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Forward markets reports

Tagged with: Exchange-traded

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Created: 04 Dec 2014
15.1k over 3 months
61 adds 61 dashboard adds

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

Created: 13 Aug 2015
6.5k over 3 months
47 adds 47 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
1k over 3 months
15 adds 15 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: 04 Dec 2014
441 over 3 months
57 adds 57 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: 19 Oct 2015
440 over 3 months
59 adds 59 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: 06 Jun 2019
437 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: 28 Aug 2020
380 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.

Created: 19 Oct 2015
358 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: 23 Dec 2020
210 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.

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Trending forward markets reports
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Category  - Forward markets 1.2k this week

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Category  - Forward markets 333 this week

Location factor calculator

Category  - Forward markets 164 this week

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Category  - Forward markets 149 this week

Market making activity

Category  - Forward markets 117 this week

Latest forward markets discussions
New report on EMI – Market depth

Category  - Forward markets 9 months ago

New report on EMI – Bid-ask spread trends

Category  - Forward markets 14 months ago

New tool on EMI – Hedging with electricity futures contracts

Category  - Forward markets 18 months ago

Latest forward markets discussions
New report on EMI – Market depth

Category  - Forward markets 9 months ago

New report on EMI – Bid-ask spread trends

Category  - Forward markets 14 months ago

New tool on EMI – Hedging with electricity futures contracts

Category  - Forward markets 18 months ago