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Forward markets tools

At this point in time we have just the one forward markets tool – an interactive dashboard to simulate outcomes associated with using New Zealand electricity futures contracts to hedge electricity purchases in the wholesale market.

Hedging with electricity futures contracts

This tool allows users to simulate the hedging of electricity purchases in the wholesale electricity market by choosing how many New Zealand base load electricity futures contracts to purchase and when to purchase them. It then uses actual historical data from ASX to compute the daily cost of maintaining the purchased position. Taking account of spot prices then enables an ex post breakdown of all hedging cost components to be calculated and presented, culminating in the final net cost of the hedged purchases. In so doing, the ASX margin maintenance and settlement process is demonstrated.

Latest tools discussions
New tool on EMI – Hedging with electricity futures contracts

Category  - Forward markets 3 months ago

GDX files for vSPD

Category  - Wholesale 4 months ago

vSPD training workshop – Feb 2020

Category  - Wholesale 5 months ago

ICP connection data access via MS Excel?

Category  - Retail 17 months ago

Latest tools discussions
New tool on EMI – Hedging with electricity futures contracts

Category  - Forward markets 3 months ago

GDX files for vSPD

Category  - Wholesale 4 months ago

vSPD training workshop – Feb 2020

Category  - Wholesale 5 months ago

ICP connection data access via MS Excel?

Category  - Retail 17 months ago