Sign up for weekly Market Wrap emails
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
Historical Trade Volumes
Year | Total Volume | Average Daily Volume |
FY 2020-2021 | 242,931 | 1,722.91 |
FY 2019-2020 | 336,783 | 1,320.72 |
FY 2018-2019 | 219,792 | 872.19 |
Dec 2020 | 31,383 | 1,569.15 |
Nov 2020 | 42,977 | 2,046.52 |
Oct 2020 | 37,273 | 1,694.23 |
Sep 2020 | 40,023 | 1,819.23 |
Aug 2020 | 29,034 | 1,382.57 |
Jul 2020 | 34,030 | 1,479.57 |
Jun 2020 | 31,331 | 1,491.95 |
May 2020 | 33,904 | 1,614.48 |
Apr 2020 | 25,884 | 1,294.20 |
Mar 2020 | 27,569 | 1,253.14 |
Feb 2020 | 34,142 | 1,707.10 |
Jan 2020 | 28,814 | 1,372.10 |
Dec 2019 | 23,380 | 1,169.00 |
Nov 2019 | 30,915 | 1,472.14 |
Oct 2019 | 23,384 | 1,016.70 |
Sep 2019 | 24,529 | 1,168.05 |
Aug 2019 | 28,542 | 1,297.36 |
Jul 2019 | 24,389 | 1,060.39 |
Jun 2019 | 20,563 | 1,082.26 |
May 2019 | 24,896 | 1,082.43 |
Apr 2019 | 12,260 | 645.26 |
Mar 2019 | 20,022 | 953.43 |
Feb 2019 | 16,582 | 829.10 |