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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
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 |
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 |
Oct 2022 | 35,296 | 1,680.76 |
Sep 2022 | 36,616 | 1,664.36 |
Aug 2022 | 35,377 | 1,538.13 |