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.
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.
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).
This report shows the price changes in exchange traded instruments on different trade dates in a single report.
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.
The market depth report shows the number of New Zealand electricity futures and options contracts available to buy or sell averaged over ASX trading sessions. Users are able drill into the depth data by instrument, location, commodity, duration or maturity.
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.