Australian Electricity Derivatives
The ASX Electricity Futures Contracts are listed for trading on the Australian state regions of NSW, VIC, QLD and SA. All ASX Electricity Futures and Options Contracts are CFTC approved.
These contract specifications must be read in conjunction with the full ASX 24 Operating Rules in conjunction with ASIC Market Integrity Rules (ASX 24 Market). In addition, please see the Energy Market Policy for further details.
|Contract Specifications||PDF, 1.24Mb|
|Quick Reference Guide||PDF, 429Kb|
|Market Data Vendor Codes||PDF, 413Kb|
Please see here for the ASX 24 Product Trading and Expiry Calendars which outline the last trading day for each product and the days the exchange will be closed for holidays.
The methodology of selecting the component futures contracts for inclusion in both the Australian Power Index (National) and the Australian Power Index (Eastern) have been determined on the basis of contract liquidity and open interest.