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Australian Electricity Market Wrap

Mon 29 Nov 2021 - Fri 3 Dec 2021

Calendar Year Price as at Fri 3 Dec 2021

NSW VIC QLD SA
2022 72.86 53.02 77.80 60.34
2023 73.01 48.73 64.79 55.85
2024 69.56 47.57 57.65 55.68
2025 65.23 46.14 52.91 50.00

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q4 2021 $64.00 -$1.00 24 2089
VIC Base Q4 2021 $31.80 -$0.45 2 1795
QLD Base Q4 2021 $88.01 -$0.09 29 3169
SA Base Q4 2021 $31.00 - - 248
NSW Base Q1 2022 $82.79 -$1.21 51 1852
VIC Base Q1 2022 $60.25 $0.01 56 1870
QLD Base Q1 2022 $105.61 -$0.39 224 3562
SA Base Q1 2022 $72.75 $0.50 - 143

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q4 2021 $3.25 -$0.75 5 808
VIC Caps Q4 2021 $2.00 -$1.00 2 514
QLD Caps Q4 2021 $23.25 -$0.75 27 661
SA Caps Q4 2021 $5.50 -$2.90 10 107
NSW Caps Q1 2022 $19.50 - 15 1115
VIC Caps Q1 2022 $19.75 $0.75 57 506
QLD Caps Q1 2022 $33.75 -$2.43 23 866
SA Caps Q1 2022 $30.00 $1.00 17 77

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q4 2021 51.00% 50 $64.00 30.00% 0
VIC Q4 2021 27.74% 0 $32.00 30.00% 0
QLD Q4 2021 30.00% 0 $88.00 30.00% 0
SA Q4 2021 30.00% 0 $31.00 30.00% 0
NSW FY 2023 23.18% 125 $73.00 30.00% 0
VIC FY 2023 23.10% 135 $50.00 30.00% 0
QLD FY 2023 30.00% 0 $69.00 30.00% 0
SA FY 2023 30.00% 0 $59.00 30.00% 0
NSW CY 2023 0.00% $0.00 0.00%
VIC CY 2023 0.00% $0.00 0.00%
QLD CY 2023 0.00% $0.00 0.00%
SA CY 2023 0.00% $0.00 0.00%

Futures and Caps Open Interest as at COB Fri 3 Dec 2021

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
Dec 2021 - 0 - - 0 - - 5 - - 0 -
Jan 2022 - 0 - - 0 - - 0 - - 0 -
Feb 2022 - 0 - - 0 - - 0 - - 0 -
Mar 2022 - 0 - - 0 - - 0 - - 0 -
Q42021 67 2,089 808 42 1,795 514 50 3,169 661 0 248 107
Q12022 60 1,852 1,115 90 1,870 506 29 3,562 866 0 143 77
Q22022 29 1,664 942 90 1,789 480 5 3,158 548 0 90 205
Q32022 5 1,005 848 98 1,712 520 4 2,883 559 0 88 193
Q42022 16 1,097 767 98 1,732 339 4 3,080 543 0 82 98
Q12023 2 814 498 90 1,416 218 0 2,585 302 0 91 122
Q22023 2 708 463 90 1,411 165 0 2,457 184 0 58 147
Q32023 2 818 345 65 999 90 0 2,028 162 0 38 92
Q42023 27 701 306 65 920 65 0 2,000 164 0 38 94
Q12024 0 483 264 0 526 50 0 1,271 70 0 52 28
Q22024 0 421 242 0 584 50 0 1,285 70 0 15 25
Q32024 0 126 191 0 169 25 0 638 10 0 15 25
Q42024 0 139 191 0 174 25 0 628 10 0 15 25
Q12025 0 2 0 0 15 0 0 86 0 0 0 0
Q22025 0 2 0 0 15 0 0 78 0 0 0 0
Q32025 0 0 0 0 0 0 0 6 0 0 0 0
Q42025 0 0 0 0 0 0 0 6 0 0 0 0
Total 210 11,921 6,980 728 15,127 3,047 92 28,925 4,149 0 973 1,238

Options Open Interest As at COB Fri 3 Dec 2021

  NSW VIC QLD SA
Dec 2021 1,655 2,931 1,929 60
Mar 2022 1,007 1,555 1,635 85
Jun 2022 825 700 120 60
Sep 2022 300 405 0 0
Dec 2022 0 0 0 0
Mar 2023 0 0 0 0
Fin 2023 2,392 2,500 4,480 0
Cal 2023 1,826 2,076 5,728 0
Fin 2024 2,270 2,645 3,745 0
Cal 2024 1,175 1,695 3,078 0
Fin 2025 0 0 200 0
Cal 2025 0 0 0 0
Total 11,450 14,507 20,915 205

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2020-2021490,0671,929.40
FY 2019-2020336,7831,320.72
FY 2018-2019219,792872.19
Nov 202164,0052,909.32
Oct 202136,3311,730.05
Sep 202122,3081,014.00
Aug 202129,8661,357.55
Jul 202157,6892,622.23
Jun 202146,8622,231.52
May 202160,6442,887.81
Apr 202132,8921,644.60
Mar 202137,5091,630.83
Feb 202153,6662,683.30
Jan 202143,7742,303.89
Dec 202031,3831,494.43
Nov 202042,9772,046.52
Oct 202037,2731,694.23
Sep 202040,0231,819.23
Aug 202029,0341,382.57
Jul 202034,0301,479.57
Jun 202031,3311,491.95
May 202033,9041,614.48
Apr 202025,8841,294.20
Mar 202027,5691,253.14
Feb 202034,1421,707.10
Jan 202028,8141,372.10

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