Sign up for weekly Market Wrap emails

Australian Electricity Market Wrap

Mon 22 Jul 2024 - Fri 26 Jul 2024

Calendar Year Price as at Fri 26 Jul 2024

NSW VIC QLD SA
2025 123.08 76.87 104.78 106.84
2026 121.94 70.17 98.25 103.45
2027 120.84 71.40 94.12 101.23

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q3 2024 $110.00 -$2.50 85 2524
VIC Base Q3 2024 $106.00 -$2.25 57 2032
QLD Base Q3 2024 $92.75 -$2.25 32 4048
SA Base Q3 2024 $131.89 -$8.11 5 75
NSW Base Q4 2024 $109.50 -$0.15 104 1797
VIC Base Q4 2024 $57.22 $1.52 96 1793
QLD Base Q4 2024 $95.00 $1.60 90 4207
SA Base Q4 2024 $68.42 -$0.58 - 87

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q3 2024 $9.24 -$1.51 33 812
VIC Caps Q3 2024 $4.50 -$0.50 25 688
QLD Caps Q3 2024 $4.00 -$2.75 62 657
SA Caps Q3 2024 $25.00 -$2.50 7 178
NSW Caps Q4 2024 $20.25 -$0.50 63 655
VIC Caps Q4 2024 $6.25 $0.75 21 603
QLD Caps Q4 2024 $17.00 -$1.00 40 673
SA Caps Q4 2024 $18.75 -$0.25 - 159

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q3 2024 52.54% 100 $110.00 65.13% 141
VIC Q3 2024 27.74% 0 $106.00 30.00% 0
QLD Q3 2024 30.00% 0 $93.00 30.00% 0
SA Q3 2024 30.00% 0 $132.00 30.00% 0
NSW FY 2026 13.00% 0 $122.00 13.00% 0
VIC FY 2026 32.99% 0 $73.00 15.02% 0
QLD FY 2026 13.52% 0 $101.00 13.59% 0
SA FY 2026 30.00% 0 $104.00 30.00% 0
NSW CY 2026 0.00% $0.00 0.00%
VIC CY 2026 0.00% $0.00 0.00%
QLD CY 2026 0.00% $0.00 0.00%
SA CY 2026 0.00% $0.00 0.00%

Futures and Caps Open Interest as at COB Fri 26 Jul 2024

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
Jul 2024 - 0 - - 0 - - 0 - - 0 -
Aug 2024 - 0 - - 0 - - 0 - - 0 -
Sep 2024 - 0 - - 0 - - 0 - - 0 -
Oct 2024 - 0 - - 0 - - 0 - - 0 -
Nov 2024 - 0 - - 0 - - 0 - - 0 -
Dec 2024 - 0 - - 0 - - 0 - - 0 -
Q32024 9 2,524 812 2 2,032 688 0 4,048 657 0 75 178
Q42024 6 1,797 655 1 1,793 603 0 4,207 673 0 87 159
Q12025 6 1,547 711 0 1,703 846 0 2,227 694 0 81 150
Q22025 6 1,581 488 2 1,581 615 0 2,055 508 0 53 66
Q32025 6 1,056 271 1 1,280 470 0 1,691 419 0 26 44
Q42025 6 1,039 278 0 1,190 444 0 1,533 390 0 22 44
Q12026 2 856 326 0 866 283 0 998 303 0 17 34
Q22026 2 827 306 0 851 269 0 1,051 285 0 13 26
Q32026 2 584 251 0 437 226 0 651 171 0 10 16
Q42026 2 593 229 0 461 226 0 639 169 0 17 19
Q12027 0 213 19 0 305 9 0 401 58 0 15 10
Q22027 0 183 19 0 265 6 0 380 51 0 5 0
Q32027 0 51 0 0 177 6 0 175 51 0 0 0
Q42027 0 42 0 0 181 0 0 179 51 0 0 0
Q12028 0 0 0 0 0 0 0 28 24 0 0 0
Q22028 0 0 0 0 0 0 0 28 24 0 0 0
Total 47 12,893 4,365 6 13,122 4,691 0 20,291 4,528 0 421 746

Options Open Interest As at COB Fri 26 Jul 2024

  NSW VIC QLD SA
Sep 2024 2,642 1,911 1,042 2
Dec 2024 681 1,094 938 1
Mar 2025 1,339 565 814 0
Jun 2025 650 515 125 0
Sep 2025 0 130 0 0
Dec 2025 0 0 0 0
Cal 2025 2,536 2,131 4,370 0
Fin 2026 1,606 2,772 2,812 0
Cal 2026 1,725 2,050 2,707 0
Fin 2027 50 485 1,109 0
Cal 2027 0 530 552 0
Fin 2028 0 0 100 0
Total 11,229 12,183 14,569 3

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2023-2024519,9172,063.16
FY 2022-2023483,9611,912.89
FY 2021-2022559,8702,204.21
Jun 202428,0931,478.58
May 202480,7083,509.04
Apr 202431,0351,551.75
Mar 202429,7181,485.90
Feb 202448,0122,286.29
Jan 202442,1462,006.95
Dec 202332,5491,713.11
Nov 202382,9883,772.18
Oct 202345,2112,055.05
Sep 202322,8371,087.48
Aug 202338,0681,655.13
Jul 202338,5521,835.81
Jun 202332,9451,568.81
May 202378,5383,414.70
Apr 202327,1151,595.00
Mar 202337,1031,613.17
Feb 202334,6721,733.60
Jan 202342,2692,113.45
Dec 202230,3061,515.30
Nov 202272,7983,309.00
Oct 202235,2961,680.76
Sep 202236,6161,664.36
Aug 202235,3771,538.13

Disclaimer - Terms of Use - Privacy Statement