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Australian Electricity Market Wrap

Mon 6 Sep 2021 - Fri 10 Sep 2021

Calendar Year Price as at Fri 10 Sep 2021

NSW VIC QLD SA
2022 64.72 49.60 57.35 54.50
2023 64.31 46.28 51.39 52.50
2024 63.04 46.43 48.02 53.78

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q3 2021 $77.00 -$2.25 24 1834
VIC Base Q3 2021 $57.65 -$2.35 43 1448
QLD Base Q3 2021 $79.50 -$2.00 7 2907
SA Base Q3 2021 $53.50 -$4.36 1 184
NSW Base Q4 2021 $60.00 -$4.00 172 1957
VIC Base Q4 2021 $40.67 -$2.53 70 1726
QLD Base Q4 2021 $63.75 -$1.25 49 3027
SA Base Q4 2021 $47.50 $0.92 28 228

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q3 2021 $7.00 -$0.25 10 1096
VIC Caps Q3 2021 $1.20 -$0.05 13 776
QLD Caps Q3 2021 $14.00 -$0.10 3 577
SA Caps Q3 2021 $2.50 - - 118
NSW Caps Q4 2021 $8.50 -$0.20 15 686
VIC Caps Q4 2021 $5.00 - 41 455
QLD Caps Q4 2021 $15.00 $1.00 11 538
SA Caps Q4 2021 $8.30 - - 63

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q3 2021 43.99% 0 $77.00 30.00% 0
VIC Q3 2021 51.24% 125 $58.00 30.00% 0
QLD Q3 2021 30.00% 0 $80.00 30.00% 0
SA Q3 2021 30.00% 0 $54.00 30.00% 0
NSW FY 2023 21.04% 80 $64.00 20.84% 10
VIC FY 2023 15.41% 15 $47.00 30.00% 0
QLD FY 2023 18.01% 100 $54.00 30.00% 0
SA FY 2023 30.00% 0 $53.00 30.00% 0
NSW CY 2023 0.00% $0.00 0.00%
VIC CY 2023 0.00% $0.00 0.00%
QLD CY 2023 0.00% $0.00 0.00%
SA CY 2023 0.00% $0.00 0.00%

Futures and Caps Open Interest as at COB Fri 10 Sep 2021

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
Sep 2021 - 20 - - 0 - - 0 - - 0 -
Oct 2021 - 0 - - 0 - - 0 - - 0 -
Nov 2021 - 0 - - 0 - - 0 - - 0 -
Dec 2021 - 0 - - 0 - - 0 - - 0 -
Q32021 8 1,834 1,096 31 1,448 776 25 2,907 577 0 184 118
Q42021 48 1,957 686 42 1,726 455 50 3,027 538 0 228 63
Q12022 60 1,547 595 90 2,006 432 29 2,815 723 0 117 49
Q22022 21 1,617 518 88 1,825 351 5 2,470 545 0 88 204
Q32022 0 992 335 98 1,730 449 4 2,026 497 0 79 192
Q42022 0 1,009 310 98 1,760 321 4 2,171 491 0 72 97
Q12023 0 718 227 90 1,193 155 0 1,947 196 0 72 87
Q22023 0 658 168 90 1,187 92 0 1,887 176 0 41 112
Q32023 0 687 49 65 849 50 0 1,599 162 0 22 57
Q42023 0 600 48 65 810 25 0 1,601 163 0 20 59
Q12024 0 399 86 0 434 5 0 1,067 70 0 25 3
Q22024 0 346 69 0 470 5 0 1,063 70 0 5 0
Q32024 0 91 21 0 117 0 0 473 10 0 5 0
Q42024 0 98 21 0 120 0 0 476 10 0 5 0
Q12025 0 0 0 0 0 0 0 28 0 0 0 0
Q22025 0 0 0 0 0 0 0 28 0 0 0 0
Total 137 12,573 4,229 757 15,675 3,116 117 25,585 4,228 0 963 1,041

Options Open Interest As at COB Fri 10 Sep 2021

  NSW VIC QLD SA
Sep 2021 1,555 2,783 720 70
Dec 2021 1,417 2,876 1,640 60
Mar 2022 727 1,325 900 85
Jun 2022 825 350 100 60
Sep 2022 300 230 0 0
Dec 2022 0 0 0 0
Cal 2022 1,652 2,753 3,827 0
Fin 2023 1,710 2,285 3,685 0
Cal 2023 1,451 2,071 3,824 0
Fin 2024 1,915 2,595 2,740 0
Cal 2024 1,005 1,570 2,325 0
Fin 2025 0 0 0 0
Total 12,557 18,838 19,761 275

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2020-2021490,0671,929.40
FY 2019-2020336,7831,320.72
FY 2018-2019219,792872.19
Aug 202129,8661,357.55
Jul 202157,6892,622.23
Jun 202146,8622,231.52
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

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