An ePD is a continuous mathematical description of the probability of all possible future outcomes. In other words, an ePD can provide a quantified value of the possibility of a significant change in the upcoming forecast. eDP’s contains a lot of additional information which will be useful for customers with sophisticated decision-making processes.

Information about the likely volatility of future forecasts may be used to minimise trading “churn”, reducing the number of times that the position is adjusted in response to an overly uncertain forecast.