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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

  NSW VIC QLD SA
Sep 2022 1,175 503 410 0
Dec 2022 495 1,366 200 0
Mar 2023 310 600 0 0
Jun 2023 0 100 0 0
Sep 2023 0 100 0 0
Dec 2023 0 0 0 0
Cal 2023 5,399 3,994 9,650 30
Fin 2024 5,852 4,020 7,437 0
Cal 2024 3,661 3,405 6,369 0
Fin 2025 185 625 870 0
Cal 2025 135 650 840 0
Fin 2026 0 0 150 0
Total 17,212 15,363 25,926 30

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2021-2022559,8702,204.21
FY 2020-2021490,0671,929.40
FY 2019-2020336,7831,320.72
Jul 202220,926996.48
Jun 202233,1771,579.86
May 202282,3853,744.77
Apr 202239,0272,054.05
Mar 202279,0653,437.61
Feb 202245,9782,298.90
Jan 202233,9291,785.74
Dec 202136,1101,719.52
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

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