Effective immediately, due to the Australian Energy Market Commission 5 minute settlement rule change determined on 28 November 2017, ASX has temporarily withdrawn the Australian Electricity Base Load Calendar Quarter $300 Cap futures for the Q3 and Q4 2021 expiries and the $300 Cap Calendar Year 2021 strip future expiry from ASX 24. The following are the affected product codes:
· GNU1
· GNZ1
· GVU1
· GVZ1
· GQU1
· GQZ1
· GSU1
· GSZ1
· RNZ1
· RVZ1
· RQZ1
· RSZ1
There is no open interest in any of the affected contracts.
Until further notice, ASX will not list any additional Australian Electricity Base Load Calendar Quarter $300 Cap Futures expiries beyond Q2 2021.
No changes will be made to the Australian Electricity Base Load Calendar Quarter $300 Cap Futures listed expiries up until Q2 2021.
Participants should ensure that the Australian Electricity Base Load Calendar Quarter $300 Cap Futures in Q3 and Q4 2021 contracts are removed from any front, middle and back office systems where applicable.
Data vendors should note that data feeds will no longer include the above mentioned contracts.
Helen Lofthouse – Executive General Manager, Derivatives and OTC Markets