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Australian Electricity Market Wrap
Mon 14 Oct 2024 - Fri 18 Oct 2024
Calendar Year Price as at Fri 18 Oct 2024
NSW | VIC | QLD | SA | |
2025 | 115.68 | 69.97 | 103.05 | 101.06 |
2026 | 118.00 | 68.78 | 99.34 | 101.33 |
2027 | 117.93 | 66.40 | 93.20 | 101.04 |
2028 | 119.40 | 75.72 | 92.19 | 96.83 |
Base Quarters
Contract | Week Close | Net Change | Traded Volume | Open Interest |
NSW Base Q4 2024 | $100.00 | $2.75 | 170 | 1759 |
VIC Base Q4 2024 | $32.00 | -$0.25 | 35 | 1662 |
QLD Base Q4 2024 | $96.10 | $2.13 | 103 | 4376 |
SA Base Q4 2024 | $58.75 | - | 2 | 136 |
NSW Base Q1 2025 | $113.73 | $2.48 | 81 | 1541 |
VIC Base Q1 2025 | $62.35 | $0.05 | 172 | 1608 |
QLD Base Q1 2025 | $128.75 | $2.75 | 70 | 2304 |
SA Base Q1 2025 | $105.00 | -$6.98 | 2 | 100 |
Cap Quarters
Contract | Week Close | Net Change | Traded Volume | Open Interest |
NSW Caps Q4 2024 | $28.00 | -$0.25 | 54 | 887 |
VIC Caps Q4 2024 | $4.65 | -$1.20 | 34 | 773 |
QLD Caps Q4 2024 | $22.00 | $3.32 | 19 | 778 |
SA Caps Q4 2024 | $22.00 | - | - | 210 |
NSW Caps Q1 2025 | $39.00 | $1.50 | 52 | 751 |
VIC Caps Q1 2025 | $26.00 | -$0.30 | 74 | 778 |
QLD Caps Q1 2025 | $44.67 | $0.42 | 69 | 723 |
SA Caps Q1 2025 | $49.00 | -$2.00 | 9 | 181 |
Options Volatility
Contract | Call | Put | |||
Volatility | Open Interest | ATM($) | Volatility | Open Interest | |
NSW Q4 2024 | 62.12% | 90 | $100.00 | 67.51% | 112 |
VIC Q4 2024 | 27.74% | 0 | $32.00 | 30.00% | 0 |
QLD Q4 2024 | 30.00% | 0 | $96.00 | 30.00% | 0 |
SA Q4 2024 | 30.00% | 0 | $59.00 | 30.00% | 0 |
NSW FY 2026 | 13.00% | 0 | $118.00 | 13.00% | 0 |
VIC FY 2026 | 34.60% | 85 | $70.00 | 32.48% | 325 |
QLD FY 2026 | 13.52% | 0 | $101.00 | 13.59% | 0 |
SA FY 2026 | 30.00% | 0 | $101.00 | 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 18 Oct 2024
NSW | VIC | QLD | SA | |||||||||
Peak | Base | Caps | Peak | Base | Caps | Peak | Base | Caps | Peak | Base | Caps | |
Oct 2024 | - | 0 | - | - | 0 | - | - | 0 | - | - | 0 | - |
Nov 2024 | - | 0 | - | - | 0 | - | - | 0 | - | - | 0 | - |
Dec 2024 | - | 0 | - | - | 0 | - | - | 0 | - | - | 0 | - |
Jan 2025 | - | 0 | - | - | 0 | - | - | 0 | - | - | 0 | - |
Feb 2025 | - | 0 | - | - | 0 | - | - | 0 | - | - | 0 | - |
Mar 2025 | - | 0 | - | - | 0 | - | - | 0 | - | - | 0 | - |
Q42024 | 6 | 1,759 | 887 | 1 | 1,662 | 773 | 0 | 4,376 | 778 | 0 | 136 | 210 |
Q12025 | 6 | 1,541 | 751 | 0 | 1,608 | 778 | 0 | 2,304 | 723 | 0 | 100 | 181 |
Q22025 | 6 | 1,430 | 503 | 2 | 1,530 | 618 | 0 | 1,972 | 538 | 0 | 57 | 90 |
Q32025 | 6 | 1,119 | 397 | 1 | 1,134 | 543 | 0 | 1,738 | 456 | 0 | 33 | 76 |
Q42025 | 6 | 1,051 | 418 | 0 | 1,124 | 480 | 0 | 1,582 | 441 | 0 | 26 | 72 |
Q12026 | 2 | 1,023 | 471 | 0 | 905 | 315 | 0 | 1,033 | 392 | 0 | 17 | 75 |
Q22026 | 2 | 993 | 444 | 0 | 886 | 333 | 0 | 1,035 | 363 | 0 | 13 | 67 |
Q32026 | 2 | 663 | 355 | 0 | 497 | 280 | 0 | 691 | 219 | 0 | 12 | 55 |
Q42026 | 2 | 661 | 326 | 0 | 512 | 260 | 0 | 712 | 216 | 0 | 20 | 55 |
Q12027 | 0 | 229 | 69 | 0 | 363 | 9 | 0 | 531 | 108 | 0 | 15 | 30 |
Q22027 | 0 | 200 | 69 | 0 | 323 | 3 | 0 | 480 | 101 | 0 | 5 | 20 |
Q32027 | 0 | 67 | 35 | 0 | 185 | 8 | 0 | 223 | 101 | 0 | 0 | 10 |
Q42027 | 0 | 54 | 35 | 0 | 186 | 0 | 0 | 225 | 101 | 0 | 0 | 10 |
Q12028 | 0 | 2 | 0 | 0 | 2 | 0 | 0 | 38 | 24 | 0 | 0 | 0 |
Q22028 | 0 | 2 | 0 | 0 | 2 | 0 | 0 | 38 | 24 | 0 | 0 | 0 |
Q32028 | 0 | 0 | 0 | 0 | 2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Q42028 | 0 | 0 | 0 | 0 | 2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Total | 38 | 10,794 | 4,760 | 4 | 10,923 | 4,400 | 0 | 16,978 | 4,585 | 0 | 434 | 951 |
Options Open Interest As at COB Fri 18 Oct 2024
Historical Trade Volumes
Year | Total Volume | Average Daily Volume |
FY 2023-2024 | 519,917 | 2,063.16 |
FY 2022-2023 | 483,961 | 1,912.89 |
FY 2021-2022 | 559,870 | 2,204.21 |
Sep 2024 | 22,670 | 1,079.52 |
Aug 2024 | 30,180 | 1,371.82 |
Jul 2024 | 31,944 | 1,388.87 |
Jun 2024 | 28,093 | 1,478.58 |
May 2024 | 80,708 | 3,509.04 |
Apr 2024 | 31,035 | 1,551.75 |
Mar 2024 | 29,718 | 1,485.90 |
Feb 2024 | 48,012 | 2,286.29 |
Jan 2024 | 42,146 | 2,006.95 |
Dec 2023 | 32,549 | 1,713.11 |
Nov 2023 | 82,988 | 3,772.18 |
Oct 2023 | 45,211 | 2,055.05 |
Sep 2023 | 22,837 | 1,087.48 |
Aug 2023 | 38,068 | 1,655.13 |
Jul 2023 | 38,552 | 1,835.81 |
Jun 2023 | 32,945 | 1,568.81 |
May 2023 | 78,538 | 3,414.70 |
Apr 2023 | 27,115 | 1,595.00 |
Mar 2023 | 37,103 | 1,613.17 |
Feb 2023 | 34,672 | 1,733.60 |
Jan 2023 | 42,269 | 2,113.45 |
Dec 2022 | 30,306 | 1,515.30 |
Nov 2022 | 72,798 | 3,309.00 |