ASX Futures Monthly Markets Report for October 2024
Report Generation Time: Mon, 04 Nov 2024 10:28:02


Mth VolMth Vol%YTD 2024YTD 2023%Op IntOp Int%
Oct 2024Oct 2023Chg(216-Days)(214-Days)Chg20242023Chg
(23-Days)(22-Days)(Mth-End)(Mth-End)
EQUITY INDICES
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SPI 200AP808,8431,104,574-26.77%11,429,97712,209,660-6.39%226,765231,148-1.9%
S&P / ASX 200 A-REIT IndexAA67457816.61%32,81249,595-33.84%1,3811,384-0.22%
S&P / ASX 200 Financials-x-A-REIT IndexAF27-71.43%1203,924-96.94%310-70.0%
S&P / ASX 200 Resources IndexAR1,094912055.56%2,066585253.16%17535400.0%
Mini-ASX SPI 200AM--na--na--na
S&P /ASX 200 Gross TR IndexAT--na-29,292-100.0%--na
S&P/ASX 200 ex 100 TR IndexAS--na--na--na
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Total EQUITY INDICES810,6131,105,168-26.65%11,464,97512,293,056-6.74%228,324232,577-1.83%


Mth VolMth Vol%YTD 2024YTD 2023%Op IntOp Int%
Oct 2024Oct 2023Chg(216-Days)(214-Days)Chg20242023Chg
(23-Days)(22-Days)(Mth-End)(Mth-End)
INTEREST RATES
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30 Day Interbank Cash RateIB60,631279,550-78.31%1,774,9411,924,604-7.78%73,616127,731-42.37%
90-Day Bank BillsIR3,491,9762,898,58320.47%33,841,98028,134,51920.29%1,351,7981,171,64915.38%
3 Year BondsYT4,717,1823,906,28920.76%46,921,96138,740,72221.12%869,910823,8545.59%
5 Year BondsVT8,31936,097-76.95%211,500238,995-11.5%13,20530,100-56.13%
10 Year BondsXT4,254,7104,116,6943.35%46,945,54839,011,23720.34%1,070,5661,218,769-12.16%
White Pack 1st yr IR Strip FuturesWP-36-100.0%1,050105900.0%--na
Red Pack 2nd yr IR Strip FuturesRP-166-100.0%1,415300371.67%--na
Green Pack 3rd yr IR Strip FuturesGP--na2-na--na
2yr Bundle IR Strip FuturesRB5617229.41%353181861.11%--na
3yr Bundle IR Strip FuturesGB--na--na--na
20 Year BondsLT7,5716,41717.98%343,536135,621153.31%22,59317,04532.55%
3 Year Bonds OvernightYO-2,250-100.0%27512,300-97.76%--na
3 Year Bonds Intra-DayYD14,8654,900203.37%73,91672,0012.66%--na
10 Year Bonds OvernightXO--na--na--na
10 Year Bonds Intra-DayXD--na500-na--na
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Total INTEREST RATES12,555,31011,250,99911.59%130,116,977108,270,42220.18%3,401,6883,389,1480.37%


Mth VolMth Vol%YTD 2024YTD 2023%Op IntOp Int%
Oct 2024Oct 2023Chg(216-Days)(214-Days)Chg20242023Chg
(23-Days)(22-Days)(Mth-End)(Mth-End)
COMMODITIES
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ASX Electricity Base Load Quarterly Futures NSWBN6,4157,348-12.7%70,01973,266-4.43%15,32914,8813.01%
ASX Electricity Base Load Quarterly Futures QLDBQ4,4397,242-38.7%61,75881,780-24.48%21,26631,069-31.55%
ASX Electricity Base Load Quarterly Futures SABS123185-33.51%1,13864676.16%45034231.58%
ASX Electricity Base Load Quarterly Futures VICBV5,0995,455-6.53%68,26158,52916.63%15,46614,3128.06%
ASX Electricity Peak Load Quarterly Futures NSWPN73133.33%4068-41.18%3854-29.63%
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 VICPV266-96.97%72365-80.27%466-93.94%
ASX Electricity Base Load $300 Cap Quarterly Futures NSWGN2,1582,307-6.46%12,84813,600-5.53%4,9835,180-3.8%
ASX Electricity Base Load $300 Cap Quarterly Futures QLDGQ1,2811,306-1.91%8,91110,026-11.12%4,6424,919-5.63%
ASX Electricity Base Load $300 Cap Quarterly Futures SAGS30416386.5%1,60590577.35%96966445.93%
ASX Electricity Base Load $300 Cap Quarterly Futures VICGV1,3231,04326.85%11,9316,73077.28%4,4382,61269.91%
ASX Electricity Base Load Strip Futures NSWHN1,0302,491-58.65%19,68126,394-25.43%6,61512,625-47.6%
ASX Electricity Base Load Strip Futures QLDHQ1,9752,869-31.16%23,47331,704-25.96%12,75621,349-40.25%
ASX Electricity Base Load Strip Futures SAHS-17-100.0%9122313.64%--na
ASX Electricity Base Load Strip Futures VICHV7573,309-77.12%20,87720,2413.14%8,18213,088-37.48%
VIC Gas FuturesGX1981-76.54%350456-23.25%80224-64.29%
VIC Gas Strip FuturesGY--na5-na--na
Wallumbilla Natural Gas FuturesGZ24-na52-na40-na
WA WheatWK--na--na--na
WA Wheat TenderedKK--na--na--na
Eastern Australia WheatWM6,9099,918-30.34%62,64164,880-3.45%19,86419,4791.98%
Eastern Australia Wheat TenderedKM--na--na--na
Eastern Australia Feed BarleyUB120150-20.0%7951,212-34.41%74540086.25%
Eastern Australia Feed Barley TenderedKB--na--na--na
ASX Electricity Base Load Monthly Futures NSWEN-5-100.0%463339.39%-9-100.0%
ASX Electricity Base Load Monthly Futures QLDEQ-7-100.0%34158-78.48%-7-100.0%
ASX Electricity Base Load Monthly Futures SAES--na--na--na
ASX Electricity Base Load Monthly Futures VICEV225340.0%8795-8.42%--na
ASX Electricity Peak Load Strip Futures NSWDN--na-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 NSWRN20285137.65%712796-10.55%--na
ASX Electricity Base Load $300 Cap Strip Futures QLDRQ2031-35.48%496905-45.19%--na
ASX Electricity Base Load $300 Cap Strip Futures SARS22-na169-na--na
ASX Electricity Base Load $300 Cap Strip Futures VICRV814-42.86%678258162.79%--na
ASX Australian Carbon Credit Unit FuturesCA--na102-na40-na
ASX Large Generation Certificate FuturesCL--na--na--na
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Total COMMODITIES32,25944,100-26.85%366,872393,072-6.67%115,907141,280-17.96%

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Total Exchange13,398,18212,400,2678.05%141,948,824120,956,55017.36%3,745,9193,763,005-0.45%
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Daily Average582,530563,6493.35%657,170565,21816.27%
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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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