Relisting of ASX Australian Electricity Inter-Commodity Spreads on ASX 24

Mon 26 Jul 2021

As per ASX Notice 0994.21.07 Market participants are advised that the Australian Electricity inter-commodity spread contracts for the base load quarter (BN, BQ, BS and BV) and base load $300 Cap (GN, GQ, GS and GV) futures will go live on 3 August 2021. These are inter-spreads which were previously available but were not listed when the 5 minute $300 Cap Futures were launched on 22 March 2021.

In order to trade these inter-spread instruments before the go-live date, participants can define and trade the equivalent User-Defined Combination (“UDC”) instruments.

A full list of Australian Electricity inter-spreads that will be available for trading are:

  • BN:BV
  • BQ:BN
  • BV:BS
  • BN:GN
  • BQ:GQ
  • BN:GN
  • BV:GV
  • BS:GS

These inter-spreads will be available for the full list of maturities. They are the 16 or 17 quarters that are available to trade across the next four calendar years and three financial years or three calendar years and four financial years.

What do I need to do by when?

ASX 24 trading and clearing participants and end users wishing to use these inter-spreads should ensure their internal systems and vendors are set up to trade these instruments

Need more information?

Issued by
Ben Jackson
General Manager, Market Operations

Contact information
Trading Operations
+61 2 9256 0677 / 1300 655 560