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Australian Electricity Market Wrap

Mon 15 Jul 2024 - Fri 19 Jul 2024

Calendar Year Price as at Fri 19 Jul 2024

NSW VIC QLD SA
2025 121.94 76.87 102.48 113.66
2026 119.75 73.22 97.52 106.77
2027 119.37 71.50 94.50 102.02

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q3 2024 $118.00 -$7.50 52 2520
VIC Base Q3 2024 $115.75 -$18.00 53 2035
QLD Base Q3 2024 $99.50 -$10.00 24 4340
SA Base Q3 2024 $140.00 $1.50 6 70
NSW Base Q4 2024 $109.83 -$6.17 80 1809
VIC Base Q4 2024 $56.00 -$5.00 77 1790
QLD Base Q4 2024 $92.00 -$5.75 90 4447
SA Base Q4 2024 $69.00 -$2.00 1 87

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q3 2024 $12.00 -$4.50 74 791
VIC Caps Q3 2024 $5.00 -$2.75 26 693
QLD Caps Q3 2024 $6.95 -$5.05 28 671
SA Caps Q3 2024 $27.50 $7.50 2 176
NSW Caps Q4 2024 $20.80 -$3.38 12 657
VIC Caps Q4 2024 $5.50 -$0.25 35 617
QLD Caps Q4 2024 $18.00 -$2.25 14 643
SA Caps Q4 2024 $19.00 -$0.25 2 159

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q3 2024 47.70% 0 $118.00 30.00% 0
VIC Q3 2024 27.74% 0 $116.00 30.00% 0
QLD Q3 2024 65.17% 75 $100.00 67.19% 70
SA Q3 2024 30.00% 0 $140.00 30.00% 0
NSW FY 2026 34.12% 151 $120.00 38.70% 50
VIC FY 2026 32.99% 0 $74.00 15.02% 0
QLD FY 2026 13.52% 0 $99.00 13.59% 0
SA FY 2026 30.00% 0 $108.00 30.00% 0
NSW CY 2026 0.00% $0.00 0.00%
VIC CY 2026 0.00% $0.00 0.00%
QLD CY 2026 0.00% $0.00 0.00%
SA CY 2026 0.00% $0.00 0.00%

Futures and Caps Open Interest as at COB Fri 19 Jul 2024

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
Jul 2024 - 0 - - 0 - - 0 - - 0 -
Aug 2024 - 0 - - 0 - - 0 - - 0 -
Sep 2024 - 0 - - 0 - - 0 - - 0 -
Oct 2024 - 0 - - 0 - - 0 - - 0 -
Nov 2024 - 0 - - 0 - - 0 - - 0 -
Dec 2024 - 0 - - 0 - - 0 - - 0 -
Q32024 9 2,520 791 2 2,035 693 0 4,340 671 0 70 176
Q42024 6 1,809 657 1 1,790 617 0 4,447 643 0 87 159
Q12025 6 1,529 710 0 1,705 864 0 2,479 703 0 81 148
Q22025 6 1,584 488 2 1,629 649 0 2,269 516 0 53 67
Q32025 6 1,013 272 1 1,269 520 0 1,838 419 0 26 44
Q42025 6 993 272 0 1,201 446 0 1,685 369 0 22 44
Q12026 2 775 326 0 836 283 0 1,078 298 0 17 34
Q22026 2 737 306 0 828 264 0 1,126 270 0 13 26
Q32026 2 516 249 0 422 221 0 670 171 0 9 16
Q42026 2 527 227 0 464 226 0 688 167 0 17 19
Q12027 0 210 19 0 305 5 0 377 43 0 15 10
Q22027 0 175 19 0 265 3 0 354 36 0 5 0
Q32027 0 51 0 0 177 3 0 164 44 0 0 0
Q42027 0 42 0 0 181 0 0 179 44 0 0 0
Q12028 0 0 0 0 0 0 0 28 17 0 0 0
Q22028 0 0 0 0 0 0 0 28 17 0 0 0
Total 47 12,481 4,336 6 13,107 4,794 0 21,750 4,428 0 415 743

Options Open Interest As at COB Fri 19 Jul 2024

  NSW VIC QLD SA
Sep 2024 2,642 1,921 1,042 2
Dec 2024 681 964 843 1
Mar 2025 1,289 565 814 0
Jun 2025 675 540 175 0
Sep 2025 0 0 0 0
Dec 2025 0 0 0 0
Cal 2025 2,511 2,131 4,346 0
Fin 2026 1,566 2,772 2,812 0
Cal 2026 1,485 2,196 2,813 0
Fin 2027 50 485 1,109 0
Cal 2027 0 530 552 0
Fin 2028 0 0 100 0
Total 10,899 12,104 14,606 3

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2023-2024519,9172,063.16
FY 2022-2023483,9611,912.89
FY 2021-2022559,8702,204.21
Jun 202428,0931,478.58
May 202480,7083,509.04
Apr 202431,0351,551.75
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

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