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Australian Electricity Market Wrap
Mon 8 Aug 2022 - Fri 12 Aug 2022
Calendar Year Price as at Fri 12 Aug 2022
NSW | VIC | QLD | SA | |
2023 | 177.40 | 115.82 | 168.18 | 136.50 |
2024 | 130.00 | 83.68 | 105.39 | 111.09 |
2025 | 127.37 | 78.32 | 85.49 | 101.43 |
Base Quarters
Contract | Week Close | Net Change | Traded Volume | Open Interest |
NSW Base Q3 2022 | $246.00 | $3.00 | 17 | 1442 |
VIC Base Q3 2022 | $210.00 | -$1.00 | 19 | 1879 |
QLD Base Q3 2022 | $241.00 | -$2.00 | 11 | 4369 |
SA Base Q3 2022 | $235.00 | - | - | 88 |
NSW Base Q4 2022 | $188.50 | $15.00 | 44 | 1520 |
VIC Base Q4 2022 | $104.50 | $15.50 | 32 | 1909 |
QLD Base Q4 2022 | $200.00 | $12.00 | 81 | 4607 |
SA Base Q4 2022 | $125.00 | -$3.00 | 10 | 102 |
Cap Quarters
Contract | Week Close | Net Change | Traded Volume | Open Interest |
NSW Caps Q3 2022 | $46.00 | -$4.00 | 14 | 1232 |
VIC Caps Q3 2022 | $43.50 | -$2.50 | 19 | 589 |
QLD Caps Q3 2022 | $62.75 | $0.75 | 5 | 632 |
SA Caps Q3 2022 | $82.00 | - | - | 211 |
NSW Caps Q4 2022 | $39.00 | $0.50 | 39 | 1196 |
VIC Caps Q4 2022 | $19.00 | $1.50 | 28 | 456 |
QLD Caps Q4 2022 | $53.00 | $1.00 | 51 | 670 |
SA Caps Q4 2022 | $38.50 | - | 2 | 106 |
Options Volatility
Contract | Call | Put | |||
Volatility | Open Interest | ATM($) | Volatility | Open Interest | |
NSW Q3 2022 | 53.06% | 0 | $246.00 | 30.00% | 0 |
VIC Q3 2022 | 81.18% | 0 | $210.00 | 2.00% | 0 |
QLD Q3 2022 | 49.65% | 0 | $241.00 | 30.00% | 0 |
SA Q3 2022 | 2.00% | 0 | $235.00 | 2.00% | 0 |
NSW FY 2024 | 19.75% | 0 | $146.00 | 30.00% | 0 |
VIC FY 2024 | 32.73% | 0 | $97.00 | 30.00% | 0 |
QLD FY 2024 | 20.20% | 0 | $128.00 | 67.01% | 25 |
SA FY 2024 | 30.00% | 0 | $122.00 | 30.00% | 0 |
NSW CY 2024 | 0.00% | $0.00 | 0.00% | ||
VIC CY 2024 | 0.00% | $0.00 | 0.00% | ||
QLD CY 2024 | 0.00% | $0.00 | 0.00% | ||
SA CY 2024 | 0.00% | $0.00 | 0.00% |
Futures and Caps Open Interest as at COB Fri 12 Aug 2022
NSW | VIC | QLD | SA | |||||||||
Peak | Base | Caps | Peak | Base | Caps | Peak | Base | Caps | Peak | Base | Caps | |
Aug 2022 | - | 0 | - | - | 0 | - | - | 0 | - | - | 0 | - |
Sep 2022 | - | 0 | - | - | 0 | - | - | 0 | - | - | 0 | - |
Oct 2022 | - | 0 | - | - | 0 | - | - | 0 | - | - | 0 | - |
Nov 2022 | - | 0 | - | - | 0 | - | - | 0 | - | - | 0 | - |
Dec 2022 | - | 0 | - | - | 0 | - | - | 0 | - | - | 0 | - |
Q32022 | 5 | 1,442 | 1,232 | 98 | 1,879 | 589 | 4 | 4,369 | 632 | 0 | 88 | 211 |
Q42022 | 18 | 1,520 | 1,196 | 98 | 1,909 | 456 | 1 | 4,607 | 670 | 0 | 102 | 106 |
Q12023 | 18 | 1,594 | 919 | 90 | 1,936 | 349 | 0 | 4,667 | 627 | 0 | 103 | 167 |
Q22023 | 13 | 1,312 | 885 | 90 | 1,845 | 279 | 0 | 4,292 | 345 | 0 | 75 | 188 |
Q32023 | 3 | 1,361 | 672 | 65 | 1,634 | 189 | 0 | 3,451 | 347 | 0 | 48 | 132 |
Q42023 | 26 | 1,107 | 614 | 65 | 1,579 | 103 | 0 | 3,427 | 379 | 0 | 41 | 123 |
Q12024 | 0 | 938 | 373 | 0 | 1,029 | 81 | 0 | 2,728 | 356 | 0 | 56 | 84 |
Q22024 | 0 | 770 | 325 | 0 | 1,091 | 68 | 0 | 2,653 | 113 | 0 | 26 | 85 |
Q32024 | 1 | 361 | 278 | 0 | 560 | 22 | 0 | 1,707 | 46 | 0 | 18 | 75 |
Q42024 | 0 | 422 | 278 | 0 | 522 | 12 | 0 | 1,712 | 46 | 0 | 18 | 75 |
Q12025 | 0 | 50 | 35 | 0 | 168 | 0 | 0 | 727 | 0 | 0 | 6 | 2 |
Q22025 | 0 | 34 | 35 | 0 | 169 | 0 | 0 | 708 | 0 | 0 | 0 | 0 |
Q32025 | 0 | 26 | 0 | 0 | 113 | 0 | 0 | 363 | 0 | 0 | 0 | 0 |
Q42025 | 0 | 26 | 0 | 0 | 113 | 0 | 0 | 363 | 0 | 0 | 0 | 0 |
Q12026 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 40 | 0 | 0 | 0 | 0 |
Q22026 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 38 | 0 | 0 | 0 | 0 |
Total | 84 | 10,963 | 6,842 | 506 | 14,547 | 2,148 | 5 | 35,852 | 3,561 | 0 | 581 | 1,248 |
Options Open Interest As at COB Fri 12 Aug 2022
Historical Trade Volumes
Year | Total Volume | Average Daily Volume |
FY 2021-2022 | 559,870 | 2,204.21 |
FY 2020-2021 | 490,067 | 1,929.40 |
FY 2019-2020 | 336,783 | 1,320.72 |
Jul 2022 | 20,926 | 996.48 |
Jun 2022 | 33,177 | 1,579.86 |
May 2022 | 82,385 | 3,744.77 |
Apr 2022 | 39,027 | 2,054.05 |
Mar 2022 | 79,065 | 3,437.61 |
Feb 2022 | 45,978 | 2,298.90 |
Jan 2022 | 33,929 | 1,785.74 |
Dec 2021 | 36,110 | 1,719.52 |
Nov 2021 | 64,005 | 2,909.32 |
Oct 2021 | 36,331 | 1,730.05 |
Sep 2021 | 22,308 | 1,014.00 |
Aug 2021 | 29,866 | 1,357.55 |
Jul 2021 | 57,689 | 2,622.23 |
Jun 2021 | 46,862 | 2,231.52 |
May 2021 | 60,644 | 2,887.81 |
Apr 2021 | 32,892 | 1,644.60 |
Mar 2021 | 37,509 | 1,630.83 |
Feb 2021 | 53,666 | 2,683.30 |
Jan 2021 | 43,774 | 2,303.89 |
Dec 2020 | 31,383 | 1,494.43 |
Nov 2020 | 42,977 | 2,046.52 |
Oct 2020 | 37,273 | 1,694.23 |
Sep 2020 | 40,023 | 1,819.23 |