ASX Futures Monthly Markets Report for March 2023
Report Generation Time: Tue, 04 Apr 2023 10:17:45


Mth VolMth Vol%YTD 2023YTD 2022%Op IntOp Int%
Mar 2023Mar 2022Chg(64-Days)(63-Days)Chg20232022Chg
(23-Days)(23-Days)(Mth-End)(Mth-End)
EQUITY INDICES
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SPI 200AP2,123,8012,008,0865.76%3,886,8784,184,525-7.11%246,997242,3091.93%
S&P / ASX 200 A-REIT IndexAA15,74512,23528.69%19,02317,4419.07%2,1101,51139.64%
S&P / ASX 200 Financials-x-A-REIT IndexAF1,923267296.15%1,930325931.25%1,893537760.0%
S&P / ASX 200 Resources IndexAR159181-12.15%165226-26.99%6015300.0%
Mini-ASX SPI 200AM-77-100.0%-175-100.0%-15-100.0%
S&P /ASX 200 Gross TR IndexAT2,00823,060-91.29%3,84732,620-88.21%6086,000-89.87%
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Total EQUITY INDICES2,143,6362,043,6654.89%3,911,8434,235,019-7.63%251,668249,8550.73%


Mth VolMth Vol%YTD 2023YTD 2022%Op IntOp Int%
Mar 2023Mar 2022Chg(64-Days)(63-Days)Chg20232022Chg
(23-Days)(23-Days)(Mth-End)(Mth-End)
INTEREST RATES
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30 Day Interbank Cash RateIB247,10463,272290.54%510,536115,458342.18%124,80954,717128.1%
90-Day Bank BillsIR4,062,9102,287,73177.6%9,545,5855,170,64184.61%857,369937,254-8.52%
3 Year BondsYT6,382,7955,172,23923.4%12,296,33110,801,19413.84%761,592858,992-11.34%
5 Year BondsVT52,36894,997-44.87%74,587161,642-53.86%19,02229,554-35.64%
10 Year BondsXT6,862,2396,127,30511.99%12,123,97211,926,0771.66%1,006,364996,8930.95%
White Pack 1st yr IR Strip FuturesWP28-na28-na--na
Red Pack 2nd yr IR Strip FuturesRP--na125508-75.39%--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 BondsLT33,18042,872-22.61%39,29455,588-29.31%15,31319,757-22.49%
3 Year Bonds OvernightYO--na--na--na
3 Year Bonds Intra-DayYD10,422-na24,572-na--na
10 Year Bonds OvernightXO--na--na--na
10 Year Bonds Intra-DayXD--na--na--na
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Total INTEREST RATES17,651,04613,788,41628.01%34,615,03028,231,10822.61%2,784,4692,897,167-3.89%


Mth VolMth Vol%YTD 2023YTD 2022%Op IntOp Int%
Mar 2023Mar 2022Chg(64-Days)(63-Days)Chg20232022Chg
(23-Days)(23-Days)(Mth-End)(Mth-End)
COMMODITIES
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ASX Electricity Base Load Quarterly Futures NSWBN5,9087,472-20.93%14,86417,097-13.06%15,81517,713-10.72%
ASX Electricity Base Load Quarterly Futures QLDBQ5,50713,988-60.63%14,75132,158-54.13%40,28639,1003.03%
ASX Electricity Base Load Quarterly Futures SABS1719-10.53%135322-58.07%509995-48.84%
ASX Electricity Base Load Quarterly Futures VICBV4,3896,440-31.85%14,36813,7084.81%18,68020,855-10.43%
ASX Electricity Peak Load Quarterly Futures NSWPN-5-100.0%2169-69.57%85156-45.51%
ASX Electricity Peak Load Quarterly Futures QLDPQ--na150-98.0%-42-100.0%
ASX Electricity Peak Load Quarterly Futures SAPS--na--na--na
ASX Electricity Peak Load Quarterly Futures VICPV--na11142164.29%310686-54.81%
ASX Electricity Base Load $300 Cap Quarterly Futures NSWGN1,0641,217-12.57%4,4724,1986.53%6,0158,046-25.24%
ASX Electricity Base Load $300 Cap Quarterly Futures QLDGQ1,0081,339-24.72%3,9244,679-16.14%4,9064,5038.95%
ASX Electricity Base Load $300 Cap Quarterly Futures SAGS3814171.43%248373-33.51%1,0751,364-21.19%
ASX Electricity Base Load $300 Cap Quarterly Futures VICGV7081,029-31.2%1,9672,643-25.58%2,5693,346-23.22%
ASX Electricity Base Load Strip Futures NSWHN2,5706,230-58.75%6,63110,402-36.25%15,13113,9618.38%
ASX Electricity Base Load Strip Futures QLDHQ2,6356,798-61.24%8,67414,827-41.5%23,21725,047-7.31%
ASX Electricity Base Load Strip Futures SAHS-1-100.0%232-93.75%-30-100.0%
ASX Electricity Base Load Strip Futures VICHV9412,887-67.41%5,8155,836-0.36%14,01811,51821.71%
VIC Gas FuturesGX1047-78.72%178219-18.72%485586-17.24%
VIC Gas Strip FuturesGY--na-10-100.0%--na
WA WheatWK-244-100.0%-1,294-100.0%-1,214-100.0%
WA Wheat TenderedKK--na--na--na
Eastern Australia WheatWM3,90316,212-75.93%19,33950,592-61.77%4,27916,600-74.22%
Eastern Australia Wheat TenderedKM--na--na--na
Eastern Australia Feed BarleyUB-352-100.0%310457-32.17%-375-100.0%
Eastern Australia Feed Barley TenderedKB--na--na--na
ASX Electricity Base Load Monthly Futures NSWEN5-na5-na5-na
ASX Electricity Base Load Monthly Futures QLDEQ3050-40.0%3057-47.37%3050-40.0%
ASX Electricity Base Load Monthly Futures SAES--na--na--na
ASX Electricity Base Load Monthly Futures VICEV--na4310330.0%4210320.0%
ASX Electricity Peak Load Strip Futures NSWDN-1-100.0%-1-100.0%--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 NSWRN5769-17.39%3152956.78%--na
ASX Electricity Base Load $300 Cap Strip Futures QLDRQ17872147.22%56638048.95%--na
ASX Electricity Base Load $300 Cap Strip Futures SARS--na-50-100.0%--na
ASX Electricity Base Load $300 Cap Strip Futures VICRV1835-48.57%63588.62%--na
ASX Wallumbilla Natural Gas Calendar Quarter FuturesGK--na--na--na
ASX Wallumbilla Natural Gas Calendar Month FuturesGJ--na--na--na
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Total COMMODITIES28,98664,521-55.08%96,833159,859-39.43%147,457166,197-11.28%

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Total Exchange19,823,66815,896,60224.7%38,623,70632,625,98618.38%3,183,5943,313,219-3.91%
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Daily Average861,899691,15724.7%603,495517,87316.53%
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  • Quoted figures are based on latest available information at the time of report generation.
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