ASX Futures Monthly Markets Report for June 2024
Report Generation Time: Tue, 02 Jul 2024 10:20:10


Mth VolMth Vol%YTD 2024YTD 2023%Op IntOp Int%
Jun 2024Jun 2023Chg(127-Days)(127-Days)Chg20242023Chg
(20-Days)(22-Days)(Mth-End)(Mth-End)
EQUITY INDICES
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SPI 200AP1,743,8911,822,774-4.33%7,072,1107,428,587-4.8%287,936247,01816.56%
S&P / ASX 200 A-REIT IndexAA7,00514,638-52.15%18,64335,761-47.87%2,3395,127-54.38%
S&P / ASX 200 Financials-x-A-REIT IndexAF4146-10.87%943,876-97.57%111010.0%
S&P / ASX 200 Resources IndexAR16667147.76%41928049.64%449-91.84%
Mini-ASX SPI 200AM--na--na--na
S&P /ASX 200 Gross TR IndexAT-4,478-100.0%-12,804-100.0%--na
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Total EQUITY INDICES1,751,1031,842,003-4.93%7,091,2667,481,308-5.21%290,290252,20415.1%


Mth VolMth Vol%YTD 2024YTD 2023%Op IntOp Int%
Jun 2024Jun 2023Chg(127-Days)(127-Days)Chg20242023Chg
(20-Days)(22-Days)(Mth-End)(Mth-End)
INTEREST RATES
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30 Day Interbank Cash RateIB252,125282,403-10.72%1,170,0041,154,5101.34%148,206121,30722.17%
90-Day Bank BillsIR3,407,8283,263,6364.42%19,817,72717,371,11514.08%1,120,788910,01823.16%
3 Year BondsYT5,416,3385,292,3212.34%26,596,54623,928,73211.15%849,710758,91311.96%
5 Year BondsVT37,42548,328-22.56%151,899141,4367.4%19,36915,10028.27%
10 Year BondsXT6,677,7455,614,78418.93%27,283,63223,333,97916.93%1,037,970983,7075.52%
White Pack 1st yr IR Strip FuturesWP65-na11628314.29%--na
Red Pack 2nd yr IR Strip FuturesRP--na358125186.4%--na
Green Pack 3rd yr IR Strip FuturesGP--na2-na--na
2yr Bundle IR Strip FuturesRB--na297129600.0%--na
3yr Bundle IR Strip FuturesGB--na--na--na
20 Year BondsLT16,37338,357-57.31%233,15979,075194.86%28,62115,11289.39%
3 Year Bonds OvernightYO-800-100.0%2755,300-94.81%--na
3 Year Bonds Intra-DayYD2,50110,400-75.95%25,45163,201-59.73%--na
10 Year Bonds OvernightXO--na--na--na
10 Year Bonds Intra-DayXD--na500-na--na
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Total INTEREST RATES15,810,40014,551,0298.65%75,279,96666,077,50213.93%3,204,6642,804,15714.28%


Mth VolMth Vol%YTD 2024YTD 2023%Op IntOp Int%
Jun 2024Jun 2023Chg(127-Days)(127-Days)Chg20242023Chg
(20-Days)(22-Days)(Mth-End)(Mth-End)
COMMODITIES
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ASX Electricity Base Load Quarterly Futures NSWBN4,3483,24234.11%45,65352,185-12.52%23,29816,18343.97%
ASX Electricity Base Load Quarterly Futures QLDBQ4,0344,603-12.36%43,73859,853-26.92%30,12638,050-20.83%
ASX Electricity Base Load Quarterly Futures SABS8121285.71%737293151.54%49743314.78%
ASX Electricity Base Load Quarterly Futures VICBV4,6394,4474.32%47,49443,09410.21%20,67318,14613.93%
ASX Electricity Peak Load Quarterly Futures NSWPN-8-100.0%2752-48.08%5370-24.29%
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 VICPV5-na70203-65.52%6220-97.27%
ASX Electricity Base Load $300 Cap Quarterly Futures NSWGN77067114.75%7,0307,617-7.71%5,1595,261-1.94%
ASX Electricity Base Load $300 Cap Quarterly Futures QLDGQ460541-14.97%4,4206,295-29.79%4,6344,976-6.87%
ASX Electricity Base Load $300 Cap Quarterly Futures SAGS1420-30.0%69346947.76%821922-10.95%
ASX Electricity Base Load $300 Cap Quarterly Futures VICGV83054053.7%6,6423,48190.81%5,2352,421116.23%
ASX Electricity Base Load Strip Futures NSWHN1,4461,849-21.8%13,81516,313-15.31%6,0888,834-31.08%
ASX Electricity Base Load Strip Futures QLDHQ2,0592,980-30.91%16,65221,088-21.04%12,18617,622-30.85%
ASX Electricity Base Load Strip Futures SAHS11-na7251340.0%--na
ASX Electricity Base Load Strip Futures VICHV1,2271,502-18.31%17,84813,13835.85%8,56910,432-17.86%
VIC Gas FuturesGX10666.67%28225311.46%196399-50.88%
VIC Gas Strip FuturesGY--na5-na--na
WA WheatWK--na--na--na
WA Wheat TenderedKK--na--na--na
Eastern Australia WheatWM7,4086,59112.4%40,69038,2796.3%14,1639,23153.43%
Eastern Australia Wheat TenderedKM--na--na--na
Eastern Australia Feed BarleyUB-350-100.0%50661-92.44%50351-85.75%
Eastern Australia Feed Barley TenderedKB--na--na--na
ASX Electricity Base Load Monthly Futures NSWEN-1-100.0%261936.84%205300.0%
ASX Electricity Base Load Monthly Futures QLDEQ-5-100.0%3480-57.5%-70-100.0%
ASX Electricity Base Load Monthly Futures SAES--na--na--na
ASX Electricity Base Load Monthly Futures VICEV-27-100.0%2880-65.0%-5-100.0%
ASX Electricity Peak Load Strip Futures NSWDN-2-100.0%-2-100.0%--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 NSWRN5014257.14%300471-36.31%--na
ASX Electricity Base Load $300 Cap Strip Futures QLDRQ2950-42.0%182686-73.47%--na
ASX Electricity Base Load $300 Cap Strip Futures SARS--na57-na--na
ASX Electricity Base Load $300 Cap Strip Futures VICRV8112575.0%52598435.71%--na
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Total COMMODITIES27,50227,4820.07%247,070264,716-6.67%131,774133,631-1.39%

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Total Exchange17,589,00516,420,5147.12%82,618,30273,823,52611.91%3,626,7283,189,99213.69%
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Daily Average879,450746,38717.83%650,538581,28811.91%
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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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