ASX Futures End of Day Data - Futures Total Traded
at close of trade date 28/07/23

Report Generation Time: Sat, 29 Jul 2023 05:25:59

AP - SPI 200 (A$25 x SPI200)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Aug 20237,358.07,358.07,358.07,358.07,403.0-55.084910
Sep 20237,411.07,444.07,305.07,358.07,357.0-54.0262,3925,14349,602
Oct 2023----7,365.0-54.0---
Dec 20237,476.07,484.07,476.07,484.07,402.0-54.0495-2
Mar 2024----7,335.0-54.0---
Jun 2024----7,335.0-54.0125--
Sep 2024----7,268.0-54.0---
Dec 2024----7,251.0-54.0---
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Click here to view settlement price and volume graph263,0965,15249,614
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AA - S&P / ASX 200 A-REIT Index (A$25 x Index)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 20231,396.01,396.01,396.01,396.01,396.0-44.05,225-6364
Dec 2023----1,410.0-44.0---
Mar 2024----1,410.0-44.0---
Jun 2024----1,410.0-44.0---
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Click here to view settlement price and volume graph5,225-6364
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AF - S&P / ASX 200 Financials-x-A-REIT Index (A$25 x Index)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 2023----7,259.0-29.010--
Dec 2023----7,281.0-29.0---
Mar 2024----7,281.0-29.0---
Jun 2024----7,228.0-29.0---
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Click here to view settlement price and volume graph10--
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AR - S&P / ASX 200 Resources Index (A$25 x Index)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 2023----6,042.0-69.058--
Dec 2023----6,107.0-69.0---
Mar 2024----6,107.0-69.0---
Jun 2024----6,095.0-69.0---
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Click here to view settlement price and volume graph58--
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AM - Mini-ASX SPI 200 (A$5 x Index)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Aug 2023----7,403.0-55.0---
Sep 2023----7,357.0-54.0---
Oct 2023----7,365.0-54.0---
Dec 2023----7,402.0-54.0---
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Click here to view settlement price and volume graph---
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AT - S&P /ASX 200 Gross TR Index (A$25 x ASX 200 Gross TR Index / 10)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 2023----9,233.0-65.06,663--
Dec 2023----9,334.0-65.0---
Mar 2024----9,346.0-65.0---
Jun 2024----9,324.0-65.0---
Sep 2024----9,361.0-65.0---
Dec 2024----9,343.0-65.0---
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Click here to view settlement price and volume graph6,663--
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IB - 30 Day Interbank Cash Rate (RBA Interbank Overnight Cash)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Jul 202395.93595.93595.93595.93595.935-45,900-103498
Aug 202395.87095.88595.86095.87595.8800.00538,1892,9526,846
Sep 202395.82595.85095.82095.83595.8400.00511,793531902
Oct 202395.79095.79095.79095.79095.8000.0053,863-40
Nov 202395.76095.76095.76095.76095.7700.0252,045-75150
Dec 202395.72595.73095.72595.73095.730-1,7195050
Jan 2024----95.715-0.010120--
Feb 2024----95.705-0.020850--
Mar 2024----95.705-0.015450--
Apr 2024----95.705-0.025150--
May 2024----95.705-0.035150--
Jun 2024----95.715-0.05010--
Jul 2024----95.740-0.050---
Aug 2024----95.780-0.0505--
Sep 2024----95.800-0.050---
Oct 2024----95.845-0.05020--
Nov 2024----95.900-0.050---
Dec 2024----95.965-0.050---
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Click here to view settlement price and volume graph105,2643,3558,486
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IR - 90-Day Bank Bills (100 minus yield % p.a.)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 202395.65095.69095.63095.68095.6800.020237,04611,07640,022
Dec 202395.53095.55095.48095.53095.540-200,1763,00030,273
Mar 202495.51095.51095.44095.49095.500-0.020145,63766517,254
Jun 202495.56095.56095.47095.51095.520-0.050125,5792,95812,985
Sep 202495.67095.67095.57095.62095.630-0.050100,147-28112,120
Dec 202495.81095.81095.71095.76095.770-0.05069,1311,38510,820
Mar 202595.91095.92095.82095.86095.870-0.07037,7351685,705
Jun 202596.03096.03095.91095.96095.960-0.08027,2911,1314,552
Sep 202596.03096.04095.96096.00096.020-0.0801,186144264
Dec 202596.08096.08096.01096.01096.060-0.090832-6
Mar 202696.18096.18096.04096.06096.100-0.0908184558
Jun 202696.15096.15096.09096.09096.120-0.0906252045
Sep 2026----96.110-0.09060--
Dec 2026----96.120-0.090120--
Mar 2027----96.120-0.090---
Jun 2027----96.120-0.09010--
Sep 2027----96.120-0.090---
Dec 2027----96.120-0.090---
Mar 2028----96.120-0.090---
Jun 2028----96.120-0.090---
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Click here to view settlement price and volume graph946,39320,311134,104
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YT - 3 Year Bonds (100 minus yield % p.a.)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 202396.18096.19096.07096.11096.120-0.080801,59215,930196,109
Dec 2023----96.120-0.080---
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Click here to view settlement price and volume graph801,59215,930196,109
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VT - 5 Year Bonds (100 minus yields % p.a.)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 202396.170096.170096.065096.115096.1250-0.110016,8242651,027
Dec 2023----96.1250-0.1100---
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Click here to view settlement price and volume graph16,8242651,027
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XT - 10 Year Bonds (100 minus yield % p.a.)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 202396.075096.075095.875095.935095.9350-0.14501,016,9567,653211,974
Dec 2023----95.9350-0.1450---
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Click here to view settlement price and volume graph1,016,9567,653211,974
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LT - 20 Year Bonds (100 minus yield %p.a.)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 202395.610095.615095.610095.615095.6400-0.120015,39450178
Dec 2023----95.6400-0.1200---
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Click here to view settlement price and volume graph15,39450178
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BN - ASX Electricity Base Load Quarterly Futures NSW (A$ per megawatt hour)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 202395.0095.0095.0095.0095.00-2,00324
Dec 2023107.00108.75106.25106.25106.251.251,841-532
Mar 2024143.25143.25140.50141.75141.601.601,601-216
Jun 2024----136.541.541,37812
Sep 2024----132.701.509672941
Dec 202494.5095.0093.0094.2094.201.818334050
Mar 2025----121.682.344492648
Jun 2025----119.472.294773048
Sep 2025----122.572.5727449
Dec 2025----97.032.0328949
Mar 2026----125.391.2318746
Jun 2026----126.181.2411846
Sep 2026----127.251.256546
Dec 2026----110.091.096646
Mar 2027----120.69-1--
Jun 2027----119.57-1--
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Click here to view settlement price and volume graph10,550145283
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BQ - ASX Electricity Base Load Quarterly Futures QLD (A$ per megawatt hour)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 202387.0088.0087.0088.0088.002.005,038-614
Dec 2023108.50108.50108.50108.50108.002.505,01268
Mar 2024150.55150.55150.50150.50150.50-0.414,3691113
Jun 2024111.00111.00111.00111.00111.001.004,48924
Sep 2024----104.852.122,996-1
Dec 202488.0088.0086.7487.1987.190.533,00117
Mar 2025112.00112.00111.50111.50111.502.161,412-9
Jun 202591.0091.0090.7590.7590.751.291,35715
Sep 202590.0090.0090.0090.0090.000.60899-1
Dec 2025----80.90-893--
Mar 2026----109.61-34479
Jun 2026----85.34-34379
Sep 2026----87.84-12179
Dec 2026----83.54-10679
Mar 2027----105.00----
Jun 2027----77.37----
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Click here to view settlement price and volume graph30,3804398
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BS - ASX Electricity Base Load Quarterly Futures SA (A$ per megawatt hour)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 2023----92.50-77--
Dec 2023----72.00-57--
Mar 2024----127.50-83--
Jun 2024----123.25-42--
Sep 2024----125.75-22--
Dec 2024----79.00-22--
Mar 2025----108.25-18--
Jun 2025----124.30-2--
Sep 2025----124.95-2--
Dec 2025----84.97-2--
Mar 2026----119.25-4--
Jun 2026----132.24----
Sep 2026----141.43----
Dec 2026----133.74----
Mar 2027----135.00----
Jun 2027----136.68----
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Click here to view settlement price and volume graph331--
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BV - ASX Electricity Base Load Quarterly Futures VIC (A$ per megawatt hour)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 202364.2564.2563.0063.0063.00-1.602,08145
Dec 202358.0058.0058.0058.0058.000.251,888-2
Mar 2024----88.28-1,826--
Jun 2024----90.00-1,691--
Sep 202486.2586.2586.2586.2586.590.591,059-3
Dec 202452.2552.2552.2552.2551.850.351,228-4
Mar 202571.0071.0071.0071.0071.001.0082534
Jun 2025----78.520.52729-2
Sep 2025----78.50-435--
Dec 2025----49.25-474--
Mar 2026----69.94-155--
Jun 2026----83.69-146--
Sep 2026----84.86-46--
Dec 2026----57.51-44--
Mar 2027----72.49----
Jun 2027----86.48----
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Click here to view settlement price and volume graph12,627720
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PN - ASX Electricity Peak Load Quarterly Futures NSW (A$ per megawatt hour)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 2023----165.00-3--
Dec 2023----150.00-21--
Mar 2024----157.00----
Jun 2024----171.79----
Sep 2024----168.00-1--
Dec 2024----118.00----
Mar 2025----137.00-6--
Jun 2025----155.00-6--
Sep 2025----155.00-6--
Dec 2025----123.62-6--
Mar 2026----143.02-2--
Jun 2026----149.14-2--
Sep 2026----150.01-2--
Dec 2026----125.58-2--
Mar 2027----172.00----
Jun 2027----172.00----
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Click here to view settlement price and volume graph57--
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PQ - ASX Electricity Peak Load Quarterly Futures QLD (A$ per megawatt hour)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 2023----150.00----
Dec 2023----160.00----
Mar 2024----200.00----
Jun 2024----145.00----
Sep 2024----137.00----
Dec 2024----130.00----
Mar 2025----130.38----
Jun 2025----83.83----
Sep 2025----54.00----
Dec 2025----54.00----
Mar 2026----54.00----
Jun 2026----54.00----
Sep 2026----54.00----
Dec 2026----54.00----
Mar 2027----54.00----
Jun 2027----54.00----
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Click here to view settlement price and volume graph---
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PS - ASX Electricity Peak Load Quarterly Futures SA (A$ per megawatt hour)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 2023----190.00----
Dec 2023----130.44----
Mar 2024----216.97----
Jun 2024----144.27----
Sep 2024----128.17----
Dec 2024----116.94----
Mar 2025----123.29----
Jun 2025----79.54----
Sep 2025----60.00----
Dec 2025----60.00----
Mar 2026----60.00----
Jun 2026----60.00----
Sep 2026----60.00----
Dec 2026----60.00----
Mar 2027----60.00----
Jun 2027----60.00----
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Click here to view settlement price and volume graph---
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PV - ASX Electricity Peak Load Quarterly Futures VIC (A$ per megawatt hour)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 2023----106.00-65--
Dec 2023----75.00-65--
Mar 2024----120.00----
Jun 2024----115.00----
Sep 2024----120.00----
Dec 2024----85.00----
Mar 2025----110.28----
Jun 2025----77.85----
Sep 2025----60.00----
Dec 2025----60.00----
Mar 2026----60.00----
Jun 2026----60.00----
Sep 2026----60.00----
Dec 2026----60.00----
Mar 2027----60.00----
Jun 2027----60.00----
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Click here to view settlement price and volume graph130--
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GN - ASX Electricity Base Load $300 Cap Quarterly Futures NSW (A$ per megawatt hour)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 2023----6.25-774--
Dec 202319.8019.8019.0019.2519.250.75683530
Mar 202442.0042.5042.0042.2542.251.25642310
Jun 202426.2526.2526.2526.2526.251.2569512
Sep 2024----24.00-502--
Dec 2024----21.00-452--
Mar 2025----37.75-312--
Jun 2025----22.82-267--
Sep 2025----22.73-120--
Dec 2025----22.73-129--
Mar 2026----40.63-125--
Jun 2026----26.15-126--
Sep 2026----26.79-90--
Dec 2026----24.34-90--
Mar 2027----20.28----
Jun 2027----21.33----
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Click here to view settlement price and volume graph5,007942
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GQ - ASX Electricity Base Load $300 Cap Quarterly Futures QLD (A$ per megawatt hour)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 20235.505.505.505.505.500.256441023
Dec 2023----22.00-71457
Mar 2024----58.00-7931010
Jun 2024----20.000.25440--
Sep 2024----19.05-341--
Dec 2024----20.47-352--
Mar 2025----42.00-458--
Jun 2025----21.00-348--
Sep 2025----20.50-212--
Dec 2025----20.81-213--
Mar 2026----41.73-94--
Jun 2026----21.25-95--
Sep 2026----21.61-24--
Dec 2026----22.17-23--
Mar 2027----22.37----
Jun 2027----19.98----
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Click here to view settlement price and volume graph4,7512540
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GS - ASX Electricity Base Load $300 Cap Quarterly Futures SA (A$ per megawatt hour)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 2023----15.25-136--
Dec 2023----18.75-131--
Mar 2024----60.00-200--
Jun 2024----24.40-96--
Sep 2024----24.45-83--
Dec 2024----19.55-75--
Mar 2025----46.00-24--
Jun 2025----20.00----
Sep 2025----20.00----
Dec 2025----18.00----
Mar 2026----43.50-2--
Jun 2026----40.00----
Sep 2026----40.00----
Dec 2026----33.00----
Mar 2027----33.00----
Jun 2027----33.00----
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Click here to view settlement price and volume graph747--
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GV - ASX Electricity Base Load $300 Cap Quarterly Futures VIC (A$ per megawatt hour)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 20232.503.002.503.003.000.25540-1928
Dec 2023----7.25-328--
Mar 2024----27.50-354--
Jun 202410.6010.7510.6010.7510.750.152921515
Sep 20249.759.759.759.759.750.252681010
Dec 2024----7.77-96--
Mar 2025----22.00-88--
Jun 2025----11.08-82--
Sep 2025----9.95-61--
Dec 2025----8.32-56--
Mar 2026----21.23-3--
Jun 2026----10.84-1--
Sep 2026----12.00----
Dec 2026----13.05----
Mar 2027----15.51----
Jun 2027----15.51----
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Click here to view settlement price and volume graph2,169653
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GX - VIC Gas Futures (VIC Gas Futures)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 2023----14.70-0.0577--
Dec 2023----13.20-0.1078--
Mar 2024----15.45-0.0530--
Jun 2024----20.00-32--
Sep 2024----22.25-32--
Dec 2024----15.00-30--
Mar 2025----15.61----
Jun 2025----21.38----
Sep 2025----21.76----
Dec 2025----15.61----
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Click here to view settlement price and volume graph279--
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WK - WA Wheat (WA Wheat)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 2023----445.00----
Jan 2024----445.00----
Mar 2024----445.00----
May 2024----445.00----
Jul 2024----445.00----
Jan 2025----445.00----
Jan 2026----445.00----
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Click here to view settlement price and volume graph---
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KK - WA Wheat Tendered (WA Wheat Tendered)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 2023----445.00----
Jan 2024----445.00----
Mar 2024----445.00----
May 2024----445.00----
Jul 2024----445.00----
Jan 2025----445.00----
Jan 2026----445.00----
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Click here to view settlement price and volume graph---
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WM - Eastern Australia Wheat (Eastern Australia Wheat)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 2023----398.00-250--
Jan 2024----406.00-8,641--
Mar 2024----408.00----
May 2024----408.00----
Jul 2024----408.00----
Jan 2025----416.50-425--
Jan 2026----427.00-25--
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Click here to view settlement price and volume graph9,341--
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KM - Eastern Australia Wheat Tendered (Eastern Australia Wheat Tendered)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 2023----398.00----
Jan 2024----406.00----
Mar 2024----408.00----
May 2024----408.00----
Jul 2024----408.00----
Jan 2025----416.50----
Jan 2026----427.00----
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Click here to view settlement price and volume graph---
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UB - Eastern Australia Feed Barley (Eastern Australia Feed Barley)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 2023----293.50----
Nov 2023----288.50----
Jan 2024----322.00-351--
Mar 2024----322.70----
May 2024----343.70----
Jul 2024----343.70----
Jan 2025----362.20----
Jan 2026----362.20----
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Click here to view settlement price and volume graph351--
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KB - Eastern Australia Feed Barley Tendered (Eastern Australia Feed Barley Tendered)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 2023----293.50----
Nov 2023----288.50----
Jan 2024----322.00----
Mar 2024----322.70----
May 2024----343.70----
Jul 2024----343.70----
Jan 2025----362.20----
Jan 2026----362.20----
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Click here to view settlement price and volume graph---
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EN - ASX Electricity Base Load Monthly Futures NSW (A$ per megawatt hour)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Jul 2023----100.14----
Aug 2023----97.36----
Sep 2023----87.25----
Oct 2023----101.921.20---
Nov 2023----108.451.27---
Dec 2023----108.451.27---
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Click here to view settlement price and volume graph---
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EQ - ASX Electricity Base Load Monthly Futures QLD (A$ per megawatt hour)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Jul 2023----95.322.1740--
Aug 2023----86.631.97---
Sep 2023----81.851.86---
Oct 2023----108.002.50---
Nov 2023----108.002.50---
Dec 2023----108.002.50---
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Click here to view settlement price and volume graph40--
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ES - ASX Electricity Base Load Monthly Futures SA (A$ per megawatt hour)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Jul 2023----94.41----
Aug 2023----94.41----
Sep 2023----88.55----
Oct 2023----72.00----
Nov 2023----72.00----
Dec 2023----72.00----
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Click here to view settlement price and volume graph---
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EV - ASX Electricity Base Load Monthly Futures VIC (A$ per megawatt hour)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Jul 2023----76.66-1.95---
Aug 2023----61.29-1.56---
Sep 2023----50.65-1.29---
Oct 2023----58.000.25---
Nov 2023----58.000.25---
Dec 2023----58.000.25---
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Click here to view settlement price and volume graph---
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