ASX Futures Monthly Markets Report for March 2024
Report Generation Time: Wed, 03 Apr 2024 12:16:07


Mth VolMth Vol%YTD 2024YTD 2023%Op IntOp Int%
Mar 2024Mar 2023Chg(63-Days)(64-Days)Chg20242023Chg
(20-Days)(23-Days)(Mth-End)(Mth-End)
EQUITY INDICES
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SPI 200AP1,773,9622,123,801-16.47%3,483,3123,886,878-10.38%285,208246,99715.47%
S&P / ASX 200 A-REIT IndexAA6,02615,745-61.73%9,14619,023-51.92%1,6722,110-20.76%
S&P / ASX 200 Financials-x-A-REIT IndexAF301,923-98.44%461,930-97.62%101,893-99.47%
S&P / ASX 200 Resources IndexAR18715917.61%21616530.91%676011.67%
Mini-ASX SPI 200AM--na--na--na
S&P /ASX 200 Gross TR IndexAT-2,008-100.0%-3,847-100.0%-608-100.0%
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Total EQUITY INDICES1,780,2052,143,636-16.95%3,492,7203,911,843-10.71%286,957251,66814.02%


Mth VolMth Vol%YTD 2024YTD 2023%Op IntOp Int%
Mar 2024Mar 2023Chg(63-Days)(64-Days)Chg20242023Chg
(20-Days)(23-Days)(Mth-End)(Mth-End)
INTEREST RATES
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30 Day Interbank Cash RateIB133,617247,104-45.93%433,491510,536-15.09%92,111124,809-26.2%
90-Day Bank BillsIR2,814,5894,062,910-30.72%8,625,3349,545,585-9.64%1,220,277857,36942.33%
3 Year BondsYT5,330,2986,382,795-16.49%12,954,42112,296,3315.35%791,506761,5923.93%
5 Year BondsVT28,09552,368-46.35%74,76774,5870.24%22,75219,02219.61%
10 Year BondsXT5,955,9736,862,239-13.21%12,356,89712,123,9721.92%1,062,9031,006,3645.62%
White Pack 1st yr IR Strip FuturesWP-28-100.0%512882.14%--na
Red Pack 2nd yr IR Strip FuturesRP144-na301125140.8%--na
Green Pack 3rd yr IR Strip FuturesGP--na--na--na
2yr Bundle IR Strip FuturesRB297-na297-na--na
3yr Bundle IR Strip FuturesGB--na--na--na
20 Year BondsLT57,87433,18074.42%103,99239,294164.65%32,92215,313114.99%
3 Year Bonds OvernightYO--na--na--na
3 Year Bonds Intra-DayYD3,00010,422-71.21%6,80024,572-72.33%--na
10 Year Bonds OvernightXO--na--na--na
10 Year Bonds Intra-DayXD--na500-na--na
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Total INTEREST RATES14,323,88717,651,046-18.85%34,556,85134,615,030-0.17%3,222,4712,784,46915.73%


Mth VolMth Vol%YTD 2024YTD 2023%Op IntOp Int%
Mar 2024Mar 2023Chg(63-Days)(64-Days)Chg20242023Chg
(20-Days)(23-Days)(Mth-End)(Mth-End)
COMMODITIES
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ASX Electricity Base Load Quarterly Futures NSWBN2,8835,908-51.2%16,94914,86414.03%20,90615,81532.19%
ASX Electricity Base Load Quarterly Futures QLDBQ3,6825,507-33.14%18,17714,75123.23%33,51240,286-16.81%
ASX Electricity Base Load Quarterly Futures SABS12417629.41%466135245.19%57050911.98%
ASX Electricity Base Load Quarterly Futures VICBV3,9154,389-10.8%16,05314,36811.73%19,18618,6802.71%
ASX Electricity Peak Load Quarterly Futures NSWPN--na21210.0%5985-30.59%
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 VICPV--na65111-41.44%1310-99.68%
ASX Electricity Base Load $300 Cap Quarterly Futures NSWGN4681,064-56.02%3,3514,472-25.07%5,9256,015-1.5%
ASX Electricity Base Load $300 Cap Quarterly Futures QLDGQ3061,008-69.64%2,3253,924-40.75%5,1404,9064.77%
ASX Electricity Base Load $300 Cap Quarterly Futures SAGS7638100.0%531248114.11%1,0371,075-3.53%
ASX Electricity Base Load $300 Cap Quarterly Futures VICGV82870816.95%3,6761,96786.88%5,0732,56997.47%
ASX Electricity Base Load Strip Futures NSWHN1,0992,570-57.24%5,9396,631-10.44%8,48515,131-43.92%
ASX Electricity Base Load Strip Futures QLDHQ1,9062,635-27.67%6,9678,674-19.68%14,41423,217-37.92%
ASX Electricity Base Load Strip Futures SAHS11-na4922350.0%--na
ASX Electricity Base Load Strip Futures VICHV2,718941188.84%8,8135,81551.56%11,61714,018-17.13%
VIC Gas FuturesGX4010300.0%125178-29.78%229485-52.78%
VIC Gas Strip FuturesGY--na--na--na
WA WheatWK--na--na--na
WA Wheat TenderedKK--na--na--na
Eastern Australia WheatWM4,2013,9037.64%22,14619,33914.51%12,5254,279192.71%
Eastern Australia Wheat TenderedKM--na--na--na
Eastern Australia Feed BarleyUB--na-310-100.0%--na
Eastern Australia Feed Barley TenderedKB--na--na--na
ASX Electricity Base Load Monthly Futures NSWEN-5-100.0%215320.0%255400.0%
ASX Electricity Base Load Monthly Futures QLDEQ-30-100.0%1930-36.67%1530-50.0%
ASX Electricity Base Load Monthly Futures SAES--na--na--na
ASX Electricity Base Load Monthly Futures VICEV12-na1443-67.44%1442-66.67%
ASX Electricity Peak Load Strip Futures NSWDN--na--na--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 NSWRN3057-47.37%113315-64.13%--na
ASX Electricity Base Load $300 Cap Strip Futures QLDRQ35178-80.34%107566-81.1%--na
ASX Electricity Base Load $300 Cap Strip Futures SARS14-na57-na--na
ASX Electricity Base Load $300 Cap Strip Futures VICRV14818722.22%29263363.49%--na
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Total COMMODITIES22,49628,986-22.39%106,27696,8339.75%138,733147,457-5.92%

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Total Exchange16,126,58819,823,668-18.65%38,155,84738,623,706-1.21%3,648,1613,183,59414.59%
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Daily Average806,329861,899-6.45%605,648603,4950.36%
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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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