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Australian Electricity Market Wrap

Mon 11 Jan 2021 - Fri 15 Jan 2021

Calendar Year Price as at Fri 15 Jan 2021

NSW VIC QLD SA
2022 54.32 42.25 42.59 41.27
2023 55.00 41.99 42.04 43.22
2024 56.29 42.95 42.06 48.00

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q1 2021 $61.00 -$9.20 110 2934
VIC Base Q1 2021 $50.25 -$9.25 116 1994
QLD Base Q1 2021 $51.00 -$7.00 156 2784
SA Base Q1 2021 $47.50 -$10.50 1 234
NSW Base Q2 2021 $50.40 -$1.10 51 2440
VIC Base Q2 2021 $42.00 -$2.60 39 1633
QLD Base Q2 2021 $35.00 - 46 2257
SA Base Q2 2021 $39.30 -$1.70 3 216

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q1 2021 $18.25 -$2.25 70 1498
VIC Caps Q1 2021 $17.92 -$2.93 113 895
QLD Caps Q1 2021 $7.15 -$2.85 48 1206
SA Caps Q1 2021 $18.00 -$7.00 3 321
NSW Caps Q2 2021 $3.75 $0.25 32 476
VIC Caps Q2 2021 $2.15 - 27 249
QLD Caps Q2 2021 $1.80 - 7 420
SA Caps Q2 2021 $3.00 - - 35

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q1 2021 30.00% 0 $61.00 30.00% 0
VIC Q1 2021 27.74% 0 $50.00 74.20% 0
QLD Q1 2021 30.00% 0 $51.00 30.00% 0
SA Q1 2021 30.00% 0 $48.00 30.00% 0
NSW FY 2022 16.57% 70 $56.00 14.92% 25
VIC FY 2022 30.00% 0 $44.00 30.00% 0
QLD FY 2022 15.98% 50 $43.00 30.00% 0
SA FY 2022 30.00% 0 $43.00 30.00% 0
NSW CY 2022 16.48% 50 $54.00 23.82% 25
VIC CY 2022 30.00% 0 $42.00 30.00% 0
QLD CY 2022 16.18% 150 $43.00 15.35% 100
SA CY 2022 30.00% 0 $41.00 30.00% 0

Futures and Caps Open Interest as at COB Fri 15 Jan 2021

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
Jan 2021 - 0 - - 0 - - 0 - - 0 -
Feb 2021 - 0 - - 0 - - 0 - - 0 -
Mar 2021 - 0 - - 0 - - 0 - - 0 -
Apr 2021 - 0 - - 0 - - 0 - - 0 -
May 2021 - 0 - - 0 - - 0 - - 0 -
Jun 2021 - 0 - - 0 - - 0 - - 0 -
Q12021 69 2,934 1,498 105 1,994 895 92 2,784 1,206 0 234 321
Q22021 27 2,440 476 79 1,633 249 35 2,257 420 0 216 35
Q32021 4 1,721 194 42 1,311 208 25 2,212 96 0 173 16
Q42021 42 1,744 0 40 1,641 0 50 2,182 0 0 190 0
Q12022 10 1,126 0 85 1,389 0 25 1,667 0 0 83 0
Q22022 15 1,028 0 85 1,247 0 0 1,413 0 0 44 0
Q32022 0 457 0 95 1,014 0 0 1,109 0 0 39 0
Q42022 0 483 0 95 1,072 0 0 1,138 0 0 15 0
Q12023 0 302 0 25 615 0 0 1,102 0 0 22 0
Q22023 0 288 0 25 573 0 0 1,059 0 0 0 0
Q32023 0 230 0 0 243 0 0 879 0 0 0 0
Q42023 0 219 0 0 243 0 0 880 0 0 0 0
Q12024 0 34 0 0 122 0 0 389 0 0 0 0
Q22024 0 27 0 0 123 0 0 383 0 0 0 0
Q32024 0 0 0 0 0 0 0 127 0 0 0 0
Q42024 0 0 0 0 0 0 0 127 0 0 0 0
Total 167 13,033 2,168 676 13,220 1,352 227 19,708 1,722 0 1,016 372

Options Open Interest As at COB Fri 15 Jan 2021

  NSW VIC QLD SA
Mar 2021 1,177 2,249 1,425 90
Jun 2021 625 895 275 0
Sep 2021 150 580 0 0
Dec 2021 50 300 0 0
Mar 2022 25 50 0 25
Jun 2022 0 0 0 0
Fin 2022 1,305 2,933 2,380 0
Cal 2022 751 2,032 3,092 0
Fin 2023 830 1,565 2,485 0
Cal 2023 976 1,051 2,685 0
Fin 2024 100 225 1,075 0
Cal 2024 0 0 525 0
Total 5,989 11,880 13,942 115

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2020-2021242,9311,722.91
FY 2019-2020336,7831,320.72
FY 2018-2019219,792872.19
Dec 202031,3831,569.15
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
Dec 201923,3801,169.00
Nov 201930,9151,472.14
Oct 201923,3841,016.70
Sep 201924,5291,168.05
Aug 201928,5421,297.36
Jul 201924,3891,060.39
Jun 201920,5631,082.26
May 201924,8961,082.43
Apr 201912,260645.26
Mar 201920,022953.43
Feb 201916,582829.10

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