Sign up for weekly Market Wrap emails

Australian Electricity Market Wrap

Mon 8 Apr 2024 - Fri 12 Apr 2024

Calendar Year Price as at Fri 12 Apr 2024

NSW VIC QLD SA
2025 107.70 69.99 95.81 87.34
2026 108.80 68.26 92.52 84.24
2027 110.48 63.39 89.19 84.03

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q2 2024 $98.07 $0.07 64 2394
VIC Base Q2 2024 $80.50 $6.50 148 2354
QLD Base Q2 2024 $86.75 -$3.25 50 5383
SA Base Q2 2024 $93.05 $3.05 - 67
NSW Base Q3 2024 $109.00 $4.00 134 1987
VIC Base Q3 2024 $82.25 $4.75 164 1840
QLD Base Q3 2024 $89.50 $0.50 128 3878
SA Base Q3 2024 $94.00 $0.92 - 57

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q2 2024 $12.70 -$1.30 71 972
VIC Caps Q2 2024 $6.65 -$0.60 62 725
QLD Caps Q2 2024 $10.00 -$2.00 9 659
SA Caps Q2 2024 $17.50 - - 126
NSW Caps Q3 2024 $15.50 -$0.04 53 765
VIC Caps Q3 2024 $7.25 $0.25 38 492
QLD Caps Q3 2024 $11.85 $0.35 30 525
SA Caps Q3 2024 $24.20 $2.35 2 174

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q2 2024 47.70% 0 $98.00 30.00% 0
VIC Q2 2024 27.74% 0 $81.00 30.00% 0
QLD Q2 2024 30.00% 0 $87.00 30.00% 0
SA Q2 2024 30.00% 0 $93.00 30.00% 0
NSW FY 2025 27.09% 35 $107.00 13.00% 0
VIC FY 2025 29.16% 75 $72.00 29.90% 75
QLD FY 2025 13.52% 0 $96.00 13.59% 0
SA FY 2025 30.00% 0 $87.00 30.00% 0
NSW CY 2025 13.00% 0 $108.00 13.00% 0
VIC CY 2025 31.95% 141 $70.00 34.45% 100
QLD CY 2025 13.52% 0 $96.00 13.59% 0
SA CY 2025 30.00% 0 $87.00 30.00% 0

Futures and Caps Open Interest as at COB Fri 12 Apr 2024

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
Apr 2024 - 0 - - 14 - - 15 - - 0 -
May 2024 - 0 - - 0 - - 0 - - 0 -
Jun 2024 - 20 - - 0 - - 0 - - 0 -
Jul 2024 - 0 - - 0 - - 0 - - 0 -
Aug 2024 - 0 - - 0 - - 0 - - 0 -
Sep 2024 - 0 - - 0 - - 0 - - 0 -
Q22024 6 2,394 972 0 2,354 725 0 5,383 659 0 67 126
Q32024 9 1,987 765 0 1,840 492 0 3,878 525 0 57 174
Q42024 6 1,828 621 1 1,772 395 0 3,953 573 0 66 156
Q12025 6 1,498 715 0 1,390 825 0 2,106 664 0 55 144
Q22025 6 1,549 497 0 1,117 542 0 2,070 475 0 38 67
Q32025 6 674 248 0 882 444 0 1,576 348 0 22 34
Q42025 6 647 224 0 844 397 0 1,493 304 0 18 34
Q12026 2 514 280 0 694 159 0 1,012 192 0 15 22
Q22026 2 511 265 0 701 163 0 908 200 0 9 16
Q32026 2 321 209 0 349 146 0 458 117 0 8 16
Q42026 2 322 188 0 380 148 0 443 114 0 18 19
Q12027 0 80 0 0 231 3 0 203 3 0 10 10
Q22027 0 53 0 0 207 3 0 174 9 0 4 0
Q32027 0 13 0 0 156 3 0 72 5 0 0 0
Q42027 0 7 0 0 156 0 0 93 5 0 0 0
Q12028 0 0 0 0 0 0 0 0 0 0 0 0
Q22028 0 0 0 0 0 0 0 0 0 0 0 0
Total 53 12,418 4,984 1 13,087 4,445 0 23,837 4,193 0 387 818

Options Open Interest As at COB Fri 12 Apr 2024

  NSW VIC QLD SA
Jun 2024 3,068 1,959 1,113 52
Sep 2024 1,288 970 625 0
Dec 2024 352 0 365 0
Mar 2025 294 115 225 0
Jun 2025 0 0 0 0
Sep 2025 0 0 0 0
Fin 2025 3,837 4,561 5,428 0
Cal 2025 2,490 2,142 4,354 0
Fin 2026 1,032 2,376 2,094 0
Cal 2026 1,285 1,946 1,869 0
Fin 2027 0 360 999 0
Cal 2027 0 530 351 0
Total 13,646 14,959 17,423 52

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2023-2024395,6721,978.36
FY 2022-2023483,9611,912.89
FY 2021-2022559,8702,204.21
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
Jul 202220,926996.48
Jun 202233,1771,579.86
May 202282,3853,744.77

Disclaimer - Terms of Use - Privacy Statement