by_business_case`¶

`fct_volume_pwr_quarter_fixed_price_deal`¶

`fct_volume_pwr_quarter_fixed_price`¶

`fct_data_arrival`¶

`fct_sim_expectation`¶