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