The introduction of massive amounts of intermittent wind power raises challenges for the proper balancing of the power system. For a number of reasons combined cycle gas turbines are the back-up technology of consequence. Therefore, the flexibility needs of the power generation market are actually transferred to the gas market. A first step is proposed towards a model to quantitatively study this inter market flexibility. Results of our stylised model show that wind power intermittency causes CCGT production to become very variable. Line-pack flexibility appears to be the best suited instrument to respond to this variability both in size and in frequency. More accurate power and gas systems need to be modelled to obtain practically useful results, though.