New Daily Settlement Prices for $300 Cap Strip and Peak Strip futures contracts

Mon 19 Jan 2015

As per ASX Notice 0020.15.01 ASX does not currently publish daily settlement prices for Australian Electricity $300 Cap Strip and Peak Strip futures contracts. Effective trade date Monday 19th January, ASX will begin publishing daily settlement prices (DSPs) for the following Australian Electricity Strip Futures contracts:

  • RN - NSW $300 Cap Strip Futures
  • RQ - QLD $300 Cap Strip Futures
  • RV - VIC $300 Cap Strip Futures
  • RS - SA $300 Cap Strip Futures
  • DN - NSW Peak Load Strip Futures
  • DQ - QLD Peak Load Strip Futures
  • DV - VIC Peak Load Strip Futures
  • DS - SA Peak Load Strip Futures

Daily Settlement Prices will be determined in accordance with the ASX Energy Market Policy available here. Further information on the ASX Australian Electricity futures and options contract specifications is available here.

Trade Confirmation Messages

Effective Monday 19th January, once an electricity strip product has been executed, counterparties to the trade will receive ASX Trade24 user text messages confirming allocated leg prices. These text messages will be disseminated over the ASX Trade24 order gateway via FIX message. The existing email notification facility for strip leg allocations remains unchanged.

What do I need to do an by when?
Customers and vendors are advised to update their systems to receive the new daily settlement prices and take advantage of the new text messages confirming allocated leg prices.