Trading volume of hedge market

  • Last post 18 February 2019
Celine posted this 26 January 2019


Currently I am researching about NZ electricity's wholesale market for my paper and I am looking for data of wholesale market's trading volume (unit would be the amount of electricity such as GWZ, kWZ.

I couldn't find it from this website and I would like to know the proportion of spot and hedgemarket in wholesale market. Could ou please kindly let me know where I can find the data? 

Phil Bishop posted this 18 February 2019

I assume you've seen our trade volume report on EMI?

We don't yet have the show parameter that will allow you to switch from number of contracts to GWh or MWh but you could easily approximate it, i.e. the contracts represent 0.1MW, peak contracts cover 15 hours per day, and baseload contracts cover 24 hours per day (see also the notes on the 'More information' tab). Unfortunately we are unable to enable the download of the data behind the reports based on ASX data because that data is acquired under the terms of a subscription. However, if you change the time scale to month and specify a date range over multiple years, you can read the contract counts for each month from the tool tip.

Wholesale reports and datasets will give you wholesale volume data for the spot market.

Hope this helps.