NZ End of Day Data - Futures Day Traded at close of trade date 26/01/26 Report Generation Time: Tue, 27 Jan 2026 05:26:05

BB - 90 Day Bank Bill (100 minus yield % p.a)
Expiry	Open	High	Low	Last	Sett	Sett Chg	Op Int	Op Int Chg	Volume
Mar 2026	-	-	-	-	97.50	0.01	92,877	119	-
Jun 2026	97.35	97.35	97.32	97.34	97.35	-	109,192	77	547
Sep 2026	97.15	97.17	97.11	97.16	97.16	-	59,141	-2,549	553
Dec 2026	96.90	96.92	96.87	96.89	96.89	-0.01	31,504	190	217
Mar 2027	96.65	96.65	96.65	96.65	96.68	-	4,158	1	1
Jun 2027	-	-	-	-	96.47	-	200	-	-
Sep 2027	-	-	-	-	96.32	-	1,400	-	-
Dec 2027	-	-	-	-	96.22	-	1,400	-	-
Mar 2028	-	-	-	-	96.22	-	-	-	-
Jun 2028	-	-	-	-	96.22	-	-	-	-
Sep 2028	-	-	-	-	96.22	-	-	-	-
Dec 2028	-	-	-	-	96.22	-	-	-	-
Click here to view settlement price and volume graph							299,872	-2,162	1,318
EA - ASX NZ Electricity Base Load Quarterly Futures OTA (NZ$ per megawatt hour)
Expiry	Open	High	Low	Last	Sett	Sett Chg	Op Int	Op Int Chg	Volume
Mar 2026	66.20	66.20	64.10	65.50	65.50	-3.00	5,742	18	72
Jun 2026	185.00	185.00	180.55	184.50	184.50	-4.00	5,852	-16	116
Sep 2026	198.10	198.10	190.10	193.30	193.20	-6.80	7,179	72	162
Dec 2026	118.00	118.00	118.00	118.00	118.00	-1.60	5,822	-12	12
Mar 2027	-	-	-	-	161.15	-	3,391	-	-
Jun 2027	215.00	215.00	212.00	212.00	212.00	-5.95	4,486	12	86
Sep 2027	211.15	211.15	210.00	210.55	210.55	-4.45	4,357	15	48
Dec 2027	100.95	102.25	100.95	102.25	102.25	-0.20	3,723	-24	108
Mar 2028	150.55	150.55	150.40	150.40	150.40	-2.60	2,213	-18	36
Jun 2028	208.05	208.50	208.05	208.50	208.50	-3.45	1,565	-5	18
Sep 2028	207.60	207.60	207.60	207.60	207.60	-2.40	1,612	13	12
Dec 2028	105.05	105.05	102.75	102.75	102.75	-2.50	1,593	-	72
Mar 2029	149.00	149.00	147.00	147.00	147.00	-2.50	565	6	72
Jun 2029	-	-	-	-	199.00	-	524	-	-
Sep 2029	194.95	194.95	194.95	194.95	194.95	-3.85	383	-12	24
Dec 2029	100.00	100.00	99.95	100.00	100.00	-1.00	440	12	60
Click here to view settlement price and volume graph							49,447	61	898
EE - ASX NZ Electricity Base Load Quarterly Futures BEN (NZ$ per megawatt hour)
Expiry	Open	High	Low	Last	Sett	Sett Chg	Op Int	Op Int Chg	Volume
Mar 2026	46.05	46.05	43.80	43.80	43.80	-3.40	4,552	-40	48
Jun 2026	162.80	163.75	159.00	163.75	163.75	-4.25	4,073	60	156
Sep 2026	179.50	179.50	171.60	175.00	175.00	-6.95	4,038	50	120
Dec 2026	103.50	103.50	103.50	103.50	103.50	-1.55	2,622	-	12
Mar 2027	135.60	135.60	133.75	133.75	134.05	-5.30	2,530	12	48
Jun 2027	191.00	191.00	191.00	191.00	191.00	-3.90	2,660	50	62
Sep 2027	188.00	188.00	188.00	188.00	187.90	-3.10	2,261	-	12
Dec 2027	85.25	85.25	85.25	85.25	85.25	-0.45	2,180	-13	12
Mar 2028	125.90	125.90	124.50	124.50	124.50	-4.25	1,073	20	60
Jun 2028	185.40	185.40	185.35	185.35	185.35	-3.85	1,477	12	36
Sep 2028	182.50	182.50	182.40	182.40	182.40	-3.60	1,415	-7	36
Dec 2028	85.95	86.20	84.25	85.00	85.00	-1.90	757	12	72
Mar 2029	125.95	125.95	124.40	124.90	124.90	-2.85	276	12	84
Jun 2029	-	-	-	-	177.10	-	372	-	-
Sep 2029	-	-	-	-	172.30	-	478	-	-
Dec 2029	82.25	82.25	81.40	82.00	82.00	-0.65	206	-7	55
Click here to view settlement price and volume graph							30,970	161	813
ED - ASX NZ Electricity Base Load Monthly Futures OTA (NZ$ per megawatt hour)
Expiry	Open	High	Low	Last	Sett	Sett Chg	Op Int	Op Int Chg	Volume
Jan 2026	7.10	7.45	7.10	7.45	7.50	-0.95	1,400	-23	36
Feb 2026	75.75	75.75	71.05	73.00	74.00	-2.00	1,853	3	144
Mar 2026	116.95	117.50	113.00	113.10	115.80	-6.00	1,387	10	108
Apr 2026	163.60	163.60	159.40	159.40	159.80	-7.70	774	19	48
May 2026	191.00	191.00	183.65	185.90	186.40	-1.65	373	8	108
Jun 2026	205.35	206.75	203.10	206.75	207.30	-2.70	490	-46	60
Jul 2026	-	-	-	-	193.20	-6.80	-	-	-
Aug 2026	-	-	-	-	193.20	-6.80	-	-	-
Sep 2026	-	-	-	-	193.20	-6.80	-	-	-
Click here to view settlement price and volume graph							6,277	-29	504
EH - ASX NZ Electricity Base Load Monthly Futures BEN (NZ$ per megawatt hour)
Expiry	Open	High	Low	Last	Sett	Sett Chg	Op Int	Op Int Chg	Volume
Jan 2026	3.25	3.80	3.25	3.80	3.10	-0.40	1,183	19	48
Feb 2026	34.50	37.00	34.00	34.50	34.00	-2.10	2,043	-42	162
Mar 2026	100.50	100.50	93.35	93.75	93.35	-7.55	1,240	6	138
Apr 2026	140.80	141.25	136.70	141.25	141.45	-3.10	630	-24	96
May 2026	165.00	167.55	164.20	166.35	166.45	-3.50	255	-8	52
Jun 2026	182.55	184.75	180.70	183.00	183.30	-6.15	248	8	60
Jul 2026	-	-	-	-	175.00	-6.95	-	-	-
Aug 2026	-	-	-	-	175.00	-6.95	-	-	-
Sep 2026	-	-	-	-	175.00	-6.95	-	-	-
Click here to view settlement price and volume graph							5,599	-41	556
EC - ASX NZ Electricity Peak Load Quarterly Futures OTA (NZ$ per megawatt hour)
Expiry	Open	High	Low	Last	Sett	Sett Chg	Op Int	Op Int Chg	Volume
Mar 2026	-	-	-	-	191.75	-	-	-	-
Jun 2026	-	-	-	-	248.75	-	-	-	-
Sep 2026	-	-	-	-	248.75	-	-	-	-
Dec 2026	-	-	-	-	150.40	-	-	-	-
Mar 2027	-	-	-	-	150.40	-	-	-	-
Jun 2027	-	-	-	-	150.40	-	-	-	-
Sep 2027	-	-	-	-	150.40	-	-	-	-
Dec 2027	-	-	-	-	150.40	-	-	-	-
Mar 2028	-	-	-	-	150.40	-	-	-	-
Jun 2028	-	-	-	-	150.40	-	-	-	-
Sep 2028	-	-	-	-	150.40	-	-	-	-
Dec 2028	-	-	-	-	150.40	-	-	-	-
Mar 2029	-	-	-	-	150.40	-	-	-	-
Jun 2029	-	-	-	-	150.40	-	-	-	-
Sep 2029	-	-	-	-	150.40	-	-	-	-
Dec 2029	-	-	-	-	150.40	-	-	-	-
Click here to view settlement price and volume graph							-	-	-
EG - ASX NZ Electricity Peak Load Quarterly Futures BEN (NZ$ per megawatt hour)
Expiry	Open	High	Low	Last	Sett	Sett Chg	Op Int	Op Int Chg	Volume
Mar 2026	-	-	-	-	123.00	-	-	-	-
Jun 2026	-	-	-	-	154.50	-	-	-	-
Sep 2026	-	-	-	-	154.50	-	-	-	-
Dec 2026	-	-	-	-	91.00	-	-	-	-
Mar 2027	-	-	-	-	91.00	-	-	-	-
Jun 2027	-	-	-	-	91.00	-	-	-	-
Sep 2027	-	-	-	-	91.00	-	-	-	-
Dec 2027	-	-	-	-	91.00	-	-	-	-
Mar 2028	-	-	-	-	91.00	-	-	-	-
Jun 2028	-	-	-	-	91.00	-	-	-	-
Sep 2028	-	-	-	-	91.00	-	-	-	-
Dec 2028	-	-	-	-	91.00	-	-	-	-
Mar 2029	-	-	-	-	91.00	-	-	-	-
Jun 2029	-	-	-	-	91.00	-	-	-	-
Sep 2029	-	-	-	-	91.00	-	-	-	-
Dec 2029	-	-	-	-	91.00	-	-	-	-
Click here to view settlement price and volume graph							-	-	-
CN - ASX New Zealand Unit Futures (ASX New Zealand Unit Futures)
Expiry	Open	High	Low	Last	Sett	Sett Chg	Op Int	Op Int Chg	Volume
May 2026	-	-	-	-	33.35	-	437	-	-
May 2027	-	-	-	-	34.08	-	5	-	-
May 2028	-	-	-	-	35.33	-	5	-	-
May 2029	-	-	-	-	36.96	-	5	-	-
May 2030	-	-	-	-	38.46	-	5	-	-
Click here to view settlement price and volume graph							457	-	-

Quoted figures are based on latest available information at the time of report generation. Although ASX Limited ABN 98 008 624 691 and its related bodies corporate (“ASX”) has made every effort to ensure the accuracy of the information as at the date of publication, ASX does not give any warranty or representation as to the accuracy, reliability or completeness of the information. To the extent permitted by law, ASX and its employees, officers and contractors shall not be liable for any loss or damage arising in any way (including by way of negligence) from or in connection with any information provided or omitted or from any one acting or refraining to act in reliance on this information.