Forward markets reports
This report shows the change in price for exchange traded instruments through time.
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.
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).
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.
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.
This report shows the price changes in exchange traded instruments on different trade dates in a single report.