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This folder provides access to datasets that relate to the operation of the retail electricity market.


The wholesale folder provides access to a wide range of data relating to the operation of the wholesale electricity market. For example, final pricing raw case files, vSPD input GDX files, and CSV files containing final prices, half hourly metered data, bids and offers, and much more.

Ancillary services

This folder provides access to datasets that relate to the operation of markets for ancillary services. Electricity markets require ancillary services to ensure the quality and reliability of the electricity supply is maintained at acceptable levels. Offers to supply frequency keeping services are an example of the data available to be downloaded.

Forward markets

This folder provides access to information and datasets relating to forward markets. For example, the weekly report summarising activity on the ASX New Zealand electricity futures and options exchange and the New Zealand electricity hedge disclosure system. Forward markets can take many forms, and enable parties to manage price or location risks by trading contracts derived from the spot market for electricity.


Environmental factors such as weather can significantly influence outcomes in the electricity market. This folder provides access to environmental datasets. For example, lake levels and inflows into hydro storage reservoirs.

Supplementary information

This folder provides access to supplementary information that supports reports published elsewhere by the Electricity Authority. For example, the analysis undertaken to support a consultation project or an industry study.


vSPD is an independently audited, mathematical replica of the Scheduling, Pricing and Dispatch (SPD) market clearing engine used in the administration and operation of the New Zealand electricity market.


GEM, which stands for Generation Expansion Model, is a GAMS-based, long-term capacity expansion model of the New Zealand electricity sector.


Doasa is a version of the stochastic dual dynamic programming technique applied to the solution of hydro-thermal scheduling problems.


The Hydro Supply Security (HSS) test applies a deterministic methodology to calculate the risk of a storable hydro supply shortage by assuming that storable hydro is treated as the last resort supply of energy. The HSS test is encapsulated in a simplified version of the vSPD model.

Reports > Forward markets


Trade volumes – ETI

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Link to this report:


  1. The report is based on the trade volume of exchange-traded instruments, specifically New Zealand electricity futures and options contracts traded on the ASX platform.
  2. The Authority acquires ASX data on a subscription basis and receives it following the close of trade each day. See for a complete description of contract specification terms, including reference locations, units, commodity types, and contract durations.
  3. The series filter enables specific locations to be selected.
  4. Trade volume can be shown as a count of contracts traded, or the daily average number of contracts traded when ‘week’ or ‘month’ is selected on the time scale parameter. Weeks begin on a Monday.
  5. Maturity dates apply for all individual contracts for each instrument, commodity type and duration. Users are able to group sets of instruments by maturity and report aggregated measures for the each group. Short-dated contracts are taken to be those contracts maturing within the next 12 months of each trade date in a report. Conversely, long-dated contracts are those maturing more than 12 months hence. Calendar years group selected instruments maturing within a calendar year.
  6. Duration refers to the contract duration and are either monthly, quarterly, or calendar-year strips. Monthly contracts are introduced at the beginning of each quarter for the three months of the subsequent quarter. Quarterly contracts for all quarters in a year are introduced on the first trading day of the fourth quarter for the quarters of the year four years hence. Monthly and quarterly contracts may be traded from the time they are introduced until their date of expiration. Strips contain a strip of four quarterly contracts covering one calendar year. They are introduced at the beginning of the fourth quarter for the year four years hence, and may be traded up until the end of the first quarter in their year of expiration.
  7. Commodity types are baseload and peak. Baseload commodities refer to 0.1 MW of electrical energy per hour for every hour of the contract's duration. Peak commodities only exist for quarterly durations and refer to 0.1 MW of electrical energy per hour for all hours between 7:00am and 10:00pm on each business day within the contract's duration.
  8. For more information on specific terms and their definitions please visit the glossary on this website.
  9. Beginning on 9 November 2015, contract sizes were changed from 1.0 MW to 0.1 MW for all contracts traded on the ASX platform. For the purposes of consistent reporting on EMI, all contracts prior to 9 November 2015 were multiplied by ten and are now expressed as contract equivalents.