ASX Futures Monthly Markets Report for February 2024
Report Generation Time: Mon, 04 Mar 2024 10:59:50


Mth VolMth Vol%YTD 2024YTD 2023%Op IntOp Int%
Feb 2024Feb 2023Chg(43-Days)(41-Days)Chg20242023Chg
(21-Days)(20-Days)(Mth-End)(Mth-End)
EQUITY INDICES
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SPI 200AP890,206923,166-3.57%1,709,3501,763,077-3.05%284,800320,030-11.01%
S&P / ASX 200 A-REIT IndexAA2,4452,593-5.71%3,1203,278-4.82%2,7734,760-41.74%
S&P / ASX 200 Financials-x-A-REIT IndexAF550.0%167128.57%161233.33%
S&P / ASX 200 Resources IndexAR144250.0%296383.33%201533.33%
Mini-ASX SPI 200AM--na--na--na
S&P /ASX 200 Gross TR IndexAT-622-100.0%-1,839-100.0%-1,200-100.0%
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Total EQUITY INDICES892,670926,390-3.64%1,712,5151,768,207-3.15%287,609326,017-11.78%


Mth VolMth Vol%YTD 2024YTD 2023%Op IntOp Int%
Feb 2024Feb 2023Chg(43-Days)(41-Days)Chg20242023Chg
(21-Days)(20-Days)(Mth-End)(Mth-End)
INTEREST RATES
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30 Day Interbank Cash RateIB117,246123,242-4.87%299,874263,43213.83%120,658103,94316.08%
90-Day Bank BillsIR3,037,0453,092,336-1.79%5,810,7455,482,6755.98%1,351,3141,169,91515.51%
3 Year BondsYT3,972,6513,328,37319.36%7,624,1235,913,53628.93%817,547809,5820.98%
5 Year BondsVT37,90811,826220.55%46,67222,219110.05%26,47422,62217.03%
10 Year BondsXT3,182,2162,815,54213.02%6,400,9245,261,73321.65%1,104,8691,123,398-1.65%
White Pack 1st yr IR Strip FuturesWP--na51-na--na
Red Pack 2nd yr IR Strip FuturesRP-28-100.0%15712525.6%--na
Green Pack 3rd yr IR Strip FuturesGP--na--na--na
2yr Bundle IR Strip FuturesRB--na--na--na
3yr Bundle IR Strip FuturesGB--na--na--na
20 Year BondsLT40,1394,898719.5%46,1186,114654.3%24,93816,97446.92%
3 Year Bonds OvernightYO--na--na--na
3 Year Bonds Intra-DayYD1,2005,400-77.78%3,80014,150-73.14%--na
10 Year Bonds OvernightXO--na--na--na
10 Year Bonds Intra-DayXD--na500-na--na
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Total INTEREST RATES10,388,4059,381,64510.73%20,232,96416,963,98419.27%3,445,8003,246,4346.14%


Mth VolMth Vol%YTD 2024YTD 2023%Op IntOp Int%
Feb 2024Feb 2023Chg(43-Days)(41-Days)Chg20242023Chg
(21-Days)(20-Days)(Mth-End)(Mth-End)
COMMODITIES
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ASX Electricity Base Load Quarterly Futures NSWBN6,6093,87670.51%14,0668,95657.06%20,25714,01944.5%
ASX Electricity Base Load Quarterly Futures QLDBQ6,2564,32944.51%14,4959,24456.8%32,37638,745-16.44%
ASX Electricity Base Load Quarterly Futures SABS19463133.33%342118189.83%479506-5.34%
ASX Electricity Base Load Quarterly Futures VICBV6,2743,53377.58%12,1389,97921.64%17,90017,2643.68%
ASX Electricity Peak Load Quarterly Futures NSWPN-3-100.0%21210.0%5985-30.59%
ASX Electricity Peak Load Quarterly Futures QLDPQ--na-1-100.0%--na
ASX Electricity Peak Load Quarterly Futures SAPS--na--na--na
ASX Electricity Peak Load Quarterly Futures VICPV-14-100.0%65111-41.44%1310-99.68%
ASX Electricity Base Load $300 Cap Quarterly Futures NSWGN9501,462-35.02%2,8833,408-15.4%5,7545,6402.02%
ASX Electricity Base Load $300 Cap Quarterly Futures QLDGQ5621,241-54.71%2,0192,916-30.76%5,0174,33115.84%
ASX Electricity Base Load $300 Cap Quarterly Futures SAGS6823300.0%455210116.67%9841,094-10.05%
ASX Electricity Base Load $300 Cap Quarterly Futures VICGV1,267393222.39%2,8481,259126.21%4,4142,27594.02%
ASX Electricity Base Load Strip Futures NSWHN2,8841,98045.66%4,8404,06119.18%8,29514,247-41.78%
ASX Electricity Base Load Strip Futures QLDHQ2,3412,421-3.3%5,0616,039-16.19%13,89922,061-37.0%
ASX Electricity Base Load Strip Futures SAHS27-na3821800.0%--na
ASX Electricity Base Load Strip Futures VICHV3,6392,00881.23%6,0954,87425.05%10,62113,681-22.37%
VIC Gas FuturesGX5-na85168-49.4%225485-53.61%
VIC Gas Strip FuturesGY--na--na--na
WA WheatWK--na--na--na
WA Wheat TenderedKK--na--na--na
Eastern Australia WheatWM10,75710,7080.46%17,94515,43616.25%13,8387,48384.93%
Eastern Australia Wheat TenderedKM--na--na--na
Eastern Australia Feed BarleyUB-185-100.0%-310-100.0%-125-100.0%
Eastern Australia Feed Barley TenderedKB--na--na--na
ASX Electricity Base Load Monthly Futures NSWEN20-na21-na25-na
ASX Electricity Base Load Monthly Futures QLDEQ--na19-na15-na
ASX Electricity Base Load Monthly Futures SAES--na--na--na
ASX Electricity Base Load Monthly Futures VICEV-5-100.0%243-95.35%242-95.24%
ASX Electricity Peak Load Strip Futures NSWDN--na--na--na
ASX Electricity Peak Load Strip Futures QLDDQ--na--na--na
ASX Electricity Peak Load Strip Futures SADS--na--na--na
ASX Electricity Peak Load Strip Futures VICDV--na--na--na
ASX Electricity Base Load $300 Cap Strip Futures NSWRN22231-90.48%83258-67.83%--na
ASX Electricity Base Load $300 Cap Strip Futures QLDRQ27200-86.5%72388-81.44%--na
ASX Electricity Base Load $300 Cap Strip Futures SARS--na43-na--na
ASX Electricity Base Load $300 Cap Strip Futures VICRV8314492.86%14445220.0%--na
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Total COMMODITIES41,98532,61128.74%83,78067,84723.48%134,161142,393-5.78%

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Total Exchange11,323,06010,340,6469.5%22,029,25918,800,03817.18%3,867,5703,714,8444.11%
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Daily Average539,193517,0324.29%512,308458,53811.73%
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  • Volumes quoted are Total Volumes which include on-market, off-market and no-traded volumes.
  • Quoted figures are based on latest available information at the time of report generation.
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