Skip to main content
  1. Forward markets category / Reports / Tag: all tags

Forward markets reports

List view options

Created: 04 Dec 2014
2.4k over 3 months
49 adds 49 dashboard adds

This report shows the change in price for exchange traded instruments through time.

Created: 13 Aug 2015
1.9k over 3 months
29 adds 29 dashboard adds

This report shows are range of forward price curves for exchange traded instruments in the forward market. These price curves are compared against a simple average of the daily spot price and a 7-day moving average.

Created: 13 May 2019
764 over 3 months
18 adds 18 dashboard adds

This report shows trends in the proportion of a company's generation or demand that is exposed to the physical wholesale market. The report ignores any derivative or hedge positions held by the parent companies. A measure above zero represents a long position on physical generation while a measure below zero represents a short position on physical generation.

Created: 19 Oct 2015
740 over 3 months
51 adds 51 dashboard adds

The trade volume report presents the number of New Zealand electricity futures and options contracts traded each business day on the ASX exchange. Users are able drill down into the volume data by instrument, location, commodity, duration and maturity, or expiration date.

Created: 04 Dec 2014
390 over 3 months
53 adds 53 dashboard adds

This report shows the open interest in exchange traded products for New Zealand electricity forward market. Users can express this in GWh, contracts or dollars.

Created: 25 Jun 2019
389 over 3 months
9 adds 9 dashboard adds

This report calculates historical location factors for a region or node relative to a selected basis node. A location factor is simply the ratio energy prices at two different locations. They are commonly used to adjust prices from one node to what it might be at another node or in another region.

Created: 19 Oct 2015
378 over 3 months
27 adds 27 dashboard adds

This report shows the price changes in exchange traded instruments on different trade dates in a single report.

Created: 06 Jun 2019
367 over 3 months
35 adds 35 dashboard adds

This report derives the implied spot price for the remainder of a futures contract period from the bid-ask spread and trade within the contract period. A contract trade above the average spot price to-date indicates a market expectation that spot prices for the remainder of the contract will be higher (or vice versa).

Created: 25 Jun 2019
302 over 3 months
5 adds 5 dashboard adds

This report shows historical location factors for a region relative to a selected basis node. A location factor is simply the ratio energy prices at two different locations. They provide useful information when seeking to manage locational price risk and can be used to adjust prices from one node to what it might be at another node or in another region.

Trending forward markets reports
Forward price curves

Category  - Forward markets 141 this week

Settlement price trends

Category  - Forward markets 112 this week

Physical wholesale position

Category  - Forward markets 60 this week

Implied spot price

Category  - Forward markets 43 this week

Open interest

Category  - Forward markets 26 this week

Trending forward markets reports
Forward price curves

Category  - Forward markets 141 this week

Settlement price trends

Category  - Forward markets 112 this week

Physical wholesale position

Category  - Forward markets 60 this week

Implied spot price

Category  - Forward markets 43 this week

Open interest

Category  - Forward markets 26 this week

Latest forward markets discussions
New ASX futures and options trade volume report

Category  - Forward markets 30 days ago

ASX Settlement prices not loading – 17 Sept 2019

Category  - Forward markets 2 months ago

Latest forward markets discussions
New ASX futures and options trade volume report

Category  - Forward markets 30 days ago

ASX Settlement prices not loading – 17 Sept 2019

Category  - Forward markets 2 months ago