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Forward markets reports

Tagged with: Exchange-traded

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Created: 04 Dec 2014
13.3k over 3 months
57 adds 57 dashboard adds

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

Created: 13 Aug 2015
5.5k over 3 months
35 adds 35 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
754 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
753 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: 11 Aug 2020
631 over 3 months
1 add 1 dashboard add

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: 06 Jun 2019
361 over 3 months
51 adds 51 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
345 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: 04 Dec 2014
325 over 3 months
54 adds 54 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.

Trending forward markets reports
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Trending forward markets reports
Settlement price trends

Category  - Forward markets 1.1k this week

Forward price curves

Category  - Forward markets 526 this week

Bid-ask spread trends

Category  - Forward markets 205 this week

Market making activity

Category  - Forward markets 61 this week

Location factor map

Category  - Forward markets 56 this week

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

Category  - Forward markets 5 days ago

New tool on EMI – Hedging with electricity futures contracts

Category  - Forward markets 3 months ago

Covid-19 related change to voluntary market-making regime

Category  - Forward markets 4 months ago

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

Category  - Forward markets 5 days ago

New tool on EMI – Hedging with electricity futures contracts

Category  - Forward markets 3 months ago

Covid-19 related change to voluntary market-making regime

Category  - Forward markets 4 months ago