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Australian Electricity Market Wrap

Tue 15 Jun 2021 - Fri 18 Jun 2021

Calendar Year Price as at Fri 18 Jun 2021

NSW VIC QLD SA
2022 57.22 44.30 50.19 47.68
2023 56.75 40.76 45.00 43.74
2024 57.66 39.79 44.25 43.25

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q2 2021 $112.00 -$3.00 18 2342
VIC Base Q2 2021 $71.00 $3.10 47 1392
QLD Base Q2 2021 $130.00 -$10.00 - 2469
SA Base Q2 2021 $66.00 $2.50 - 202
NSW Base Q3 2021 $61.25 -$0.60 261 1800
VIC Base Q3 2021 $56.00 $5.75 477 1296
QLD Base Q3 2021 $54.50 -$5.25 123 2823
SA Base Q3 2021 $55.00 $4.50 9 181

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q2 2021 $37.42 -$4.58 13 729
VIC Caps Q2 2021 $9.47 -$0.28 18 585
QLD Caps Q2 2021 $61.00 -$2.00 3 658
SA Caps Q2 2021 $9.00 - 1 90
NSW Caps Q3 2021 $8.00 -$0.35 48 828
VIC Caps Q3 2021 $6.00 $2.36 38 631
QLD Caps Q3 2021 $7.00 -$2.00 61 603
SA Caps Q3 2021 $5.00 - - 111

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q2 2021 2.00% 0 $112.00 2.00% 0
VIC Q2 2021 27.74% 0 $71.00 30.00% 0
QLD Q2 2021 2.00% 0 $130.00 2.00% 0
SA Q2 2021 30.00% 0 $66.00 30.00% 0
NSW FY 2022 0.00% $0.00 0.00%
VIC FY 2022 0.00% $0.00 0.00%
QLD FY 2022 0.00% $0.00 0.00%
SA FY 2022 0.00% $0.00 0.00%
NSW CY 2022 17.38% 80 $57.00 30.00% 0
VIC CY 2022 30.00% 0 $44.00 30.00% 0
QLD CY 2022 18.75% 135 $50.00 12.33% 25
SA CY 2022 30.00% 0 $48.00 30.00% 0

Futures and Caps Open Interest as at COB Fri 18 Jun 2021

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
Jun 2021 - 0 - - 0 - - 30 - - 1 -
Jul 2021 - 0 - - 0 - - 0 - - 0 -
Aug 2021 - 0 - - 0 - - 0 - - 0 -
Sep 2021 - 0 - - 0 - - 0 - - 0 -
Q22021 27 2,342 729 78 1,392 585 35 2,469 658 0 202 90
Q32021 7 1,800 828 31 1,296 631 25 2,823 603 0 181 111
Q42021 42 1,829 611 40 1,520 381 50 2,859 196 0 206 63
Q12022 60 1,348 431 85 1,759 430 25 2,653 465 0 114 44
Q22022 20 1,364 380 85 1,661 350 0 2,182 372 0 82 167
Q32022 0 679 167 95 1,244 295 0 1,575 269 0 59 195
Q42022 0 649 165 95 1,324 261 0 1,736 262 0 37 92
Q12023 0 550 177 25 802 21 0 1,620 77 0 44 62
Q22023 0 523 148 25 769 11 0 1,519 87 0 0 62
Q32023 0 576 40 0 561 0 0 1,225 73 0 0 7
Q42023 0 536 40 0 570 0 0 1,218 74 0 0 9
Q12024 0 307 77 0 340 0 0 745 10 0 31 2
Q22024 0 272 60 0 334 0 0 748 10 0 5 0
Q32024 0 54 20 0 86 0 0 362 0 0 5 0
Q42024 0 58 20 0 83 0 0 361 0 0 5 0
Q12025 0 0 0 0 0 0 0 6 0 0 0 0
Q22025 0 0 0 0 0 0 0 6 0 0 0 0
Total 156 12,887 3,893 559 13,741 2,965 135 24,137 3,156 0 972 904

Options Open Interest As at COB Fri 18 Jun 2021

  NSW VIC QLD SA
Jun 2021 1,336 1,232 825 0
Sep 2021 1,360 2,588 475 60
Dec 2021 866 1,893 700 60
Mar 2022 625 1,150 600 85
Jun 2022 0 50 0 60
Sep 2022 0 0 0 0
Cal 2022 1,356 2,695 3,542 0
Fin 2023 1,335 1,975 2,710 0
Cal 2023 1,401 1,911 3,660 0
Fin 2024 1,715 1,845 1,925 0
Cal 2024 650 880 1,500 0
Fin 2025 0 0 0 0
Total 10,644 16,219 15,937 265

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2020-2021475,0241,930.99
FY 2019-2020336,7831,320.72
FY 2018-2019219,792872.19
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
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

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