NZ End of Day Data - Futures Day Traded at close of trade date 03/07/23 Report Generation Time: Tue, 04 Jul 2023 05:26:00

BB - 90 Day Bank Bill (100 minus yield % p.a)
Expiry	Open	High	Low	Last	Sett	Sett Chg	Op Int	Op Int Chg	Volume
Sep 2023	94.21	94.21	94.19	94.19	94.20	-	54,360	-301	1,511
Dec 2023	94.19	94.19	94.12	94.15	94.15	-0.01	49,150	-24	637
Mar 2024	94.25	94.25	94.17	94.20	94.20	-0.02	29,214	-2,267	882
Jun 2024	94.47	94.47	94.37	94.41	94.42	-0.03	11,439	158	523
Sep 2024	94.77	94.77	94.71	94.73	94.73	-0.03	1,929	-1	124
Dec 2024	-	-	-	-	95.06	-0.03	78	-	-
Mar 2025	-	-	-	-	95.06	-0.03	-	-	-
Jun 2025	-	-	-	-	95.06	-0.03	-	-	-
Sep 2025	-	-	-	-	95.06	-0.03	-	-	-
Dec 2025	-	-	-	-	95.06	-0.03	-	-	-
Mar 2026	-	-	-	-	95.06	-0.03	-	-	-
Jun 2026	-	-	-	-	95.06	-0.03	-	-	-
Click here to view settlement price and volume graph							146,170	-2,435	3,677
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
Jun 2023	-	-	-	-	87.22	-0.33	3,143	-	-
Sep 2023	141.55	147.00	141.55	144.10	144.35	3.80	5,093	24	130
Dec 2023	103.65	103.65	103.55	103.60	103.70	6.75	5,334	11	36
Mar 2024	131.80	131.80	131.80	131.80	131.80	3.75	4,516	12	12
Jun 2024	193.60	196.10	193.60	196.10	196.10	7.80	3,493	-	60
Sep 2024	-	-	-	-	195.00	5.70	3,449	-	-
Dec 2024	103.00	103.05	103.00	103.05	103.05	1.55	3,517	17	24
Mar 2025	141.00	141.00	141.00	141.00	141.00	-	3,043	-	24
Jun 2025	196.80	200.85	196.80	200.85	200.85	6.85	3,423	-6	36
Sep 2025	196.80	201.40	196.80	201.40	201.30	7.30	2,948	-11	48
Dec 2025	-	-	-	-	109.40	-	3,221	-	-
Mar 2026	141.10	141.10	141.10	141.10	141.10	-	1,570	-	24
Jun 2026	196.30	202.45	196.30	202.35	202.35	8.85	1,191	-24	84
Sep 2026	197.95	202.10	197.95	202.10	202.00	7.00	1,164	-12	72
Dec 2026	108.00	108.00	108.00	108.00	108.00	-0.05	1,126	-	24
Click here to view settlement price and volume graph							46,231	11	574
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
Jun 2023	-	-	-	-	66.97	-0.18	2,396	-	-
Sep 2023	118.90	118.90	117.05	117.70	117.70	6.00	2,685	-	108
Dec 2023	80.50	80.50	80.50	80.50	80.50	5.55	2,857	-6	24
Mar 2024	99.90	99.90	99.90	99.90	99.90	2.90	2,762	-	12
Jun 2024	150.00	154.10	150.00	154.10	154.10	8.10	2,723	-24	131
Sep 2024	150.85	154.30	150.85	154.00	154.00	3.75	2,293	-6	72
Dec 2024	75.40	75.40	74.00	74.00	74.00	0.05	1,796	12	24
Mar 2025	-	-	-	-	105.50	-	1,089	-	-
Jun 2025	151.15	151.15	151.15	151.15	151.15	2.15	2,174	-12	12
Sep 2025	151.00	152.65	151.00	152.65	152.65	3.40	1,555	-12	48
Dec 2025	74.00	74.00	72.00	72.00	72.00	-1.60	772	24	72
Mar 2026	-	-	-	-	104.50	-	177	-	-
Jun 2026	-	-	-	-	149.00	-	421	-	-
Sep 2026	150.95	151.00	150.95	151.00	151.00	0.70	416	12	24
Dec 2026	72.50	72.50	72.00	72.00	72.00	-0.55	223	-12	36
Click here to view settlement price and volume graph							24,339	-24	563
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
Jun 2023	-	-	-	-	95.81	-0.99	2,480	-	-
Jul 2023	155.60	156.00	155.10	156.00	155.00	6.65	2,315	24	36
Aug 2023	152.30	157.45	152.30	157.45	154.50	3.20	2,337	72	72
Sep 2023	123.90	125.75	123.90	124.10	122.85	1.50	2,126	24	84
Oct 2023	114.80	114.85	114.80	114.85	114.85	5.75	758	-	24
Nov 2023	112.65	112.65	112.00	112.00	112.00	5.20	499	-44	28
Dec 2023	82.60	85.45	82.60	85.45	84.55	9.30	88	36	48
Jan 2024	-	-	-	-	131.80	-	-	-	-
Feb 2024	-	-	-	-	131.80	-	-	-	-
Mar 2024	-	-	-	-	131.80	-	-	-	-
Click here to view settlement price and volume graph							10,603	112	292
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
Jun 2023	-	-	-	-	70.36	-0.54	1,955	-	-
Jul 2023	124.85	126.80	124.85	126.80	124.80	6.65	2,060	12	48
Aug 2023	124.50	127.70	124.50	126.55	126.55	6.60	1,797	4	108
Sep 2023	100.10	104.00	100.10	102.75	101.20	4.70	1,269	-	96
Oct 2023	87.25	87.85	87.25	87.85	88.15	5.60	456	36	48
Nov 2023	86.15	86.15	86.15	86.15	86.45	3.95	265	12	12
Dec 2023	66.00	67.05	65.50	66.85	67.10	7.05	85	83	96
Jan 2024	-	-	-	-	99.90	-	-	-	-
Feb 2024	-	-	-	-	99.90	-	-	-	-
Mar 2024	-	-	-	-	99.90	-	-	-	-
Click here to view settlement price and volume graph							7,887	147	408
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
Jun 2023	-	-	-	-	131.02	-69.98	-	-	-
Sep 2023	-	-	-	-	170.95	-	10	-	-
Dec 2023	-	-	-	-	135.35	-	-	-	-
Mar 2024	-	-	-	-	154.00	-	-	-	-
Jun 2024	-	-	-	-	239.10	-	-	-	-
Sep 2024	-	-	-	-	240.40	-	-	-	-
Dec 2024	-	-	-	-	118.00	-	-	-	-
Mar 2025	-	-	-	-	193.00	-	-	-	-
Jun 2025	-	-	-	-	249.60	-	-	-	-
Sep 2025	-	-	-	-	249.60	-	-	-	-
Dec 2025	-	-	-	-	151.45	-	-	-	-
Mar 2026	-	-	-	-	191.75	-	-	-	-
Jun 2026	-	-	-	-	248.75	-	-	-	-
Sep 2026	-	-	-	-	248.75	-	-	-	-
Dec 2026	-	-	-	-	150.40	-	-	-	-
Click here to view settlement price and volume graph							10	-	-
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
Jun 2023	-	-	-	-	94.15	-77.85	-	-	-
Sep 2023	-	-	-	-	124.50	-	70	-	-
Dec 2023	-	-	-	-	107.65	-	20	-	-
Mar 2024	-	-	-	-	147.45	-	20	-	-
Jun 2024	-	-	-	-	178.95	-	50	-	-
Sep 2024	-	-	-	-	178.90	-	70	-	-
Dec 2024	-	-	-	-	108.40	-	20	-	-
Mar 2025	-	-	-	-	124.00	-	-	-	-
Jun 2025	-	-	-	-	180.45	-	10	-	-
Sep 2025	-	-	-	-	181.05	-	10	-	-
Dec 2025	-	-	-	-	92.00	-	-	-	-
Mar 2026	-	-	-	-	123.00	-	-	-	-
Jun 2026	-	-	-	-	154.50	-	-	-	-
Sep 2026	-	-	-	-	154.50	-	-	-	-
Dec 2026	-	-	-	-	91.00	-	-	-	-
Click here to view settlement price and volume graph							270	-	-

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.