M-Power
Power procurement decisions deserve the same rigor as the rest of your commodity book.
Power markets are opaque. The advice you get on them usually isn't independent.
Schedule a callPower markets sit behind a layer of structural opacity that benefits the parties closest to execution. Suppliers price the contract. Brokers earn on the contract. Trading desks position around the contract. The participant making the procurement, hedging, or origination decision is often the only one without an independent view of what the contract is worth.
Solution
Every party in a power transaction has an analytical position.
The buyer rarely has the same one.
A lightweight, intelligent platform that puts you in control in fast moving markets.
01
Pricing without reference
Pricing without reference
Quotes for power products arrive without context. There is no screen for a five-year fixed-price block at a specific node — so participants either approve the number that comes back or push for a discount that may or may not exist in the curve.
02
Advisors with a book to run
Advisors with a book to run
Energy brokers, retail-channel advisors, and bank desks are compensated by suppliers or by transaction volume. Their advice is structurally aligned with closing a deal — not with whether the deal serves the participant on the other side of it.
03
Portfolios and books that drift
Portfolios and books that drift
Contracts and positions accumulate at different start dates, different terms, and different structures. Nobody is responsible for the portfolio as a whole — until a renewal, a capacity auction, or a market move forces a decision without enough time to analyze it.
An independent power-markets capability — built around the participant, not the trade.
M-Power combines market intelligence, contract analytics, procurement advisory, and execution support into a single retainer-based engagement. The work is anchored in the power exposures of the participant — and adapted to whether that participant is buying, selling, originating, or hedging.
Market Intelligence
Hub, basis, and forward curve context
Independent visibility into wholesale market dynamics across ISOs — forward curves, nodal basis behavior, capacity auction outcomes, and the structural factors driving them. Delivered in plain language for finance, operations, and origination teams.
Hub, basis, and forward curve context
Independent visibility into wholesale market dynamics across ISOs — forward curves, nodal basis behavior, capacity auction outcomes, and the structural factors driving them. Delivered in plain language for finance, operations, and origination teams.
Contract Analytics
Quote evaluation and contract review
Every quote evaluated against current curve, basis at the relevant node, and structural premium for the product type. Existing contracts reviewed for unfavorable pass-through clauses, swing tolerances, and termination economics.
Quote evaluation and contract review
Every quote evaluated against current curve, basis at the relevant node, and structural premium for the product type. Existing contracts reviewed for unfavorable pass-through clauses, swing tolerances, and termination economics.
Execution Support (always as agent)
RFP, RFQ, and counterparty coordination
Run a competitive process when the market supports one. Coordinate documentation, counterparty diligence, and execution mechanics. Your team makes the decisions; Mobius is available to support the process.
RFP, RFQ, and counterparty coordination
Run a competitive process when the market supports one. Coordinate documentation, counterparty diligence, and execution mechanics. Your team makes the decisions; Mobius is available to support the process.
Procurement & Hedge Strategy
Portfolio-level program design
A coordinated approach to your portfolio or book — staggered terms, blended hedge ratios, and structural diversification across products. Decisions made on a calendar that reflects market conditions, not just contract expiration dates.
Portfolio-level program design
A coordinated approach to your portfolio or book — staggered terms, blended hedge ratios, and structural diversification across products. Decisions made on a calendar that reflects market conditions, not just contract expiration dates.
Independent. Retainer-only. Built on twenty-plus years of commodity advisory across the energy complex.
Benefits you can see right away:
- Better organization of market interactions
- Transparent pricing without waiting for responses
- Streamlined operations for portfolio management
- Pricing when you need it—no waiting for advisors or banks
- Improved counterparty relationship management
- Reduced errors through standardized processes
- Integration with RiskNet platform for advanced analytics
