diff --git a/modules/80_optimization/nash/declarations.gms b/modules/80_optimization/nash/declarations.gms
index 0c56505c9..b00b11108 100644
--- a/modules/80_optimization/nash/declarations.gms
+++ b/modules/80_optimization/nash/declarations.gms
@@ -36,6 +36,11 @@ p80_defic_sum_rel(iteration)                "Surplus monetary value over all tim
 p80_etaLT_correct(all_enty,iteration)       "long term price correction factor in percent"
 p80_etaST_correct(tall,all_enty,iteration)  "short term price correction factor in percent"
 
+p80_Mport_iter(ttot,all_regi,all_enty,iteration)          "Imports over iterations"
+p80_Xport_iter(ttot,all_regi,all_enty,iteration)          "Exports over iterations"
+p80_prodPe_iter(ttot,all_regi,all_enty,iteration)         "PE production over iterations"
+p80_fuExtr_iter(ttot,all_regi,all_enty,rlf,iteration)     "Fuel extraction over iterations"
+
 p80_etaST_correct_safecopy(tall,all_enty,iteration)       "auxiliary parameter to remember short term price correction factor in percent, before new convergence adjustments"
 o80_counter_iteration_trade_ttot(ttot,all_enty,iteration) "auxiliary parameter to display in which iteration and for which item (ttot, trade) additional convergence measures were taken"
 o80_trackSurplusSign(ttot,all_enty,iteration)             "auxiliary parameter to track how long the surplus for an item (ttot, trade) had the same sign over iterations"
diff --git a/modules/80_optimization/nash/postsolve.gms b/modules/80_optimization/nash/postsolve.gms
index fed27621c..24d9abac8 100644
--- a/modules/80_optimization/nash/postsolve.gms
+++ b/modules/80_optimization/nash/postsolve.gms
@@ -22,12 +22,27 @@ p80_normalize0(ttot,regi,tradePe)$(ttot.val ge 2005) = max(0.5 * (sum(rlf, vm_fu
                                                         + p80_normalize0(ttot,regi,tradePe)$(pm_SolNonInfes(regi) eq 0) ,sm_eps);
 
 
+*** track exports and imports and fuel extraction and prodPe
+loop(ttot$(ttot.val ge 2005),
+  loop(regi,
+    loop(trade,
+      p80_Mport_iter(ttot,regi,trade,iteration) = vm_Mport.l(ttot,regi,trade);
+      p80_Mport_iter(ttot,regi,trade,iteration) = vm_Xport.l(ttot,regi,trade);
+    );
+    loop(entyPe,
+      p80_prodPe_iter(ttot,regi,entyPe,iteration)      = vm_prodPe.l(ttot,regi,entyPe);   
+      p80_fuExtr_iter(ttot,regi,entyPe,rlf,iteration)  = vm_fuExtr.l(ttot,regi,entyPe,rlf);
+    );
+  ); 
+); 
+
 ***calculate residual surplus on the markets
 loop(ttot$(ttot.val ge 2005),
   loop(trade$(NOT tradeSe(trade)),
-     p80_surplus(ttot,trade,iteration) = sum(regi, (vm_Xport.l(ttot,regi,trade) - vm_Mport.l(ttot,regi,trade))$(pm_SolNonInfes(regi) eq 1)
+    p80_surplus(ttot,trade,iteration) = sum(regi, (vm_Xport.l(ttot,regi,trade) - vm_Mport.l(ttot,regi,trade))$(pm_SolNonInfes(regi) eq 1)
                                                + (pm_Xport0(ttot,regi,trade) - p80_Mport0(ttot,regi,trade) )$(pm_SolNonInfes(regi) eq 0) );
-      ); 
+
+  ); 
 ); 
 
 *' calculate both the size of the price change due to the price change anticipation effect in percent, as well as