Intraday Implied Futures Bid/Ask Prices Now Available
Mon 23 Sep 2013
ASX Energy is pleased to announce a free transparency enhancement for the Australian Electricity futures market. Our free 10 minute delayed electricity futures page now provides more extensive futures price discovery using actual orders in related products to show additional implied futures prices.
For example, implied bid or ask prices in Financial Year or Calendar Year Electricity Strip futures are calculated using actual bid and ask prices in the 4 underlying quarter futures covering the relevant year. Implied Off-Peak bid and ask prices are also provided.
“Best prices†(implied or actual) are available by clicking the “Futures†link from the ASX Energy homepage: http://asxenergy.com.au/futures
Delayed Futures Page Legend
- Non-italicised price = actual price
- Italicised price = implied price calculated using actual prices in related products
- An order update ticker
- Cell format conditions:
- Green text - order price increase
- Red text - order price decrease
- Yellow cell highlight - new order
- Blue cell highlight - arbitrage condition exists:
- actual bid > implied ask; or
- implied bid > actual ask
If you have any queries or feedback please do not hesitate to contact the ASX Energy Team on 1800 330 101 or email info@asxenergy.com.au.