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Australian Electricity Market Wrap

Tue 6 Apr 2021 - Fri 9 Apr 2021

Calendar Year Price as at Fri 9 Apr 2021

NSW VIC QLD SA
2022 49.50 35.25 40.90 35.50
2023 53.00 35.87 40.50 35.55
2024 53.75 35.00 40.41 37.44

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q2 2021 $45.25 $0.25 120 2335
VIC Base Q2 2021 $32.75 -$0.85 55 1402
QLD Base Q2 2021 $39.00 $3.00 108 2324
SA Base Q2 2021 $34.00 - - 211
NSW Base Q3 2021 $46.78 -$1.39 236 1765
VIC Base Q3 2021 $36.00 -$1.45 27 1152
QLD Base Q3 2021 $37.75 $1.17 120 2472
SA Base Q3 2021 $34.00 - - 163

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q2 2021 $3.25 $0.25 36 584
VIC Caps Q2 2021 $1.15 - - 403
QLD Caps Q2 2021 $2.75 $1.00 18 749
SA Caps Q2 2021 $3.25 - - 86
NSW Caps Q3 2021 $3.95 $0.05 2 365
VIC Caps Q3 2021 $2.35 - 15 448
QLD Caps Q3 2021 $2.50 $0.50 10 377
SA Caps Q3 2021 $3.50 - - 28

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q2 2021 30.00% 50 $45.00 30.00% 50
VIC Q2 2021 27.74% 0 $33.00 30.00% 0
QLD Q2 2021 30.00% 0 $39.00 22.37% 0
SA Q2 2021 30.00% 0 $34.00 30.00% 0
NSW FY 2022 15.50% 105 $50.00 16.07% 105
VIC FY 2022 17.34% 175 $37.00 30.00% 0
QLD FY 2022 17.74% 75 $42.00 15.27% 125
SA FY 2022 30.00% 0 $36.00 30.00% 0
NSW CY 2022 30.00% 25 $50.00 15.19% 15
VIC CY 2022 11.04% 25 $35.00 13.49% 0
QLD CY 2022 13.10% 40 $41.00 11.63% 50
SA CY 2022 30.00% 0 $36.00 30.00% 0

Futures and Caps Open Interest as at COB Fri 9 Apr 2021

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
Apr 2021 - 0 - - 0 - - 15 - - 0 -
May 2021 - 0 - - 0 - - 20 - - 0 -
Jun 2021 - 0 - - 0 - - 30 - - 0 -
Jul 2021 - 0 - - 0 - - 0 - - 0 -
Aug 2021 - 0 - - 0 - - 0 - - 0 -
Sep 2021 - 0 - - 0 - - 0 - - 0 -
Q22021 27 2,335 584 78 1,402 403 35 2,324 749 0 211 86
Q32021 4 1,765 365 31 1,152 448 25 2,472 377 0 163 28
Q42021 42 1,630 69 40 1,390 230 50 2,259 18 0 184 1
Q12022 55 1,124 8 85 1,298 74 25 2,053 52 0 89 1
Q22022 15 1,046 5 85 1,344 40 0 1,641 24 0 57 1
Q32022 0 562 10 95 1,005 25 0 1,195 22 0 49 0
Q42022 0 618 13 95 992 25 0 1,364 20 0 27 0
Q12023 0 436 21 25 598 4 0 1,339 0 0 27 0
Q22023 0 384 11 25 559 0 0 1,230 10 0 0 0
Q32023 0 364 0 0 438 0 0 1,039 1 0 0 0
Q42023 0 323 0 0 444 0 0 1,030 2 0 0 0
Q12024 0 158 5 0 257 0 0 654 0 0 6 0
Q22024 0 132 0 0 254 0 0 663 0 0 0 0
Q32024 0 38 0 0 70 0 0 331 0 0 0 0
Q42024 0 38 0 0 68 0 0 330 0 0 0 0
Q12025 0 0 0 0 0 0 0 0 0 0 0 0
Q22025 0 0 0 0 0 0 0 0 0 0 0 0
Total 143 10,953 1,091 559 11,271 1,249 135 19,989 1,275 0 813 117

Options Open Interest As at COB Fri 9 Apr 2021

  NSW VIC QLD SA
Jun 2021 895 1,047 365 0
Sep 2021 360 1,298 200 20
Dec 2021 340 1,228 325 20
Mar 2022 175 850 150 45
Jun 2022 0 0 0 20
Sep 2022 0 0 0 0
Fin 2022 1,470 3,373 2,400 0
Cal 2022 856 2,600 3,102 0
Fin 2023 930 1,700 2,435 0
Cal 2023 1,201 1,861 3,270 0
Fin 2024 875 1,845 1,375 0
Cal 2024 200 680 1,400 0
Total 7,302 16,482 15,022 105

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2020-2021356,7021,810.67
FY 2019-2020336,7831,320.72
FY 2018-2019219,792872.19
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
Jun 201920,5631,082.26
May 201924,8961,082.43

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