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Australian Electricity Market Wrap

Mon 16 May 2022 - Fri 20 May 2022

Calendar Year Price as at Fri 20 May 2022

NSW VIC QLD SA
2023 151.12 94.34 158.77 109.00
2024 109.00 68.00 104.81 94.50
2025 102.50 65.00 82.16 71.50

Base Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Base Q2 2022 $242.00 $7.00 12 1946
VIC Base Q2 2022 $182.50 $10.00 20 2088
QLD Base Q2 2022 $280.00 $10.00 - 3345
SA Base Q2 2022 $237.00 $37.00 - 119
NSW Base Q3 2022 $235.69 $48.69 3675 1475
VIC Base Q3 2022 $184.00 $34.25 1996 1989
QLD Base Q3 2022 $247.00 $47.00 6713 4369
SA Base Q3 2022 $193.77 $28.99 13 99

Cap Quarters

Contract Week Close Net Change Traded Volume Open Interest
NSW Caps Q2 2022 $31.00 -$2.50 7 1384
VIC Caps Q2 2022 $10.00 $2.50 27 749
QLD Caps Q2 2022 $59.99 -$0.01 27 489
SA Caps Q2 2022 $40.00 $14.00 - 226
NSW Caps Q3 2022 $25.00 $6.07 36 1139
VIC Caps Q3 2022 $9.25 $0.25 43 608
QLD Caps Q3 2022 $45.00 $8.00 18 597
SA Caps Q3 2022 $16.95 $4.20 5 197

Options Volatility

Contract Call Put
Volatility Open Interest ATM($) Volatility Open Interest
NSW Q2 2022 53.06% 0 $242.00 30.00% 0
VIC Q2 2022 2.00% 0 $183.00 2.00% 0
QLD Q2 2022 78.77% 72 $280.00 2.00% 0
SA Q2 2022 2.00% 0 $237.00 2.00% 0
NSW FY 2023 0.00% $0.00 0.00%
VIC FY 2023 0.00% $0.00 0.00%
QLD FY 2023 0.00% $0.00 0.00%
SA FY 2023 0.00% $0.00 0.00%
NSW CY 2023 2.00% 0 $151.00 2.00% 0
VIC CY 2023 30.00% 0 $94.00 30.00% 0
QLD CY 2023 46.07% 0 $159.00 30.00% 0
SA CY 2023 30.00% 0 $109.00 30.00% 0

Futures and Caps Open Interest as at COB Fri 20 May 2022

  NSW VIC QLD SA
  Peak Base Caps Peak Base Caps Peak Base Caps Peak Base Caps
May 2022 - 0 - - 0 - - 0 - - 0 -
Jun 2022 - 0 - - 10 - - 25 - - 0 -
Jul 2022 - 0 - - 0 - - 0 - - 0 -
Aug 2022 - 0 - - 0 - - 0 - - 0 -
Sep 2022 - 0 - - 0 - - 0 - - 0 -
Q22022 29 1,946 1,384 90 2,088 749 7 3,345 489 0 119 226
Q32022 5 1,475 1,139 98 1,989 608 4 4,369 597 0 99 197
Q42022 16 1,540 1,070 98 1,953 409 4 4,554 587 0 87 106
Q12023 3 1,504 807 90 1,885 343 0 4,433 589 0 100 165
Q22023 13 1,350 800 90 1,849 196 0 4,096 325 0 73 180
Q32023 3 1,142 595 65 1,531 137 0 3,097 326 0 47 121
Q42023 26 867 454 65 1,429 85 0 3,068 313 0 40 121
Q12024 0 752 346 0 914 49 0 2,424 329 0 63 81
Q22024 0 618 258 0 982 35 0 2,314 108 0 22 75
Q32024 1 282 208 0 453 12 0 1,464 45 0 20 75
Q42024 0 360 208 0 431 12 0 1,458 45 0 19 75
Q12025 0 23 0 0 155 0 0 418 0 0 0 0
Q22025 0 12 0 0 153 0 0 429 0 0 0 0
Q32025 0 7 0 0 105 0 0 166 0 0 0 0
Q42025 0 7 0 0 105 0 0 167 0 0 0 0
Q12026 0 0 0 0 0 0 0 2 0 0 0 0
Q22026 0 0 0 0 0 0 0 0 0 0 0 0
Total 96 11,885 7,269 596 16,032 2,635 15 35,829 3,753 0 689 1,422

Options Open Interest As at COB Fri 20 May 2022

  NSW VIC QLD SA
Jun 2022 3,440 1,542 2,595 60
Sep 2022 900 503 220 0
Dec 2022 250 356 50 0
Mar 2023 260 150 0 0
Jun 2023 0 0 0 0
Sep 2023 0 0 0 0
Cal 2023 4,500 3,452 8,863 30
Fin 2024 4,652 3,345 6,121 0
Cal 2024 3,159 2,890 5,738 0
Fin 2025 0 625 645 0
Cal 2025 0 550 715 0
Fin 2026 0 0 0 0
Total 17,161 13,413 24,947 90

Historical Trade Volumes

YearTotal VolumeAverage Daily Volume
FY 2021-2022516,2152,244.41
FY 2020-2021490,0671,929.40
FY 2019-2020336,7831,320.72
Apr 202239,0272,054.05
Mar 202279,0653,437.61
Feb 202245,9782,298.90
Jan 202233,9291,785.74
Dec 202136,1101,719.52
Nov 202164,0052,909.32
Oct 202136,3311,730.05
Sep 202122,3081,014.00
Aug 202129,8661,357.55
Jul 202157,6892,622.23
Jun 202146,8622,231.52
May 202160,6442,887.81
Apr 202132,8921,644.60
Mar 202137,5091,630.83
Feb 202153,6662,683.30
Jan 202143,7742,303.89
Dec 202031,3831,494.43
Nov 202042,9772,046.52
Oct 202037,2731,694.23
Sep 202040,0231,819.23
Aug 202029,0341,382.57
Jul 202034,0301,479.57
Jun 202031,3311,491.95

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