ASX Futures End of Day Data - Futures Night Traded
at close of trade date 11/08/23

Report Generation Time: Sat, 12 Aug 2023 05:26:00

AP - SPI 200 (A$25 x SPI200)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Aug 20237,359.07,359.07,358.07,358.07,327.0-21.0136-215
Sep 20237,303.07,333.07,277.07,281.07,281.0-20.0258,24827611,696
Oct 2023----7,289.0-20.0---
Dec 2023----7,328.0-20.0496--
Mar 2024----7,261.0-20.0---
Jun 2024----7,261.0-20.0125--
Sep 2024----7,194.0-20.0---
Dec 2024----7,177.0-20.0---
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Click here to view settlement price and volume graph259,00527411,711
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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 2023----1,370.0-5,510-40-
Dec 2023----1,384.0----
Mar 2024----1,384.0----
Jun 2024----1,384.0----
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Click here to view settlement price and volume graph5,510-40-
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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----7,182.0-10.010--
Dec 2023----7,204.0-10.0---
Mar 2024----7,204.0-10.0---
Jun 2024----7,151.0-10.0---
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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----5,976.0-47.061--
Dec 2023----6,041.0-47.0---
Mar 2024----6,041.0-47.0---
Jun 2024----6,029.0-47.0---
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Click here to view settlement price and volume graph61--
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AM - Mini-ASX SPI 200 (A$5 x Index)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Aug 2023----7,327.0-21.0---
Sep 2023----7,281.0-20.0---
Oct 2023----7,289.0-20.0---
Dec 2023----7,328.0-20.0---
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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----9,148.0-21.06,663--
Dec 2023----9,249.0-21.0---
Mar 2024----9,261.0-21.0---
Jun 2024----9,239.0-21.0---
Sep 2024----9,276.0-21.0---
Dec 2024----9,258.0-21.0---
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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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Aug 202395.93095.93095.93095.93095.935-37,015-320610
Sep 202395.91095.91095.91095.91095.915-35,0212,4084
Oct 202395.87595.87595.87595.87595.8850.0055,57522100
Nov 2023----95.830-2,127--
Dec 2023----95.795-0.0051,861--
Jan 2024----95.785-0.020120--
Feb 2024----95.770-0.015725--
Mar 2024----95.765-0.025450--
Apr 2024----95.765-0.025150--
May 2024----95.775-0.030150--
Jun 2024----95.795-0.03510--
Jul 2024----95.820-0.040---
Aug 2024----95.865-0.045105--
Sep 2024----95.890-0.045---
Oct 2024----95.945-0.04520--
Nov 2024----96.000-0.045---
Dec 2024----96.060-0.050---
Jan 2025----96.085-0.050---
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Click here to view settlement price and volume graph83,3292,110714
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IR - 90-Day Bank Bills (100 minus yield % p.a.)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 202395.78095.78095.77095.77095.7900.010227,6738,0735,877
Dec 202395.65095.67095.64095.64095.650-198,4609119,015
Mar 202495.63095.66095.60095.61095.620-0.010141,0032,2535,706
Jun 202495.67095.71095.64095.65095.650-0.020120,4281,7533,330
Sep 202495.78095.83095.76095.77095.750-0.04089,267-1,4563,110
Dec 202495.93095.98095.91095.91095.890-0.04067,431-1282,413
Mar 202596.05096.10096.03096.03096.010-0.04037,554-398778
Jun 202596.15096.20096.11096.12096.100-0.05030,521-154833
Sep 202596.24096.25096.19096.19096.170-0.0401,386917
Dec 202596.27096.27096.27096.27096.190-0.0501,068-3
Mar 202696.28096.30096.24096.24096.200-0.050521-2022
Jun 202696.29096.29096.24096.24096.200-0.050477-2
Sep 2026----96.190-0.05060--
Dec 2026----96.200-0.050120--
Mar 2027----96.190-0.050---
Jun 2027----96.140-0.05010--
Sep 2027----96.140-0.050---
Dec 2027----96.140-0.050---
Mar 2028----96.140-0.050---
Jun 2028----96.140-0.050---
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Click here to view settlement price and volume graph915,97910,84331,106
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YT - 3 Year Bonds (100 minus yield % p.a.)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 202396.23096.28096.18096.20096.180-0.050740,354-6,17734,100
Dec 2023----96.180-0.050---
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Click here to view settlement price and volume graph740,354-6,17734,100
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VT - 5 Year Bonds (100 minus yields % p.a.)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 202396.250096.250096.230096.240096.1350-0.065017,805527
Dec 2023----96.1350-0.0650---
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Click here to view settlement price and volume graph17,805527
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XT - 10 Year Bonds (100 minus yield % p.a.)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 202395.960096.005095.900095.915095.8950-0.06501,014,675-2,82639,797
Dec 2023----95.8950-0.0650---
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Click here to view settlement price and volume graph1,014,675-2,82639,797
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LT - 20 Year Bonds (100 minus yield %p.a.)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 2023----95.5750-0.055015,8343-
Dec 2023----95.5750-0.0550---
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Click here to view settlement price and volume graph15,8343-
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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 2023----92.002.002,0121-
Dec 2023----102.002.751,8631-
Mar 2024----139.002.251,69018-
Jun 2024----138.892.081,45216-
Sep 2024----132.402.401,0633915
Dec 2024----92.751.559473115
Mar 2025----123.501.255383331
Jun 2025----123.501.505443331
Sep 2025----126.170.523151916
Dec 2025----99.660.41343916
Mar 2026----128.030.532359-
Jun 2026----128.030.531619-
Sep 2026----130.00-88--
Dec 2026----108.32-117--
Mar 2027----126.40-6--
Jun 2027----125.23-6--
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Click here to view settlement price and volume graph11,380218124
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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 2023----82.002.005,039--
Dec 2023----101.992.745,0413-
Mar 2024----152.994.994,3987-
Jun 2024----109.821.824,491--
Sep 2024----104.501.253,0251-
Dec 2024----87.001.393,0631-
Mar 2025----111.500.881,411-2-
Jun 2025----91.750.811,371--
Sep 2025----90.501.00907-2-
Dec 2025----81.100.60901-2-
Mar 2026----110.50-398--
Jun 2026----87.00-381--
Sep 2026----87.28-142--
Dec 2026----82.77-127--
Mar 2027----105.71-12--
Jun 2027----77.90-12--
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Click here to view settlement price and volume graph30,7196-
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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----91.00-77--
Dec 2023----72.00-60--
Mar 2024----132.00-84--
Jun 2024----121.00-43--
Sep 2024----119.00-24--
Dec 2024----79.00-25--
Mar 2025----110.00-18--
Jun 2025----123.50-4--
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 graph343--
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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 2023----63.252.002,082-2-
Dec 2023----58.000.501,871--
Mar 2024----90.321.321,8374-
Jun 2024----93.251.561,660-10-
Sep 2024----87.791.291,059-9-
Dec 2024----53.000.711,239-3-
Mar 2025----72.650.848491-
Jun 2025----80.000.607381-
Sep 2025----79.40-441--
Dec 2025----50.01-481--
Mar 2026----70.00-155--
Jun 2026----83.48-146--
Sep 2026----84.49-46--
Dec 2026----55.99-44--
Mar 2027----72.49----
Jun 2027----86.48----
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Click here to view settlement price and volume graph12,648-18-
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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----130.00-3--
Dec 2023----140.00-21--
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----120.00----
Dec 2023----140.00----
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----80.00-65--
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----6.001.007804-
Dec 2023----16.50-745--
Mar 2024----42.251.006451-
Jun 2024----27.100.85707--
Sep 2024----26.000.09514--
Dec 2024----20.63-465--
Mar 2025----39.70-326--
Jun 2025----23.99-282--
Sep 2025----23.47-124--
Dec 2025----23.47-133--
Mar 2026----41.32-129--
Jun 2026----26.50-131--
Sep 2026----26.50-90--
Dec 2026----24.50-90--
Mar 2027----31.50----
Jun 2027----23.28----
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Click here to view settlement price and volume graph5,1615-
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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 2023----3.75-649--
Dec 2023----20.00-731--
Mar 2024----58.001.50833--
Jun 2024----20.00-441--
Sep 2024----20.000.24342--
Dec 2024----20.00-353--
Mar 2025----41.63-460--
Jun 2025----21.13-350--
Sep 2025----20.61-214--
Dec 2025----20.92-215--
Mar 2026----42.99-94--
Jun 2026----21.88-95--
Sep 2026----21.43-24--
Dec 2026----21.99-23--
Mar 2027----25.00----
Jun 2027----19.98----
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Click here to view settlement price and volume graph4,824--
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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----14.00-136--
Dec 2023----17.90-136--
Mar 2024----60.50-206--
Jun 2024----24.40-96--
Sep 2024----24.45-83--
Dec 2024----19.55-75--
Mar 2025----46.00-24--
Jun 2025----21.000.012--
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 graph760--
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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 2023----4.000.505494-
Dec 2023----6.50-384--
Mar 2024----27.50-354-8-
Jun 2024----11.00-317--
Sep 2024----9.63-318--
Dec 2024----7.50-96--
Mar 2025----22.25-113--
Jun 2025----11.00-112--
Sep 2025----9.95-86--
Dec 2025----8.32-81--
Mar 2026----21.23-3--
Jun 2026----10.84-1--
Sep 2026----12.00----
Dec 2026----13.05----
Mar 2027----19.50----
Jun 2027----15.51----
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Click here to view settlement price and volume graph2,414-4-
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GX - VIC Gas Futures (VIC Gas Futures)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 2023----13.20-0.8077--
Dec 2023----12.00-0.9578--
Mar 2024----13.60-1.8030--
Jun 2024----19.50-0.5032--
Sep 2024----21.60-0.6532--
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----395.50-2.00250-125-
Jan 2024----411.50-0.509,051-100-
Mar 2024----413.50-0.50---
May 2024----413.50-0.50---
Jul 2024----413.50-0.50---
Jan 2025----417.50-2.50425--
Jan 2026----428.00-2.5025--
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Click here to view settlement price and volume graph9,751-225-
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KM - Eastern Australia Wheat Tendered (Eastern Australia Wheat Tendered)

ExpiryOpenHighLowLastSettSett ChgOp IntOp Int ChgVolume
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Sep 2023----395.50-2.00---
Jan 2024----411.50-0.50---
Mar 2024----413.50-0.50---
May 2024----413.50-0.50---
Jul 2024----413.50-0.50---
Jan 2025----417.50-2.50---
Jan 2026----428.00-2.50---
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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----302.00----
Jan 2024----347.00-350-51-
Mar 2024----347.70----
May 2024----368.70----
Jul 2024----368.70----
Jan 2025----387.20----
Jan 2026----387.20----
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Click here to view settlement price and volume graph350-51-
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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----302.00----
Jan 2024----347.00----
Mar 2024----347.70----
May 2024----368.70----
Jul 2024----368.70----
Jan 2025----387.20----
Jan 2026----387.20----
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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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Aug 2023----101.153.17---
Sep 2023----90.652.84---
Oct 2023----96.912.61---
Nov 2023----104.592.82---
Dec 2023----104.592.82---
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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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Aug 2023----86.753.09---
Sep 2023----81.972.92---
Oct 2023----101.992.74---
Nov 2023----101.992.74---
Dec 2023----101.992.74---
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Click here to view settlement price and volume graph---
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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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Aug 2023----103.43----
Sep 2023----97.01----
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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Aug 2023----72.582.25---
Sep 2023----61.923.8055-
Oct 2023----58.000.50---
Nov 2023----58.000.50---
Dec 2023----58.000.50---
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Click here to view settlement price and volume graph55-
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