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Australian Electricity Market Wrap
Mon 11 Mar 2024 - Fri 15 Mar 2024
Calendar Year Price as at Fri 15 Mar 2024
NSW | VIC | QLD | SA | |
2025 | 98.57 | 63.01 | 87.11 | 83.46 |
2026 | 100.89 | 59.86 | 85.12 | 80.05 |
2027 | 108.50 | 58.25 | 84.26 | 83.00 |
Base Quarters
Contract | Week Close | Net Change | Traded Volume | Open Interest |
NSW Base Q1 2024 | $89.75 | -$1.25 | 3 | 2305 |
VIC Base Q1 2024 | $52.00 | -$2.00 | 3 | 2270 |
QLD Base Q1 2024 | $119.40 | -$2.40 | 10 | 5385 |
SA Base Q1 2024 | $55.00 | - | - | 103 |
NSW Base Q2 2024 | $96.50 | -$1.60 | 94 | 2377 |
VIC Base Q2 2024 | $70.88 | $1.38 | 131 | 2380 |
QLD Base Q2 2024 | $82.42 | -$1.58 | 77 | 5323 |
SA Base Q2 2024 | $86.00 | - | - | 66 |
Cap Quarters
Contract | Week Close | Net Change | Traded Volume | Open Interest |
NSW Caps Q1 2024 | $18.00 | -$1.00 | 1 | 1052 |
VIC Caps Q1 2024 | $17.00 | -$1.90 | - | 747 |
QLD Caps Q1 2024 | $34.50 | -$1.50 | - | 1050 |
SA Caps Q1 2024 | $13.00 | -$5.00 | 2 | 217 |
NSW Caps Q2 2024 | $15.30 | -$0.08 | 28 | 919 |
VIC Caps Q2 2024 | $7.05 | $0.10 | 5 | 654 |
QLD Caps Q2 2024 | $11.01 | -$1.74 | 14 | 678 |
SA Caps Q2 2024 | $17.50 | -$0.90 | 1 | 126 |
Options Volatility
Contract | Call | Put | |||
Volatility | Open Interest | ATM($) | Volatility | Open Interest | |
NSW Q1 2024 | 34.35% | 60 | $90.00 | 34.35% | 151 |
VIC Q1 2024 | 27.74% | 0 | $52.00 | 30.00% | 0 |
QLD Q1 2024 | 30.00% | 0 | $119.00 | 30.00% | 0 |
SA Q1 2024 | 30.00% | 0 | $55.00 | 30.00% | 0 |
NSW FY 2025 | 13.00% | 0 | $97.00 | 13.00% | 0 |
VIC FY 2025 | 30.00% | 0 | $63.00 | 31.55% | 25 |
QLD FY 2025 | 13.52% | 0 | $87.00 | 13.59% | 0 |
SA FY 2025 | 30.00% | 0 | $83.00 | 30.00% | 0 |
NSW CY 2025 | 13.00% | 0 | $99.00 | 13.00% | 0 |
VIC CY 2025 | 19.15% | 25 | $63.00 | 15.02% | 0 |
QLD CY 2025 | 13.52% | 0 | $87.00 | 36.96% | 25 |
SA CY 2025 | 30.00% | 0 | $83.00 | 30.00% | 0 |
Futures and Caps Open Interest as at COB Fri 15 Mar 2024
NSW | VIC | QLD | SA | |||||||||
Peak | Base | Caps | Peak | Base | Caps | Peak | Base | Caps | Peak | Base | Caps | |
Mar 2024 | - | 5 | - | - | 0 | - | - | 0 | - | - | 0 | - |
Apr 2024 | - | 0 | - | - | 2 | - | - | 15 | - | - | 0 | - |
May 2024 | - | 0 | - | - | 0 | - | - | 0 | - | - | 0 | - |
Jun 2024 | - | 20 | - | - | 0 | - | - | 0 | - | - | 0 | - |
Q12024 | 6 | 2,305 | 1,052 | 0 | 2,270 | 747 | 0 | 5,385 | 1,050 | 0 | 103 | 217 |
Q22024 | 6 | 2,377 | 919 | 0 | 2,380 | 654 | 0 | 5,323 | 678 | 0 | 66 | 126 |
Q32024 | 9 | 1,872 | 716 | 0 | 1,896 | 504 | 0 | 3,789 | 522 | 0 | 60 | 174 |
Q42024 | 6 | 1,733 | 600 | 1 | 1,726 | 407 | 0 | 3,869 | 554 | 0 | 66 | 156 |
Q12025 | 6 | 1,388 | 649 | 0 | 1,361 | 814 | 0 | 2,024 | 666 | 0 | 56 | 144 |
Q22025 | 6 | 1,413 | 483 | 0 | 1,158 | 534 | 0 | 1,985 | 496 | 0 | 41 | 68 |
Q32025 | 6 | 585 | 233 | 0 | 871 | 389 | 0 | 1,524 | 300 | 0 | 22 | 34 |
Q42025 | 6 | 610 | 209 | 0 | 846 | 374 | 0 | 1,449 | 292 | 0 | 18 | 34 |
Q12026 | 2 | 456 | 288 | 0 | 665 | 139 | 0 | 967 | 165 | 0 | 15 | 16 |
Q22026 | 2 | 443 | 272 | 0 | 663 | 143 | 0 | 881 | 175 | 0 | 9 | 4 |
Q32026 | 2 | 283 | 216 | 0 | 282 | 121 | 0 | 417 | 92 | 0 | 8 | 4 |
Q42026 | 2 | 272 | 195 | 0 | 318 | 121 | 0 | 408 | 89 | 0 | 18 | 17 |
Q12027 | 0 | 78 | 0 | 0 | 98 | 0 | 0 | 144 | 2 | 0 | 10 | 10 |
Q22027 | 0 | 51 | 0 | 0 | 51 | 3 | 0 | 130 | 9 | 0 | 4 | 0 |
Q32027 | 0 | 13 | 0 | 0 | 49 | 3 | 0 | 49 | 5 | 0 | 0 | 0 |
Q42027 | 0 | 7 | 0 | 0 | 49 | 0 | 0 | 68 | 5 | 0 | 0 | 0 |
Total | 59 | 13,911 | 5,832 | 1 | 14,685 | 4,953 | 0 | 28,427 | 5,100 | 0 | 496 | 1,004 |
Options Open Interest As at COB Fri 15 Mar 2024
Historical Trade Volumes
Year | Total Volume | Average Daily Volume |
FY 2023-2024 | 367,061 | 2,005.80 |
FY 2022-2023 | 483,961 | 1,912.89 |
FY 2021-2022 | 559,870 | 2,204.21 |
Feb 2024 | 48,012 | 2,286.29 |
Jan 2024 | 42,146 | 2,006.95 |
Dec 2023 | 32,549 | 1,713.11 |
Nov 2023 | 82,988 | 3,772.18 |
Oct 2023 | 45,211 | 2,055.05 |
Sep 2023 | 22,837 | 1,087.48 |
Aug 2023 | 38,068 | 1,655.13 |
Jul 2023 | 38,552 | 1,835.81 |
Jun 2023 | 32,945 | 1,568.81 |
May 2023 | 78,538 | 3,414.70 |
Apr 2023 | 27,115 | 1,595.00 |
Mar 2023 | 37,103 | 1,613.17 |
Feb 2023 | 34,672 | 1,733.60 |
Jan 2023 | 42,269 | 2,113.45 |
Dec 2022 | 30,306 | 1,515.30 |
Nov 2022 | 72,798 | 3,309.00 |
Oct 2022 | 35,296 | 1,680.76 |
Sep 2022 | 36,616 | 1,664.36 |
Aug 2022 | 35,377 | 1,538.13 |
Jul 2022 | 20,926 | 996.48 |
Jun 2022 | 33,177 | 1,579.86 |
May 2022 | 82,385 | 3,744.77 |
Apr 2022 | 39,027 | 2,054.05 |