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Forward markets reports

Tagged with: Exchange-traded

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Created: 04 Dec 2014
15.7k over 3 months
60 adds 60 dashboard adds

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

Created: 13 Aug 2015
8.9k over 3 months
44 adds 44 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
873 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: 06 Jun 2019
418 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
392 over 3 months
28 adds 28 dashboard adds

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

Created: 19 Oct 2015
375 over 3 months
58 adds 58 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
313 over 3 months
55 adds 55 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: 23 Dec 2020
305 over 3 months
2 adds 2 dashboard adds

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.

Created: 28 Aug 2020
274 over 3 months
15 adds 15 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.

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Trending forward markets reports
Settlement price trends

Category  - Forward markets 1.3k this week

Forward price curves

Category  - Forward markets 886 this week

Bid-ask spread trends

Category  - Forward markets 120 this week

Market making activity

Category  - Forward markets 105 this week

Location factor calculator

Category  - Forward markets 97 this week

Latest forward markets discussions
New report on EMI – Market depth

Category  - Forward markets 6 months ago

New report on EMI – Bid-ask spread trends

Category  - Forward markets 11 months ago

New tool on EMI – Hedging with electricity futures contracts

Category  - Forward markets 15 months ago

Latest forward markets discussions
New report on EMI – Market depth

Category  - Forward markets 6 months ago

New report on EMI – Bid-ask spread trends

Category  - Forward markets 11 months ago

New tool on EMI – Hedging with electricity futures contracts

Category  - Forward markets 15 months ago