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Created: 04 Dec 2014
16.3k over 3 months
58 adds 58 dashboard adds

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

Created: 13 Aug 2015
13.8k over 3 months
36 adds 36 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: 05 Feb 2020
1.1k over 3 months
13 adds 13 dashboard adds

ASX operates a voluntary market making regime to encourage liquidity in the trading of New Zealand electricity futures. Market makers sign a market maker incentive agreement with ASX and commit to undertaking a range of specified actions. This report presents the results of the market maker performance tests undertaken by ASX following the close of each trading session.

Created: 19 Oct 2015
960 over 3 months
56 adds 56 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: 28 Aug 2020
915 over 3 months
14 adds 14 dashboard adds

The bid-ask spread report presents the percentage spread of buy and sell quotes for New Zealand electricity futures and options exchange-traded contracts averaged over ASX trading sessions. Users are able drill down into the spread data by instrument, location, commodity, duration and maturity, or expiration date. Users may also focus in on just the market-making session.

Created: 25 Jun 2019
840 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.

Created: 25 Jun 2019
762 over 3 months
13 adds 13 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: 13 May 2019
634 over 3 months
19 adds 19 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: 06 Jun 2019
598 over 3 months
55 adds 55 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: 19 Oct 2015
441 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.

Trending forward markets reports
Forward price curves

Category  - Forward markets 1.7k this week

Settlement price trends

Category  - Forward markets 1.1k this week

Market making activity

Category  - Forward markets 102 this week

Implied spot price

Category  - Forward markets 101 this week

Location factor map

Category  - Forward markets 70 this week

Trending forward markets reports
Forward price curves

Category  - Forward markets 1.7k this week

Settlement price trends

Category  - Forward markets 1.1k this week

Market making activity

Category  - Forward markets 102 this week

Implied spot price

Category  - Forward markets 101 this week

Location factor map

Category  - Forward markets 70 this week

Latest forward markets discussions
New report on EMI – Bid-ask spread trends

Category  - Forward markets 51 days ago

New tool on EMI – Hedging with electricity futures contracts

Category  - Forward markets 5 months ago

Covid-19 related change to voluntary market-making regime

Category  - Forward markets 6 months ago

Latest forward markets discussions
New report on EMI – Bid-ask spread trends

Category  - Forward markets 51 days ago

New tool on EMI – Hedging with electricity futures contracts

Category  - Forward markets 5 months ago

Covid-19 related change to voluntary market-making regime

Category  - Forward markets 6 months ago