ASX Futures Monthly Markets Report for June 2023
Report Generation Time: Tue, 04 Jul 2023 10:02:48


Mth VolMth Vol%YTD 2023YTD 2022%Op IntOp Int%
Jun 2023Jun 2022Chg(127-Days)(126-Days)Chg20232022Chg
(22-Days)(22-Days)(Mth-End)(Mth-End)
EQUITY INDICES
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SPI 200AP1,822,7741,927,931-5.45%7,428,5877,947,191-6.53%247,018251,133-1.64%
S&P / ASX 200 A-REIT IndexAA14,6387,312100.19%35,76127,91828.09%5,1273,90331.36%
S&P / ASX 200 Financials-x-A-REIT IndexAF4666-30.3%3,8761103423.64%10100.0%
S&P / ASX 200 Resources IndexAR6720235.0%28025310.67%495880.0%
Mini-ASX SPI 200AM-84-100.0%-304-100.0%-23-100.0%
S&P /ASX 200 Gross TR IndexAT4,4786,000-25.37%12,80438,620-66.85%--na
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Total EQUITY INDICES1,842,0031,941,413-5.12%7,481,3088,014,396-6.65%252,204255,074-1.13%


Mth VolMth Vol%YTD 2023YTD 2022%Op IntOp Int%
Jun 2023Jun 2022Chg(127-Days)(126-Days)Chg20232022Chg
(22-Days)(22-Days)(Mth-End)(Mth-End)
INTEREST RATES
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30 Day Interbank Cash RateIB282,403139,808101.99%1,154,510496,834132.37%121,30757,531110.86%
90-Day Bank BillsIR3,263,6362,631,87924.0%17,371,11511,677,65948.76%910,018883,4613.01%
3 Year BondsYT5,292,3215,030,0535.21%23,928,73222,115,4588.2%758,913773,860-1.93%
5 Year BondsVT48,32878,587-38.5%141,436296,949-52.37%15,10024,462-38.27%
10 Year BondsXT5,614,7846,123,706-8.31%23,333,97924,491,780-4.73%983,7071,001,191-1.75%
White Pack 1st yr IR Strip FuturesWP-52-100.0%28348-91.95%--na
Red Pack 2nd yr IR Strip FuturesRP-5-100.0%1251,468-91.49%--na
Green Pack 3rd yr IR Strip FuturesGP--na--na--na
2yr Bundle IR Strip FuturesRB--na1-na--na
3yr Bundle IR Strip FuturesGB--na--na--na
20 Year BondsLT38,35744,813-14.41%79,075114,921-31.19%15,11218,160-16.78%
3 Year Bonds OvernightYO800850-5.88%5,300850523.53%--na
3 Year Bonds Intra-DayYD10,400-na63,201-na--na
10 Year Bonds OvernightXO--na--na--na
10 Year Bonds Intra-DayXD--na--na--na
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Total INTEREST RATES14,551,02914,049,7533.57%66,077,50259,196,26711.62%2,804,1572,758,6651.65%


Mth VolMth Vol%YTD 2023YTD 2022%Op IntOp Int%
Jun 2023Jun 2022Chg(127-Days)(126-Days)Chg20232022Chg
(22-Days)(22-Days)(Mth-End)(Mth-End)
COMMODITIES
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ASX Electricity Base Load Quarterly Futures NSWBN3,2422,92310.91%52,18547,9808.76%16,18317,359-6.77%
ASX Electricity Base Load Quarterly Futures QLDBQ4,6036,476-28.92%59,85385,289-29.82%38,05040,751-6.63%
ASX Electricity Base Load Quarterly Futures SABS2146-54.35%293689-57.47%433743-41.72%
ASX Electricity Base Load Quarterly Futures VICBV4,4473,35332.63%43,09438,42012.17%18,14619,562-7.24%
ASX Electricity Peak Load Quarterly Futures NSWPN821-61.9%52152-65.79%7096-27.08%
ASX Electricity Peak Load Quarterly Futures QLDPQ--na190-98.89%-9-100.0%
ASX Electricity Peak Load Quarterly Futures SAPS--na--na--na
ASX Electricity Peak Load Quarterly Futures VICPV-2-100.0%20313451.49%220596-63.09%
ASX Electricity Base Load $300 Cap Quarterly Futures NSWGN67133898.52%7,6178,215-7.28%5,2617,787-32.44%
ASX Electricity Base Load $300 Cap Quarterly Futures QLDGQ54144222.4%6,2957,768-18.96%4,9763,88028.25%
ASX Electricity Base Load $300 Cap Quarterly Futures SAGS2074-72.97%469731-35.84%9221,461-36.89%
ASX Electricity Base Load $300 Cap Quarterly Futures VICGV54028688.81%3,4814,459-21.93%2,4212,690-10.0%
ASX Electricity Base Load Strip Futures NSWHN1,8491,861-0.64%16,31319,916-18.09%8,83414,009-36.94%
ASX Electricity Base Load Strip Futures QLDHQ2,9803,325-10.38%21,08829,047-27.4%17,62224,318-27.54%
ASX Electricity Base Load Strip Futures SAHS--na547-89.36%-30-100.0%
ASX Electricity Base Load Strip Futures VICHV1,5021,02147.11%13,13813,1180.15%10,43212,169-14.27%
VIC Gas FuturesGX636-83.33%253642-60.59%399668-40.27%
VIC Gas Strip FuturesGY-2-100.0%-47-100.0%--na
WA WheatWK-1,736-100.0%-4,639-100.0%-841-100.0%
WA Wheat TenderedKK--na--na--na
Eastern Australia WheatWM6,59114,520-54.61%38,27974,817-48.84%9,23114,775-37.52%
Eastern Australia Wheat TenderedKM--na--na--na
Eastern Australia Feed BarleyUB35056900.0%66146243.07%351380-7.63%
Eastern Australia Feed Barley TenderedKB--na--na--na
ASX Electricity Base Load Monthly Futures NSWEN1-na19-na5-na
ASX Electricity Base Load Monthly Futures QLDEQ5-na8082-2.44%7025180.0%
ASX Electricity Base Load Monthly Futures SAES--na--na--na
ASX Electricity Base Load Monthly Futures VICEV27-na8010700.0%510-50.0%
ASX Electricity Peak Load Strip Futures NSWDN2-na21100.0%--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 NSWRN14-na471532-11.47%--na
ASX Electricity Base Load $300 Cap Strip Futures QLDRQ502785.19%68641366.1%--na
ASX Electricity Base Load $300 Cap Strip Futures SARS--na-75-100.0%--na
ASX Electricity Base Load $300 Cap Strip Futures VICRV12-na98110-10.91%--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 COMMODITIES27,48236,494-24.69%264,716337,885-21.66%133,631162,159-17.59%

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Total Exchange16,420,51416,027,6602.45%73,823,52667,548,5489.29%3,189,9923,175,8980.44%
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Daily Average746,387728,5302.45%581,288536,1008.43%
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  • Quoted figures are based on latest available information at the time of report generation.
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