Sign up for weekly Market Wrap emails

Australian Electricity Market Wrap

Mon 12 Oct 2020 - Fri 16 Oct 2020

Calendar Year Price as at Fri 16 Oct 2020

NSW VIC QLD SA
2021 55.91 55.43 41.13 51.93
2022 54.18 47.09 42.07 47.14
2023 56.27 46.04 42.00 49.33
2024 56.51 45.61 40.90 61.24

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q4 2020 $53.00 $3.65 107 2607
VIC Base Q4 2020 $45.90 $3.05 13 1792
QLD Base Q4 2020 $33.85 -$1.40 167 2324
SA Base Q4 2020 $37.00 - - 241
NSW Base Q1 2021 $74.00 $0.10 81 2569
VIC Base Q1 2021 $86.00 -$0.75 150 1820
QLD Base Q1 2021 $56.00 -$1.20 211 2050
SA Base Q1 2021 $75.75 $1.37 2 225

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q4 2020 $5.70 $0.25 81 795
VIC Caps Q4 2020 $4.25 $0.75 2 571
QLD Caps Q4 2020 $2.50 $0.40 162 648
SA Caps Q4 2020 $5.25 $0.50 - 257
NSW Caps Q1 2021 $19.00 $0.10 16 1172
VIC Caps Q1 2021 $35.75 - 120 713
QLD Caps Q1 2021 $8.25 $0.35 67 734
SA Caps Q1 2021 $30.00 - - 321

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q4 2020 30.00% 0 $53.00 30.00% 0
VIC Q4 2020 30.00% 0 $46.00 28.80% 0
QLD Q4 2020 30.00% 0 $34.00 30.00% 0
SA Q4 2020 30.00% 0 $37.00 30.00% 0
NSW FY 2022 30.00% 0 $55.00 20.78% 25
VIC FY 2022 18.71% 50 $50.00 14.46% 25
QLD FY 2022 18.93% 50 $42.00 14.41% 25
SA FY 2022 30.00% 0 $49.00 30.00% 0
NSW CY 2022 0.00% $0.00 0.00%
VIC CY 2022 0.00% $0.00 0.00%
QLD CY 2022 0.00% $0.00 0.00%
SA CY 2022 0.00% $0.00 0.00%

Futures and Caps Open Interest as at COB Fri 16 Oct 2020

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
Oct 2020 - 0 - - 0 - - 4 - - 0 -
Nov 2020 - 0 - - 0 - - 0 - - 0 -
Dec 2020 - 0 - - 0 - - 0 - - 0 -
Jan 2021 - 0 - - 0 - - 0 - - 0 -
Feb 2021 - 0 - - 0 - - 0 - - 0 -
Mar 2021 - 0 - - 0 - - 0 - - 0 -
Q42020 145 2,607 795 126 1,792 571 151 2,324 648 0 241 257
Q12021 54 2,569 1,172 106 1,820 713 92 2,050 734 0 225 321
Q22021 27 2,276 436 77 1,492 175 35 1,820 295 0 229 35
Q32021 4 1,443 75 44 1,477 70 35 1,662 0 0 180 0
Q42021 42 1,396 0 40 1,351 0 60 1,682 0 0 186 0
Q12022 0 992 0 70 1,156 0 25 1,265 0 0 76 0
Q22022 15 952 0 70 1,221 0 0 1,088 0 0 51 0
Q32022 0 384 0 80 772 0 0 715 0 0 37 0
Q42022 0 390 0 80 753 0 0 730 0 0 9 0
Q12023 0 218 0 25 348 0 0 583 0 0 18 0
Q22023 0 181 0 25 310 0 0 562 0 0 0 0
Q32023 0 93 0 0 100 0 0 328 0 0 0 0
Q42023 0 95 0 0 100 0 0 328 0 0 0 0
Q12024 0 19 0 0 15 0 0 10 0 0 0 0
Q22024 0 9 0 0 15 0 0 10 0 0 0 0
Q32024 0 0 0 0 0 0 0 0 0 0 0 0
Q42024 0 0 0 0 0 0 0 0 0 0 0 0
Total 287 13,624 2,478 743 12,722 1,529 398 15,161 1,677 0 1,252 613

Options Open Interest As at COB Fri 16 Oct 2020

  NSW VIC QLD SA
Dec 2020 2,165 1,739 1,100 25
Mar 2021 1,030 1,331 765 90
Jun 2021 400 620 200 0
Sep 2021 100 0 0 0
Dec 2021 0 0 0 0
Mar 2022 0 0 0 0
Cal 2021 2,630 3,603 3,236 10
Fin 2022 1,215 2,177 2,090 0
Cal 2022 641 1,796 2,222 0
Fin 2023 605 1,015 1,750 0
Cal 2023 601 981 1,685 0
Fin 2024 0 75 0 0
Total 9,387 13,337 13,048 125

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2019-2020336,7831,320.72
FY 2018-2019219,792872.19
FY 2017-2018154,394612.67
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
Apr 201912,260645.26
Mar 201920,022953.43
Feb 201916,582829.10
Jan 201914,670698.57
Dec 201813,493710.16
Nov 201828,3761,289.82

Disclaimer - Terms of Use - Privacy Statement