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Australian Electricity Market Wrap

Mon 22 Apr 2024 - Fri 26 Apr 2024

Calendar Year Price as at Fri 26 Apr 2024

NSW VIC QLD SA
2025 111.87 74.18 98.90 88.95
2026 113.49 68.73 94.96 84.80
2027 113.50 62.77 91.44 84.53

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q2 2024 $106.55 $5.55 38 2353
VIC Base Q2 2024 $94.04 $5.04 99 2353
QLD Base Q2 2024 $95.40 $5.73 44 5346
SA Base Q2 2024 $108.00 $10.00 2 67
NSW Base Q3 2024 $112.50 $3.00 78 2041
VIC Base Q3 2024 $89.50 $3.50 132 1709
QLD Base Q3 2024 $95.17 $2.17 56 3941
SA Base Q3 2024 $106.00 - - 61

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q2 2024 $12.50 $0.25 17 893
VIC Caps Q2 2024 $7.50 $0.50 1 741
QLD Caps Q2 2024 $10.75 $0.75 28 690
SA Caps Q2 2024 $20.00 - - 126
NSW Caps Q3 2024 $16.00 - 16 757
VIC Caps Q3 2024 $7.50 $0.65 - 511
QLD Caps Q3 2024 $13.50 - 10 528
SA Caps Q3 2024 $24.25 - - 174

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q2 2024 47.70% 0 $107.00 30.00% 0
VIC Q2 2024 27.74% 0 $94.00 30.00% 0
QLD Q2 2024 30.00% 0 $95.00 30.00% 0
SA Q2 2024 30.00% 0 $108.00 30.00% 0
NSW FY 2025 37.11% 151 $110.00 31.90% 239
VIC FY 2025 37.63% 160 $75.00 20.04% 76
QLD FY 2025 30.13% 180 $100.00 34.90% 125
SA FY 2025 30.00% 0 $92.00 30.00% 0
NSW CY 2025 13.00% 0 $112.00 13.00% 0
VIC CY 2025 30.00% 0 $74.00 31.47% 25
QLD CY 2025 13.52% 0 $99.00 13.59% 0
SA CY 2025 30.00% 0 $89.00 30.00% 0

Futures and Caps Open Interest as at COB Fri 26 Apr 2024

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
Apr 2024 - 0 - - 14 - - 15 - - 0 -
May 2024 - 0 - - 0 - - 0 - - 0 -
Jun 2024 - 20 - - 0 - - 0 - - 0 -
Jul 2024 - 0 - - 0 - - 0 - - 0 -
Aug 2024 - 0 - - 0 - - 0 - - 0 -
Sep 2024 - 0 - - 0 - - 0 - - 0 -
Q22024 6 2,353 893 0 2,353 741 0 5,346 690 0 67 126
Q32024 9 2,041 757 0 1,709 511 0 3,941 528 0 61 174
Q42024 6 1,893 631 1 1,780 395 0 4,023 569 0 67 156
Q12025 6 1,575 720 0 1,403 833 0 2,147 666 0 55 144
Q22025 6 1,572 500 0 1,134 552 0 2,079 475 0 38 67
Q32025 6 710 250 0 919 446 0 1,647 342 0 22 34
Q42025 6 653 224 0 858 397 0 1,525 309 0 18 34
Q12026 2 551 282 0 720 156 0 1,033 192 0 15 22
Q22026 2 521 266 0 720 161 0 929 200 0 9 16
Q32026 2 338 210 0 355 144 0 499 117 0 8 16
Q42026 2 339 189 0 387 146 0 482 114 0 18 19
Q12027 0 88 0 0 228 3 0 227 3 0 10 10
Q22027 0 61 0 0 206 3 0 199 9 0 4 0
Q32027 0 17 0 0 161 3 0 73 5 0 0 0
Q42027 0 11 0 0 166 0 0 95 5 0 0 0
Q12028 0 0 0 0 0 0 0 0 0 0 0 0
Q22028 0 0 0 0 0 0 0 0 0 0 0 0
Total 53 12,743 4,922 1 13,113 4,491 0 24,260 4,224 0 392 818

Options Open Interest As at COB Fri 26 Apr 2024

  NSW VIC QLD SA
Jun 2024 3,275 2,084 1,113 52
Sep 2024 1,547 1,010 702 2
Dec 2024 356 204 368 1
Mar 2025 294 315 225 0
Jun 2025 0 225 0 0
Sep 2025 0 0 0 0
Fin 2025 3,912 4,572 5,423 0
Cal 2025 2,513 2,142 4,364 0
Fin 2026 1,026 2,351 2,174 0
Cal 2026 1,290 1,896 1,959 0
Fin 2027 0 360 1,074 0
Cal 2027 0 530 351 0
Total 14,213 15,689 17,753 55

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2023-2024407,0701,957.07
FY 2022-2023483,9611,912.89
FY 2021-2022559,8702,204.21
Mar 202429,7181,485.90
Feb 202448,0122,286.29
Jan 202442,1462,006.95
Dec 202332,5491,713.11
Nov 202382,9883,772.18
Oct 202345,2112,055.05
Sep 202322,8371,087.48
Aug 202338,0681,655.13
Jul 202338,5521,835.81
Jun 202332,9451,568.81
May 202378,5383,414.70
Apr 202327,1151,595.00
Mar 202337,1031,613.17
Feb 202334,6721,733.60
Jan 202342,2692,113.45
Dec 202230,3061,515.30
Nov 202272,7983,309.00
Oct 202235,2961,680.76
Sep 202236,6161,664.36
Aug 202235,3771,538.13
Jul 202220,926996.48
Jun 202233,1771,579.86
May 202282,3853,744.77

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