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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
Historical Trade Volumes
Year | Total Volume | Average Daily Volume |
FY 2020-2021 | 356,702 | 1,810.67 |
FY 2019-2020 | 336,783 | 1,320.72 |
FY 2018-2019 | 219,792 | 872.19 |
Mar 2021 | 37,509 | 1,630.83 |
Feb 2021 | 53,666 | 2,683.30 |
Jan 2021 | 43,774 | 2,303.89 |
Dec 2020 | 31,383 | 1,494.43 |
Nov 2020 | 42,977 | 2,046.52 |
Oct 2020 | 37,273 | 1,694.23 |
Sep 2020 | 40,023 | 1,819.23 |
Aug 2020 | 29,034 | 1,382.57 |
Jul 2020 | 34,030 | 1,479.57 |
Jun 2020 | 31,331 | 1,491.95 |
May 2020 | 33,904 | 1,614.48 |
Apr 2020 | 25,884 | 1,294.20 |
Mar 2020 | 27,569 | 1,253.14 |
Feb 2020 | 34,142 | 1,707.10 |
Jan 2020 | 28,814 | 1,372.10 |
Dec 2019 | 23,380 | 1,169.00 |
Nov 2019 | 30,915 | 1,472.14 |
Oct 2019 | 23,384 | 1,016.70 |
Sep 2019 | 24,529 | 1,168.05 |
Aug 2019 | 28,542 | 1,297.36 |
Jul 2019 | 24,389 | 1,060.39 |
Jun 2019 | 20,563 | 1,082.26 |
May 2019 | 24,896 | 1,082.43 |