ASX Futures Monthly Markets Report for January 2023
Report Generation Time: Thu, 02 Feb 2023 08:26:28


Mth VolMth Vol%YTD 2023YTD 2022%Op IntOp Int%
Jan 2023Jan 2022Chg(21-Days)(20-Days)Chg20232022Chg
(21-Days)(20-Days)(Mth-End)(Mth-End)
EQUITY INDICES
black.gif
SPI 200AP839,9111,080,759-22.29%839,9111,080,759-22.29%286,300267,6966.95%
S&P / ASX 200 A-REIT IndexAA6852,708-74.7%6852,708-74.7%4,2504,1173.23%
S&P / ASX 200 Financials-x-A-REIT IndexAF2-na2-na72250.0%
S&P / ASX 200 Resources IndexAR220.0%220.0%113266.67%
Mini-ASX SPI 200AM-40-100.0%-40-100.0%-13-100.0%
S&P /ASX 200 Gross TR IndexAT1,2172,200-44.68%1,2172,200-44.68%1,5002,200-31.82%
black.gif
Total EQUITY INDICES841,8171,085,709-22.46%841,8171,085,709-22.46%292,068274,0316.58%


Mth VolMth Vol%YTD 2023YTD 2022%Op IntOp Int%
Jan 2023Jan 2022Chg(21-Days)(20-Days)Chg20232022Chg
(21-Days)(20-Days)(Mth-End)(Mth-End)
INTEREST RATES
black.gif
30 Day Interbank Cash RateIB140,19019,674612.56%140,19019,674612.56%98,94433,863192.19%
90-Day Bank BillsIR2,390,3391,060,244125.45%2,390,3391,060,244125.45%1,012,267979,4363.35%
3 Year BondsYT2,585,1632,280,94213.34%2,585,1632,280,94213.34%715,682942,983-24.1%
5 Year BondsVT10,39325,663-59.5%10,39325,663-59.5%22,18239,636-44.04%
10 Year BondsXT2,446,1912,542,149-3.77%2,446,1912,542,149-3.77%975,4441,116,017-12.6%
White Pack 1st yr IR Strip FuturesWP--na--na--na
Red Pack 2nd yr IR Strip FuturesRP97352-72.44%97352-72.44%--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 BondsLT1,2162,775-56.18%1,2162,775-56.18%16,70617,337-3.64%
3 Year Bonds OvernightYO--na--na--na
3 Year Bonds Intra-DayYD8,750-na8,750-na--na
10 Year Bonds OvernightXO--na--na--na
10 Year Bonds Intra-DayXD--na--na--na
black.gif
Total INTEREST RATES7,582,3395,931,79927.83%7,582,3395,931,79927.83%2,841,2253,129,272-9.2%


Mth VolMth Vol%YTD 2023YTD 2022%Op IntOp Int%
Jan 2023Jan 2022Chg(21-Days)(20-Days)Chg20232022Chg
(21-Days)(20-Days)(Mth-End)(Mth-End)
COMMODITIES
black.gif
ASX Electricity Base Load Quarterly Futures NSWBN5,0805,804-12.47%5,0805,804-12.47%12,83213,901-7.69%
ASX Electricity Base Load Quarterly Futures QLDBQ4,91510,435-52.9%4,91510,435-52.9%37,27133,62210.85%
ASX Electricity Base Load Quarterly Futures SABS112284-60.56%112284-60.56%504982-48.68%
ASX Electricity Base Load Quarterly Futures VICBV6,4464,03359.83%6,4464,03359.83%16,05916,937-5.18%
ASX Electricity Peak Load Quarterly Futures NSWPN1863-71.43%1863-71.43%85157-45.86%
ASX Electricity Peak Load Quarterly Futures QLDPQ150-98.0%150-98.0%-42-100.0%
ASX Electricity Peak Load Quarterly Futures SAPS--na--na--na
ASX Electricity Peak Load Quarterly Futures VICPV9742130.95%9742130.95%310686-54.81%
ASX Electricity Base Load $300 Cap Quarterly Futures NSWGN1,9461,46033.29%1,9461,46033.29%5,1217,075-27.62%
ASX Electricity Base Load $300 Cap Quarterly Futures QLDGQ1,6751,999-16.21%1,6751,999-16.21%3,5324,436-20.38%
ASX Electricity Base Load $300 Cap Quarterly Futures SAGS20813158.78%20813158.78%1,0941,146-4.54%
ASX Electricity Base Load $300 Cap Quarterly Futures VICGV8668511.76%8668511.76%2,0862,871-27.34%
ASX Electricity Base Load Strip Futures NSWHN2,0811,64826.27%2,0811,64826.27%13,7159,08950.9%
ASX Electricity Base Load Strip Futures QLDHQ3,6183,10416.56%3,6183,10416.56%20,91819,9444.88%
ASX Electricity Base Load Strip Futures SAHS21100.0%21100.0%--na
ASX Electricity Base Load Strip Futures VICHV2,8661,45696.84%2,8661,45696.84%12,9969,82532.27%
VIC Gas FuturesGX1681577.01%1681577.01%485530-8.49%
VIC Gas Strip FuturesGY-10-100.0%-10-100.0%--na
WA WheatWK--na--na--na
WA Wheat TenderedKK--na--na--na
Eastern Australia WheatWM4,72812,179-61.18%4,72812,179-61.18%7,42324,770-70.03%
Eastern Australia Wheat TenderedKM--na--na--na
Eastern Australia Feed BarleyUB12550150.0%12550150.0%185585-68.38%
Eastern Australia Feed Barley TenderedKB--na--na--na
ASX Electricity Base Load Monthly Futures NSWEN--na--na--na
ASX Electricity Base Load Monthly Futures QLDEQ-7-100.0%-7-100.0%--na
ASX Electricity Base Load Monthly Futures SAES--na--na--na
ASX Electricity Base Load Monthly Futures VICEV38-na38-na37-na
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 NSWRN2755-50.91%2755-50.91%--na
ASX Electricity Base Load $300 Cap Strip Futures QLDRQ18814926.17%18814926.17%--na
ASX Electricity Base Load $300 Cap Strip Futures SARS--na--na--na
ASX Electricity Base Load $300 Cap Strip Futures VICRV3113138.46%3113138.46%--na
ASX Wallumbilla Natural Gas Calendar Quarter FuturesGK--na--na--na
ASX Wallumbilla Natural Gas Calendar Month FuturesGJ--na--na--na
black.gif
Total COMMODITIES35,23643,981-19.88%35,23643,981-19.88%134,653146,598-8.15%

black.gif
Total Exchange8,459,3927,061,48919.8%8,459,3927,061,48919.8%3,267,9463,549,901-7.94%
black.gif
Daily Average402,828353,07414.09%402,828353,07414.09%
black.gif

Please click here to view the Non-Traded Volume report.